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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Progressive Corporation (The) (PGR) - NYSE Next Earnings Date: Estimated on Jan. 27, 2021
EVR: 1.1
Avg Daily Volume: 2,287,614    Market Cap: 45.53B
Sector: Financial    Short Interest: 0.96
Live Interactive Chart
Days to Next Earnings: 55 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 42
Earnings Date 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 Close Price Straddle @Trade Price Return
Nov. 4, 2020 BO $94.47 @$95.00 $5.38
($94.47)
5.66% 3.24% I $95.86 $4.72
( $95.86 )
-12.27%
Aug. 5, 2020 BO $90.25 @$90.00 $3.98
($90.25)
4.42% 1.72% I $90.62 $3.90
( $90.62 )
-2.01%
May 6, 2020 BO $78.04 @$77.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 4, 2020 BO $77.24 @$77.50
Jan. 29, 2020 BO $76.45 @$77.50
Nov. 7, 2019 BO $70.93 @$70.00
Feb. 28, 2019 BO $72.71 @$72.50
Nov. 1, 2018 BO $69.70 @$70.00
July 17, 2018 BO $58.42 @$57.50
April 17, 2018 BO $60.93 @$60.00

 
 
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