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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Donegal Group (DGICA) - NASDAQ Next Earnings Date: Estimated on July 23, 2026
OS Projected Window: June 29, 2026 to July 4, 2026
EVR: 1.9
Avg Daily Volume: 129,124    Market Cap: 648.0M
Sector: N/A    Short Interest: 1.63
Live Interactive Chart
Days to Next Earnings: 27 Days
Implied Move Monthly: 10.25%       Expires on: Aug. 21, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 39
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
July 23, 2026 BO None $0.00 @$17.50 $2.10
($18.71)
11.22% -None% -None% $0.00 $0.00
( N/A )
None%
April 30, 2026 BO 1.9 $17.63 @$17.50 $1.85
($17.63)
10.57% -6.74% I -4.59% I $16.82 $1.10
( $16.82 )
-40.54%
Feb. 19, 2026 BO 1.6 $18.61 @$17.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Oct. 26, 2023 BO 1.3 $14.23 @$15.00

 
 
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