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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
ProAssurance Corporation (PRA) - NYSE Next Earnings Date: Estimated on May 7, 2024
EVR: 4.1
Avg Daily Volume: 312,676    Market Cap: 662.62M
Sector: Financial    Short Interest: 2.2
Live Interactive Chart
Days to Next Earnings: 40 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 33
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
Nov. 8, 2023 AC 3.3 $17.67 @$17.50 $1.18
($17.67)
6.74% -25.58% O -21.27% O $13.91 $4.65
( $13.91 )
294.07%
Nov. 8, 2022 AC 3.1 $22.41 @$22.50 $1.70
($22.41)
7.56% -14.72% O -12.62% O $19.58 $3.28
( $19.58 )
92.94%
Aug. 8, 2022 AC 3.0 $21.96 @$22.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 9, 2022 AC 2.8 $24.36 @$25.00
Feb. 21, 2022 AC 2.9 $24.51 @$25.00
Nov. 8, 2021 AC 3.0 $25.81 @$25.00
Aug. 5, 2021 AC 3.1 $20.63 @$20.00
May 5, 2021 AC 3.2 $26.02 @$25.00
Feb. 22, 2021 AC 3.1 $23.90 @$25.00
Nov. 5, 2020 AC 2.9 $15.33 @$15.00

 
 
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