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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Hanover Insurance Group Inc (THG) - NYSE Next Earnings Date: OS Estimate: Feb. 3, 2027 AC
OS Projected Window: Feb. 1, 2027 to Feb. 6, 2027
EVR: 1.6
Avg Daily Volume: 278,832    Market Cap: 8.4B
Sector: Financial Services    Short Interest: 2.9
Live Interactive Chart
Days to Next Earnings: 91 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 52
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. 28, 2026 AC 1.7 $233.26 @$230.00 $13.10
($233.26)
5.7% -2.25% I 0.79% I $235.12 $10.95
( $235.12 )
-16.41%
July 28, 2026 AC 1.7 $224.15 @$220.00 $12.05
($224.15)
5.48% 4.91% I 3.65% I $232.34 $15.90
( $232.34 )
31.95%
April 29, 2026 AC 1.5 $177.51 @$180.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 3, 2026 AC 1.6 $174.05 @$175.00
Oct. 29, 2025 AC 1.6 $168.39 @$170.00
July 30, 2025 AC 1.5 $165.24 @$165.00
April 30, 2025 AC 1.5 $166.10 @$165.00
Feb. 4, 2025 AC 1.5 $152.95 @$155.00
May 1, 2024 AC 1.5 $131.15 @$130.00
Jan. 31, 2024 AC 1.5 $132.01 @$130.00

 
 
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