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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Investcorp Credit Management BDC (ICMB) - NASDAQ Next Earnings Date: OS Estimate: Feb. 11, 2025 AC
OS Projected Window: Feb. 10, 2025 to Feb. 15, 2025
EVR: 1.8
Avg Daily Volume: 52,610    Market Cap: 46.84M
Sector: None    Short Interest: 0.19
Live Interactive Chart
Days to Next Earnings: 81 Days

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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 20
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 AC 1.8 $2.98 @$2.50 $0.50
($2.98)
20.0% 5.36% I 5.36% I $3.14 $0.65
( $3.14 )
30.0%
Sept. 25, 2024 AC 2.0 $3.15 @$2.50 $0.62
($3.15)
24.8% 1.58% I 0.0% I $3.15 $0.75
( $3.15 )
20.97%
Sept. 23, 2024 AC 2.1 $3.15 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 16, 2024 AC 2.1 $3.33 @$2.50
Nov. 13, 2023 AC 2.4 $3.51 @$2.50
Sept. 18, 2023 AC 2.4 $4.15 @$5.00
May 15, 2023 AC 2.1 $3.37 @$2.50
Feb. 13, 2023 AC 2.2 $3.93 @$5.00
Nov. 14, 2022 AC 2.1 $3.78 @$5.00
May 9, 2022 AC 1.9 $4.66 @$5.00

 
 
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