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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
ProAssurance Corporation (PRA) - NYSE Next Earnings Date: Estimated on Feb. 23, 2026
OS Projected Window: March 2, 2026 to March 7, 2026
EVR: 3.4
Avg Daily Volume: 479,574    Market Cap: 1.2B
Sector: Financial    Short Interest: 11.69
Live Interactive Chart
Days to Next Earnings: 17 Days
Implied Move Monthly: 5.54%       Expires on: March 20, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 48
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
Feb. 23, 2026 AC None $0.00 @$25.00 $1.35
($24.35)
5.54% -None% -None% $0.00 $0.00
( N/A )
None%
Nov. 4, 2025 AC 4.0 $24.02 @$25.00 $1.12
($24.02)
4.48% -0.45% I 0.04% I $24.03 $1.12
( $24.03 )
0.0%
Aug. 5, 2025 AC 4.4 $23.82 @$25.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 6, 2025 AC 4.9 $22.96 @$22.50
Feb. 24, 2025 AC 4.6 $14.11 @$15.00
Nov. 7, 2024 AC 4.9 $16.31 @$17.50
Aug. 8, 2024 AC None $0.00 @$12.50
May 6, 2024 AC 4.5 $13.82 @$15.00
Feb. 27, 2024 AC 4.6 $13.05 @$12.50
Nov. 8, 2023 AC 4.0 $17.67 @$17.50

 
 
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