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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Progressive Corporation (PGR) - NYSE Next Earnings Date: Estimated on Jan. 25, 2023
OS Projected Window: Jan. 30, 2023 to Feb. 4, 2023
EVR: 1.3
Avg Daily Volume: 2,590,000    Market Cap: 77.52B
Sector: Financial    Short Interest: 0.6
Live Interactive Chart
Days to Next Earnings: 50 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 55
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 Closing Move I/O Close Price Straddle @Trade Price Return
Oct. 13, 2022 BO $121.40 @$120.00 $6.52
($121.40)
5.43% -9.35% O 0.84% I $122.42 $5.47
( $122.42 )
-16.1%
July 15, 2022 BO $112.33 @$110.00 $9.40
($112.33)
8.55% 3.9% I 3.33% I $116.08 $10.20
( $116.08 )
8.51%
May 3, 2022 BO $110.33 @$110.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 1, 2022 BO $105.93 @$105.00
Jan. 26, 2022 BO $109.30 @$110.00
Nov. 3, 2021 BO $94.62 @$95.00
Aug. 4, 2021 BO $96.61 @$97.50
July 15, 2021 BO $97.45 @$97.50
May 5, 2021 BO $103.13 @$105.00
March 2, 2021 BO $87.64 @$87.50

 
 
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