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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Erie Indemnity Company (ERIE) - NASDAQ Next Earnings Date: OS Estimate: July 2, 2026 AC
OS Projected Window: June 29, 2026 to July 4, 2026
EVR: 2.7
Avg Daily Volume: 226,878    Market Cap: 10.1B
Sector: Financial    Short Interest: 5.16
Live Interactive Chart
Days to Next Earnings: 51 Days

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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 39
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 23, 2026 AC 2.6 $248.90 @$250.00 $20.00
($248.90)
8.0% -7.19% I -6.13% I $233.62 $21.80
( $233.62 )
9.0%
Feb. 23, 2026 AC 2.6 $263.77 @$260.00 $23.15
($263.77)
8.9% -6.35% I -2.56% I $257.01 $19.65
( $257.01 )
-15.12%
Oct. 30, 2025 AC 2.4 $309.64 @$310.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Oct. 26, 2023 AC 1.5 $291.79 @$290.00
July 27, 2023 AC 1.3 $208.54 @$210.00

 
 
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