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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Employers Holdings Inc (EIG) - NYSE Next Earnings Date: Estimated on April 29, 2026
OS Projected Window: May 18, 2026 to May 23, 2026
EVR: 2.6
Avg Daily Volume: 307,630    Market Cap: 955.4M
Sector: Financial    Short Interest: 4.08
Live Interactive Chart
Days to Next Earnings: 36 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 45
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
Feb. 19, 2026 AC 2.4 $42.45 @$40.00 $2.95
($42.45)
7.38% -11.8% O -7.7% O $39.18 $2.50
( $39.18 )
-15.25%
Oct. 30, 2025 AC 2.3 $40.73 @$40.00 $2.50
($40.73)
6.25% -9.84% O -6.38% O $38.13 $5.10
( $38.13 )
104.0%
July 30, 2025 AC 2.2 $45.62 @$45.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
July 26, 2023 AC 2.3 $37.71 @$40.00
April 27, 2023 AC 2.2 $42.12 @$40.00

 
 
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