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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
ProAssurance Corporation (PRA) - NYSE Next Earnings Date: Estimated on Nov. 6, 2025
OS Projected Window: Nov. 3, 2025 to Nov. 8, 2025
EVR: 4.0
Avg Daily Volume: 474,286    Market Cap: 1.2B
Sector: Financial    Short Interest: 7.98
Live Interactive Chart
Days to Next Earnings: 55 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 46
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
Aug. 5, 2025 AC 4.4 $23.82 @$25.00 $0.85
($23.82)
3.4% 0.54% I 0.12% I $23.85 $0.85
( $23.85 )
0.0%
May 6, 2025 AC 4.9 $22.96 @$22.50 $0.72
($22.96)
3.2% 0.3% I 0.0% I $22.96 $0.72
( $22.96 )
0.0%
Feb. 24, 2025 AC 4.6 $14.11 @$15.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Aug. 8, 2023 AC 3.8 $16.89 @$17.50
May 9, 2023 AC 3.3 $18.85 @$20.00

 
 
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