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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Progressive Corporation (PGR) - NYSE Next Earnings Date: Estimated on Oct. 14, 2026
OS Projected Window: Oct. 12, 2026 to Oct. 17, 2026
EVR: 1.9
Avg Daily Volume: 2,110,247    Market Cap: 126.5B
Sector: Financial Services    Short Interest: 1.04
Live Interactive Chart
Days to Next Earnings: 29 Days
Implied Move Weekly: 6.29%       Expires on: Oct. 16, 2026
Implied Move Monthly: 9.05%       Expires on: Nov. 20, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 73
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
Oct. 14, 2026 BO None $0.00 @$220.00 $20.00
($221.02)
9.05% -None% -None% $0.00 $0.00
( N/A )
None%
July 15, 2026 BO 1.7 $226.58 @$225.00 $15.90
($226.58)
7.07% -10.15% O -9.42% O $205.22 $23.15
( $205.22 )
45.6%
April 15, 2026 BO 1.8 $196.59 @$195.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 28, 2026 BO 1.9 $208.08 @$207.50
Oct. 15, 2025 BO 1.7 $240.40 @$240.00
July 16, 2025 BO 1.8 $242.20 @$240.00
April 16, 2025 BO 2.0 $276.11 @$275.00
Jan. 29, 2025 BO 2.1 $245.05 @$245.00
Oct. 15, 2024 BO 2.2 $251.88 @$250.00
April 12, 2024 BO 2.2 $202.26 @$200.00

 
 
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