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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Heritage Insurance Holdings (HRTG) - NYSE Next Earnings Date: OS Estimate: March 5, 2026 AC
OS Projected Window: March 2, 2026 to March 7, 2026
EVR: 6.9
Avg Daily Volume: 432,526    Market Cap: 916.3M
Sector: Financial    Short Interest: 3.87
Live Interactive Chart
Days to Next Earnings: 81 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 37
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
Nov. 5, 2025 AC 7.3 $24.76 @$25.00 $3.97
($24.76)
15.88% 13.04% I 12.47% I $27.85 $4.52
( $27.85 )
13.85%
Aug. 5, 2025 AC 7.1 $21.66 @$22.50 $3.05
($21.66)
13.56% -22.34% O -12.18% I $19.02 $4.00
( $19.02 )
31.15%
May 6, 2025 AC 7.0 $19.83 @$20.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
May 4, 2023 AC 5.6 $3.28 @$2.50
March 2, 2023 AC 4.6 $2.72 @$2.50

 
 
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