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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Hanover Insurance Group Inc (THG) - NYSE Next Earnings Date: OS Estimate: June 24, 2026 AC
OS Projected Window: June 22, 2026 to June 27, 2026
EVR: 1.7
Avg Daily Volume: 293,766    Market Cap: 6.2B
Sector: Financial    Short Interest: 1.92
Live Interactive Chart
Days to Next Earnings: 77 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 50
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
April 29, 2026 AC 1.5 $177.51 @$180.00 $8.00
($177.51)
4.44% 7.97% O 5.73% O $187.69 $11.50
( $187.69 )
43.75%
Feb. 3, 2026 AC 1.6 $174.05 @$175.00 $4.33
($174.05)
2.47% 4.33% O 0.58% I $175.07 $6.50
( $175.07 )
50.12%
Oct. 29, 2025 AC 1.6 $168.39 @$170.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 1, 2023 AC 1.4 $119.52 @$120.00
Aug. 2, 2023 AC 1.4 $113.66 @$115.00

 
 
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