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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Progressive Corporation (PGR) - NYSE Next Earnings Date: Estimated on April 15, 2026
OS Projected Window: April 20, 2026 to April 25, 2026
EVR: 1.8
Avg Daily Volume: 3,180,531    Market Cap: 122.0B
Sector: Financial    Short Interest: 1.15
Live Interactive Chart
Days to Next Earnings: 28 Days
Implied Move Weekly: 7.58%       Expires on: April 17, 2026
Implied Move Monthly: 10.29%       Expires on: May 15, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 71
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
April 15, 2026 BO None $0.00 @$200.00 $20.70
($201.17)
10.29% -None% -None% $0.00 $0.00
( N/A )
None%
Jan. 28, 2026 BO 1.9 $208.08 @$207.50 $13.25
($208.08)
6.39% 3.44% I 2.23% I $212.74 $12.85
( $212.74 )
-3.02%
Oct. 15, 2025 BO 1.7 $240.40 @$240.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Jan. 24, 2024 BO 2.2 $170.32 @$170.00
Oct. 13, 2023 BO 2.0 $143.30 @$145.00

 
 
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