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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. 4, 2026 AC
OS Projected Window: Feb. 2, 2026 to Feb. 7, 2026
EVR: 1.6
Avg Daily Volume: 220,795    Market Cap: 6.4B
Sector: Financial    Short Interest: 1.85
Live Interactive Chart
Days to Next Earnings: 85 Days

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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
Oct. 29, 2025 AC 1.6 $168.39 @$170.00 $10.30
($168.39)
6.06% 2.84% I 1.11% I $170.26 $9.65
( $170.26 )
-6.31%
July 30, 2025 AC 1.5 $165.24 @$165.00 $7.00
($165.24)
4.24% 7.9% O 3.86% I $171.63 $7.50
( $171.63 )
7.14%
April 30, 2025 AC 1.5 $166.10 @$165.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
May 2, 2023 AC 1.4 $116.84 @$115.00
Feb. 1, 2023 AC 1.3 $132.81 @$135.00

 
 
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