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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Employers Holdings Inc (EIG) - NYSE Next Earnings Date: OS Estimate: Feb. 18, 2027 AC
OS Projected Window: Feb. 15, 2027 to Feb. 20, 2027
EVR: 2.6
Avg Daily Volume: 163,801    Market Cap: 804.1M
Sector: Financial Services    Short Interest: 5.29
Live Interactive Chart
Days to Next Earnings: 100 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 48
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
Oct. 28, 2026 AC 2.8 $51.41 @$50.00 $2.55
($51.41)
5.1% -4.92% I -4.53% I $49.08 $2.55
( $49.08 )
0.0%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 19, 2026 AC 2.4 $42.45 @$40.00
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

 
 
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