Optionslam.com

   
    Log In | Join US    
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: 3,251,400    Market Cap: 122.0B
Sector: Financial    Short Interest: 1.15
Live Interactive Chart
Days to Next Earnings: 33 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 70
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
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 $17.75
($240.40)
7.4% -9.65% O -5.78% I $226.50 $18.32
( $226.50 )
3.21%
July 16, 2025 BO 1.8 $242.20 @$240.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
July 13, 2023 BO 1.5 $132.11 @$130.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US