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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Progressive Corporation (PGR) - NYSE Next Earnings Date: OS Estimate: Jan. 28, 2027 BO
OS Projected Window: Jan. 25, 2027 to Jan. 30, 2027
EVR: 2.0
Avg Daily Volume: 2,635,834    Market Cap: 134.5B
Sector: Financial Services    Short Interest: 1.22
Live Interactive Chart
Days to Next Earnings: 77 Days

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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 1.9 $222.88 @$225.00 $15.30
($222.88)
6.8% -9.8% O -4.22% I $213.46 $16.80
( $213.46 )
9.8%
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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