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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Progressive Corporation (PGR) - NYSE Next Earnings Date: Estimated on Oct. 15, 2025
OS Projected Window: Oct. 20, 2025 to Oct. 25, 2025
EVR: 1.7
Avg Daily Volume: 3,463,723    Market Cap: 144.8B
Sector: Financial    Short Interest: 1.2
Live Interactive Chart
Days to Next Earnings: 30 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 68
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
July 16, 2025 BO 1.8 $242.20 @$240.00 $17.15
($242.20)
7.15% 2.57% I 1.75% I $246.46 $15.40
( $246.46 )
-10.2%
April 16, 2025 BO 2.0 $276.11 @$275.00 $19.15
($276.11)
6.96% 2.67% I -0.35% I $275.13 $18.40
( $275.13 )
-3.92%
Jan. 29, 2025 BO 2.1 $245.05 @$245.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
April 13, 2023 BO 1.4 $148.15 @$150.00
Jan. 25, 2023 BO 1.3 $129.19 @$130.00

 
 
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