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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
PennantPark Floating Rate Capital Ltd. (PFLT) - NYSE Next Earnings Date: Nov. 25, 2024 AC
EVR: 1.1
Avg Daily Volume: 864,662    Market Cap: 700.71M
Sector: None    Short Interest: 0.91
Live Interactive Chart
Days to Next Earnings: 3 Days
Implied Move Monthly: 9.06%       Expires on: Dec. 20, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 39
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. 25, 2024 AC None $0.00 @$10.00 $1.00
($11.04)
9.06% -None% I -None% I $0.00 $0.00
( N/A )
None%
Aug. 7, 2024 AC 1.1 $10.73 @$10.00 $0.80
($10.73)
8.0% 1.95% I 0.37% I $10.77 $0.80
( $10.77 )
0.0%
May 8, 2024 AC 1.1 $11.59 @$12.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 7, 2024 AC 1.2 $11.15 @$10.00
Nov. 15, 2023 AC 1.4 $10.84 @$10.00
Aug. 9, 2023 AC 1.3 $11.27 @$12.50
May 10, 2023 AC 1.4 $10.73 @$10.00
Feb. 8, 2023 AC 1.5 $10.76 @$10.00
Nov. 16, 2022 AC 1.5 $11.24 @$10.00
Aug. 3, 2022 AC 1.6 $13.04 @$12.50

 
 
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