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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Donegal Group (DGICA) - NASDAQ Next Earnings Date: OS Estimate: July 1, 2025 BO
OS Projected Window: June 30, 2025 to July 5, 2025
EVR: 1.2
Avg Daily Volume: 107,071    Market Cap: 665.0M
Sector: N/A    Short Interest: 0.64
Live Interactive Chart
Days to Next Earnings: 67 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 34
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
April 24, 2025 BO None $18.55 @$17.50 $2.25
($18.55)
12.86% 10.56% I 5.39% I $19.55 $2.38
( $19.55 )
5.78%
Feb. 20, 2025 BO 1.1 $15.17 @$15.00 $0.45
($15.17)
3.0% 5.2% O 2.7% I $15.58 $1.07
( $15.58 )
137.78%
April 25, 2024 BO 1.1 $14.00 @$15.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 22, 2024 BO 1.3 $14.46 @$15.00
Oct. 26, 2023 BO 1.3 $14.23 @$15.00
July 27, 2023 BO 1.4 $15.02 @$15.00
April 27, 2023 BO 1.5 $14.51 @$15.00
Feb. 23, 2023 BO 1.6 $15.02 @$15.00
July 28, 2022 BO 1.3 $16.32 @$17.50
April 28, 2022 BO 1.2 $13.62 @$12.50

 
 
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