Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Erie Indemnity Company (ERIE) - NASDAQ Next Earnings Date: Estimated on Feb. 23, 2026
OS Projected Window: March 9, 2026 to March 14, 2026
EVR: 2.6
Avg Daily Volume: 167,826    Market Cap: 13.2B
Sector: Financial    Short Interest: 4.42
Live Interactive Chart
Days to Next Earnings: 17 Days
Implied Move Monthly: 8.88%       Expires on: March 20, 2026

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
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
Feb. 23, 2026 AC None $0.00 @$290.00 $25.55
($287.71)
8.88% -None% -None% $0.00 $0.00
( N/A )
None%
Oct. 30, 2025 AC 2.4 $309.64 @$310.00 $23.05
($309.64)
7.44% -8.92% O -5.49% I $292.64 $23.38
( $292.64 )
1.43%
Aug. 7, 2025 AC 2.3 $352.60 @$350.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 24, 2025 AC 2.0 $408.73 @$410.00
Feb. 27, 2025 AC 1.8 $404.98 @$400.00
April 25, 2024 AC 1.9 $380.26 @$380.00
Feb. 26, 2024 AC 1.6 $354.38 @$350.00
Oct. 26, 2023 AC 1.5 $291.79 @$290.00
July 27, 2023 AC 1.3 $208.54 @$210.00
April 27, 2023 AC 1.4 $220.75 @$220.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US