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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Progressive Corporation (PGR) - NYSE Next Earnings Date: Estimated on July 16, 2025
OS Projected Window: Aug. 4, 2025 to Aug. 9, 2025
EVR: 1.8
Avg Daily Volume: 3,636,296    Market Cap: 156.4B
Sector: Financial    Short Interest: 1.08
Live Interactive Chart
Days to Next Earnings: 14 Days
Implied Move Weekly: 4.99%       Expires on: July 18, 2025
Implied Move Monthly: 7.40%       Expires on: Aug. 15, 2025

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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 None $0.00 @$260.00 $18.85
($257.80)
7.31% -None% I -None% I $0.00 $0.00
( N/A )
None%
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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