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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Kemper Corporation (KMPR) - NYSE Next Earnings Date: OS Estimate: May 5, 2026 AC
OS Projected Window: May 4, 2026 to May 9, 2026
EVR: 4.1
Avg Daily Volume: 1,011,751    Market Cap: 2.3B
Sector: Financial    Short Interest: 3.86
Live Interactive Chart
Days to Next Earnings: 57 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 48
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
Feb. 4, 2026 AC 3.5 $38.50 @$40.00 $5.80
($38.50)
14.5% -21.94% O -13.09% I $33.46 $6.70
( $33.46 )
15.52%
Nov. 5, 2025 AC 3.1 $42.63 @$45.00 $6.90
($42.63)
15.33% -20.45% O -14.3% I $36.53 $8.85
( $36.53 )
28.26%
Aug. 5, 2025 AC 2.5 $61.49 @$60.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 7, 2025 AC 2.8 $61.61 @$60.00
Feb. 5, 2025 AC 3.0 $68.55 @$70.00
Oct. 30, 2024 AC None $0.00 @$65.00
Aug. 5, 2024 AC None $0.00 @$60.00
May 6, 2024 AC 3.4 $60.48 @$60.00
Feb. 1, 2024 AC 3.5 $60.55 @$60.00
Oct. 30, 2023 AC 3.7 $42.16 @$40.00

 
 
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