PGR
$39.05
Progressive
($.04)
(.10%)

Option Analysis for Progressive

-
Options
2.5%
Average
-
Liquidity
Strategies:
Long Calls
Covered Calls
Long Puts
Short Strangle
Options expiring on Friday, May 19, 2017
Calls
Puts
Priced Move
Price
Volume
Open Interest
Strike
Open Interest
Volume
Price
Priced Move
-4.5%
$5.30
13.0
13.0
$32.00
39.0
1.0
$0.15
18.4%
-4.3%
$4.36
4.0
12.0
$33.00
24.0
20.0
$0.65
17.2%
-6.1%
$2.66
20.0
1.0
$34.00
40.0
40.0
$0.85
15.1%
0.6%
$4.30
30.0
167.0
$35.00
61.0
10.0
$0.33
11.2%
1.3%
$3.54
15.0
578.0
$36.00
509.0
5.0
$0.90
10.1%
0.8%
$2.35
5.0
41.0
$37.00
592.0
51.0
$0.55
6.7%
-0.5%
$0.84
1.0
1.0
$38.00
2.0
2.0
$0.88
4.9%
3.2%
$1.30
19.0
25.0
$39.00
1,654.0
56.0
$1.25
3.3%
4.6%
$0.85
3.0
8.0
$40.00
10.0
6.0
$1.80
2.2%
Option Activity Ahead of Earnings