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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Heritage Insurance Holdings (HRTG) - NYSE Next Earnings Date: Estimated on May 1, 2024
OS Projected Window: May 13, 2024 to May 18, 2024
EVR: 5.3
Avg Daily Volume: 575,717    Market Cap: 284.96M
Sector: Financial    Short Interest: 3.3
Live Interactive Chart
Days to Next Earnings: 12 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 29
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
March 11, 2024 AC 4.6 $7.15 @$7.50 $1.42
($7.15)
18.93% 27.55% O 25.17% O $8.95 $4.20
( $8.95 )
195.77%
March 3, 2023 AC 4.6 $3.64 @$2.50 $1.10
($3.64)
44.0% -9.06% I -3.57% I $3.51 $1.00
( $3.51 )
-9.09%
Nov. 8, 2022 AC 4.3 $1.64 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 4, 2022 AC 2.7 $2.43 @$2.50
May 5, 2022 AC 2.6 $3.96 @$5.00
March 7, 2022 AC 2.3 $5.59 @$5.00
Nov. 4, 2021 AC 2.5 $6.81 @$7.50
Aug. 5, 2021 AC 2.6 $6.98 @$7.50
May 5, 2021 AC 2.9 $8.87 @$10.00
March 4, 2021 BO 3.1 $10.30 @$10.00

 
 
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