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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Donegal Group (DGICA) - NASDAQ Next Earnings Date: OS Estimate: Jan. 6, 2027 BO
OS Projected Window: Jan. 4, 2027 to Jan. 9, 2027
EVR: 1.9
Avg Daily Volume: 110,868    Market Cap: 694.9M
Sector: Financial Services    Short Interest: 1.96
Live Interactive Chart
Days to Next Earnings: 57 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 40
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
Oct. 29, 2026 BO 1.9 $18.63 @$17.50 $2.20
($18.63)
12.57% 4.45% I 1.07% I $18.83 $1.65
( $18.83 )
-25.0%
July 30, 2026 BO 1.9 $19.31 @$20.00 $2.10
($19.31)
10.5% 4.71% I 2.33% I $19.76 $1.30
( $19.76 )
-38.1%
April 30, 2026 BO 1.9 $17.63 @$17.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 19, 2026 BO 1.6 $18.61 @$17.50
Oct. 30, 2025 BO 1.6 $18.59 @$17.50
July 24, 2025 BO 1.5 $18.52 @$17.50
April 24, 2025 BO 1.2 $18.55 @$17.50
Feb. 20, 2025 BO 1.1 $15.17 @$15.00
April 25, 2024 BO 1.1 $14.00 @$15.00
Feb. 22, 2024 BO 1.3 $14.46 @$15.00

 
 
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