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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Crescent Capital BDC (CCAP) - NASDAQ Next Earnings Date: OS Estimate: Feb. 18, 2025 BO
OS Projected Window: Feb. 17, 2025 to Feb. 22, 2025
EVR: 1.1
Avg Daily Volume: 108,250    Market Cap: 700.09M
Sector: None    Short Interest: 1.21
Live Interactive Chart
Days to Next Earnings: 88 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 11
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
Nov. 12, 2024 BO 1.1 $18.22 @$17.50 $1.25
($18.22)
7.14% 3.51% I 3.23% I $18.81 $1.55
( $18.81 )
24.0%
Nov. 11, 2024 AC 1.1 $18.22 @$17.50 $1.25
($18.22)
7.14% 3.51% I 3.23% I $18.81 $1.55
( $18.81 )
24.0%
May 8, 2024 AC 1.1 $17.63 @$17.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 21, 2024 AC 1.1 $16.50 @$17.50
Nov. 8, 2023 AC 1.0 $16.26 @$17.50
Aug. 9, 2023 AC 1.1 $16.67 @$17.50
May 10, 2023 AC 1.2 $13.69 @$12.50
Feb. 22, 2023 AC 1.0 $14.78 @$15.00
Aug. 10, 2022 AC 1.2 $17.06 @$17.50
May 9, 2022 AC 0.2 $17.33 @$17.50

 
 
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