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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Oaktree Specialty Lending Corporation (OCSL) - NASDAQ Next Earnings Date: Estimated on May 1, 2025
OS Projected Window: May 5, 2025 to May 10, 2025
EVR: 1.5
Avg Daily Volume: 905,054    Market Cap: 1.3B
Sector: None    Short Interest: 0.88
Live Interactive Chart
Days to Next Earnings: 35 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 30
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
Feb. 4, 2025 BO 1.4 $15.95 @$15.00 $1.40
($15.95)
9.33% -4.95% I -2.75% I $15.51 $0.60
( $15.51 )
-57.14%
Nov. 19, 2024 BO 1.3 $16.15 @$15.00 $1.38
($16.15)
9.2% -4.64% I -3.34% I $15.61 $0.47
( $15.61 )
-65.94%
Aug. 1, 2024 BO 1.3 $18.03 @$17.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 30, 2024 BO 1.2 $19.87 @$20.00
Feb. 1, 2024 BO 0.9 $21.18 @$20.00
Nov. 14, 2023 BO 1.0 $19.84 @$20.00
Aug. 3, 2023 BO 1.1 $20.46 @$20.00
May 4, 2023 BO 1.1 $18.48 @$17.50
Feb. 7, 2023 BO 1.2 $20.26 @$20.00
Nov. 15, 2022 BO 1.1 $6.62 @$7.50

 
 
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