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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
ProAssurance Corporation (PRA) - NYSE Next Earnings Date: Estimated on Nov. 7, 2022
OS Projected Window: Oct. 31, 2022 to Nov. 5, 2022
EVR: 3.1
Avg Daily Volume: 215,360    Market Cap: 1.13B
Sector: Financial    Short Interest: 2.21
Live Interactive Chart
Days to Next Earnings: 44 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 31
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
Aug. 8, 2022 AC $21.96 @$22.50 $1.78
($21.96)
7.91% 11.56% O 6.37% I $23.36 $2.02
( $23.36 )
13.48%
May 9, 2022 AC $24.36 @$25.00 $1.83
($24.36)
7.32% -13.71% O -12.27% O $21.37 $3.70
( $21.37 )
102.19%
Feb. 21, 2022 AC $24.51 @$25.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 8, 2021 AC $25.81 @$25.00
Aug. 5, 2021 AC $20.63 @$20.00
May 5, 2021 AC $26.02 @$25.00
Feb. 22, 2021 AC $23.90 @$25.00
Nov. 5, 2020 AC $15.33 @$15.00
Aug. 10, 2020 AC $16.22 @$15.00
May 7, 2020 AC $20.33 @$20.00

 
 
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