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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Heritage Insurance Holdings (HRTG) - NYSE Next Earnings Date: OS Estimate: Aug. 20, 2025 AC
OS Projected Window: Aug. 18, 2025 to Aug. 23, 2025
EVR: 7.1
Avg Daily Volume: 549,069    Market Cap: 806.4M
Sector: Financial    Short Interest: 2.82
Live Interactive Chart
Days to Next Earnings: 57 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 35
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
May 6, 2025 AC 7.0 $19.83 @$20.00 $2.38
($19.83)
11.9% 23.24% O 22.54% O $24.30 $4.65
( $24.30 )
95.38%
March 11, 2025 AC 6.7 $11.88 @$12.50 $1.75
($11.88)
14.0% -16.75% O 1.01% I $12.00 $1.33
( $12.00 )
-24.0%
Nov. 6, 2024 AC 7.1 $11.29 @$12.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 11, 2024 AC 6.3 $7.15 @$7.50
Nov. 2, 2023 AC 6.4 $6.28 @$7.50
Aug. 8, 2023 AC 5.9 $4.42 @$5.00
May 4, 2023 AC 5.6 $3.28 @$2.50
March 2, 2023 AC 4.6 $2.72 @$2.50
Nov. 8, 2022 AC 4.3 $1.64 @$2.50
Aug. 4, 2022 AC 2.7 $2.43 @$2.50

 
 
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