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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Progressive Corporation (PGR) - NYSE Next Earnings Date: Estimated on Oct. 14, 2026
OS Projected Window: Oct. 12, 2026 to Oct. 17, 2026
EVR: 1.9
Avg Daily Volume: 2,166,568    Market Cap: 127.3B
Sector: Financial Services    Short Interest: 1.03
Live Interactive Chart
Days to Next Earnings: 34 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 72
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 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 $14.15
($196.59)
7.26% 3.32% I 2.36% I $201.23 $14.40
( $201.23 )
1.77%
Jan. 28, 2026 BO 1.9 $208.08 @$207.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Jan. 24, 2024 BO 2.2 $170.32 @$170.00

 
 
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