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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Hanover Insurance Group Inc (THG) - NYSE Next Earnings Date: OS Estimate: May 1, 2024 AC
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 1.3
Avg Daily Volume: 165,021    Market Cap: 4.66B
Sector: Financial    Short Interest: 1.57
Live Interactive Chart
Days to Next Earnings: 12 Days
Implied Move Monthly: 3.93%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 39
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
May 1, 2024 AC None $0.00 @$125.00 $5.00
($127.21)
3.93% -None% I -None% I $0.00 $0.00
( N/A )
None%
Jan. 31, 2024 AC 1.3 $132.01 @$130.00 $4.00
($132.01)
3.08% 3.52% O -0.46% I $131.39 $3.17
( $131.39 )
-20.75%
Aug. 2, 2022 AC 1.2 $131.70 @$130.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 3, 2022 AC 1.1 $147.37 @$145.00
Feb. 2, 2022 AC 1.0 $134.59 @$135.00
Oct. 27, 2021 AC 1.0 $128.88 @$130.00
July 27, 2021 AC 1.0 $131.20 @$130.00
April 29, 2021 AC 1.0 $137.44 @$135.00
Feb. 3, 2021 AC 1.0 $114.44 @$115.00
Oct. 27, 2020 AC 1.0 $96.80 @$95.00

 
 
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