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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Erie Indemnity Company (ERIE) - NASDAQ Next Earnings Date: OS Estimate: Feb. 25, 2027 AC
OS Projected Window: Feb. 22, 2027 to Feb. 27, 2027
EVR: 2.6
Avg Daily Volume: 201,794    Market Cap: 12.1B
Sector: Financial Services    Short Interest: 5.39
Live Interactive Chart
Days to Next Earnings: 107 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 41
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. 29, 2026 AC 2.6 $250.79 @$250.00 $20.90
($250.79)
8.36% 7.87% I 4.22% I $261.39 $21.38
( $261.39 )
2.3%
July 30, 2026 AC 2.7 $233.67 @$230.00 $22.70
($233.67)
9.87% 5.75% I 3.58% I $242.04 $22.08
( $242.04 )
-2.73%
April 23, 2026 AC 2.6 $248.90 @$250.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 23, 2026 AC 2.6 $263.77 @$260.00
Oct. 30, 2025 AC 2.4 $309.64 @$310.00
Aug. 7, 2025 AC 2.3 $352.60 @$350.00
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

 
 
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