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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Employers Holdings Inc (EIG) - NYSE Next Earnings Date: OS Estimate: Aug. 13, 2026 AC
OS Projected Window: Aug. 10, 2026 to Aug. 15, 2026
EVR: 2.8
Avg Daily Volume: 205,216    Market Cap: 888.8M
Sector: Financial Services    Short Interest: 5.24
Live Interactive Chart
Days to Next Earnings: 80 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 47
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 29, 2026 AC 2.8 $49.74 @$50.00 $2.50
($49.74)
5.0% 5.72% O 3.71% I $51.59 $2.50
( $51.59 )
0.0%
April 29, 2026 AC 2.6 $42.77 @$45.00 $2.95
($42.77)
6.56% -8.81% O -1.51% I $42.12 $3.00
( $42.12 )
1.69%
Feb. 19, 2026 AC 2.4 $42.45 @$40.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 30, 2025 AC 2.3 $40.73 @$40.00
July 30, 2025 AC 2.2 $45.62 @$45.00
May 1, 2025 AC 2.3 $48.09 @$50.00
Feb. 20, 2025 AC 2.5 $48.81 @$50.00
April 25, 2024 AC 2.4 $43.51 @$45.00
Feb. 15, 2024 AC 2.2 $43.32 @$45.00
Oct. 25, 2023 AC 2.3 $39.43 @$40.00

 
 
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