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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Heritage Insurance Holdings (HRTG) - NYSE Next Earnings Date: OS Estimate: Aug. 19, 2026 AC
OS Projected Window: Aug. 17, 2026 to Aug. 22, 2026
EVR: 6.5
Avg Daily Volume: 349,732    Market Cap: 836.2M
Sector: Financial    Short Interest: 4.75
Live Interactive Chart
Days to Next Earnings: 99 Days

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Sample Chart


 
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
May 7, 2026 AC 6.2 $28.03 @$30.00 $3.12
($28.03)
10.4% -25.15% O -20.04% O $22.41 $7.15
( $22.41 )
129.17%
March 9, 2026 BO 6.9 $26.88 @$25.00 $4.28
($26.88)
17.12% 7.55% I 0.78% I $27.09 $3.17
( $27.09 )
-25.93%
Nov. 5, 2025 AC 7.3 $24.76 @$25.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 5, 2025 AC 7.1 $21.66 @$22.50
May 6, 2025 AC 7.0 $19.83 @$20.00
March 11, 2025 AC 6.7 $11.88 @$12.50
Nov. 6, 2024 AC 7.1 $11.29 @$12.50
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

 
 
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