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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Erie Indemnity Company (ERIE) - NASDAQ Next Earnings Date: OS Estimate: Jan. 7, 2026 AC
OS Projected Window: Jan. 5, 2026 to Jan. 10, 2026
EVR: 2.6
Avg Daily Volume: 149,039    Market Cap: 13.2B
Sector: Financial    Short Interest: 4.42
Live Interactive Chart
Days to Next Earnings: 72 Days

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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
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 $20.00
($352.60)
5.71% 7.96% O 1.33% I $357.32 $14.88
( $357.32 )
-25.6%
April 24, 2025 AC 2.0 $408.73 @$410.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
March 1, 2023 AC 1.4 $234.34 @$230.00

 
 
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