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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Employers Holdings Inc (EIG) - NYSE Next Earnings Date: Estimated on April 25, 2024
OS Projected Window: May 20, 2024 to May 25, 2024
EVR: 2.1
Avg Daily Volume: 116,371    Market Cap: 1.14B
Sector: Financial    Short Interest: 3.13
Live Interactive Chart
Days to Next Earnings: 6 Days
Implied Move Monthly: 11.53%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 37
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 25, 2024 AC None $0.00 @$45.00 $4.97
($43.10)
11.53% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 16, 2024 AC 2.2 $45.02 @$45.00 $4.45
($45.02)
9.89% 2.11% I 0.0% I $45.02 $4.67
( $45.02 )
4.94%
Feb. 16, 2023 AC 2.3 $43.02 @$45.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 28, 2022 AC 2.4 $40.65 @$40.00
April 27, 2022 AC 2.5 $41.80 @$40.00
Feb. 16, 2022 AC 2.5 $39.13 @$40.00
Oct. 28, 2021 AC 2.3 $39.44 @$40.00
July 22, 2021 AC 2.3 $41.36 @$40.00
April 22, 2021 AC 2.3 $40.21 @$40.00
Feb. 17, 2021 AC 2.1 $32.57 @$35.00

 
 
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