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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Oaktree Specialty Lending Corporation (OCSL) - NASDAQ Next Earnings Date: OS Estimate: Feb. 5, 2025 BO
OS Projected Window: Feb. 3, 2025 to Feb. 8, 2025
EVR: 1.3
Avg Daily Volume: 599,585    Market Cap: 1.54B
Sector: None    Short Interest: 3.05
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Days to Next Earnings: 75 Days

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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 24
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. 19, 2024 BO None $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 $0.45
($18.03)
2.57% -4.65% O -4.04% O $17.30 $0.47
( $17.30 )
4.44%
April 30, 2024 BO 1.2 $19.87 @$20.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Aug. 4, 2022 BO 1.2 $7.13 @$7.50

 
 
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