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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Progressive Corporation (PGR) - NYSE Next Earnings Date: OS Estimate: Jan. 28, 2026 BO
OS Projected Window: Jan. 26, 2026 to Jan. 31, 2026
EVR: 1.9
Avg Daily Volume: 3,237,002    Market Cap: 132.3B
Sector: Financial    Short Interest: 1.06
Live Interactive Chart
Days to Next Earnings: 103 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 69
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
Oct. 15, 2025 BO 1.7 $240.40 @$240.00 $17.75
($240.40)
7.4% -9.65% O -5.78% I $226.50 $18.32
( $226.50 )
3.21%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
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

 
 
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