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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Donegal Group (DGICA) - NASDAQ Next Earnings Date: OS Estimate: July 1, 2026 BO
OS Projected Window: June 29, 2026 to July 4, 2026
EVR: 1.9
Avg Daily Volume: 108,243    Market Cap: 622.3M
Sector: N/A    Short Interest: 1.24
Live Interactive Chart
Days to Next Earnings: 72 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 38
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 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 $2.45
($18.61)
14.0% -11.33% I -5.64% I $17.56 $1.40
( $17.56 )
-42.86%
Oct. 30, 2025 BO 1.6 $18.59 @$17.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
July 27, 2023 BO 1.4 $15.02 @$15.00

 
 
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