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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Hanover Insurance Group Inc (THG) - NYSE Next Earnings Date: OS Estimate: Sept. 17, 2025 AC
OS Projected Window: Sept. 15, 2025 to Sept. 20, 2025
EVR: 1.6
Avg Daily Volume: 262,520    Market Cap: 5.9B
Sector: Financial    Short Interest: 1.78
Live Interactive Chart
Days to Next Earnings: 75 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 47
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
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 $8.02
($166.10)
4.86% -2.9% I -0.3% I $165.59 $5.65
( $165.59 )
-29.55%
Feb. 4, 2025 AC 1.5 $152.95 @$155.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 1, 2022 AC 1.3 $143.25 @$145.00

 
 
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