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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Prospect Capital Corporation (PSEC) - NASDAQ Next Earnings Date: OS Estimate: Feb. 4, 2025 BO
OS Projected Window: Feb. 3, 2025 to Feb. 8, 2025
EVR: 2.3
Avg Daily Volume: 3,628,356    Market Cap: 2.18B
Sector: None    Short Interest: 7.79
Live Interactive Chart
Days to Next Earnings: 74 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 44
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. 8, 2024 BO 1.8 $5.23 @$5.00 $0.38
($5.23)
7.6% -16.06% O -14.53% O $4.47 $0.58
( $4.47 )
52.63%
Aug. 28, 2024 AC 1.8 $5.02 @$5.00 $0.33
($5.02)
6.6% -1.99% I -0.39% I $5.00 $0.25
( $5.00 )
-24.24%
May 8, 2024 AC 1.7 $5.22 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 8, 2024 AC 1.6 $5.81 @$6.00
Nov. 8, 2023 AC 1.1 $5.28 @$5.00
Aug. 29, 2023 AC 1.1 $6.04 @$6.00
May 9, 2023 AC 1.4 $6.33 @$6.00
Feb. 8, 2023 AC 1.4 $7.38 @$7.00
Nov. 9, 2022 AC 1.3 $7.20 @$7.00
Aug. 24, 2022 AC 1.5 $8.00 @$8.00

 
 
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