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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Saratoga Investment Corp New (SAR) - NYSE Next Earnings Date: Estimated on Jan. 7, 2025
EVR: 1.5
Avg Daily Volume: 59,733    Market Cap: 325.09M
Sector: Financial    Short Interest: 0.56
Live Interactive Chart
Days to Next Earnings: 46 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 9
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
May 6, 2024 AC 1.5 $23.71 @$22.50 $2.40
($23.71)
10.67% -2.99% I -1.05% I $23.46 $2.02
( $23.46 )
-15.83%
Jan. 9, 2024 AC 1.2 $25.90 @$25.00 $1.35
($25.90)
5.4% -10.19% O -9.88% O $23.34 $1.30
( $23.34 )
-3.7%
Oct. 9, 2023 AC 1.3 $24.15 @$25.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 10, 2023 AC 1.3 $27.45 @$25.00
May 2, 2023 AC 1.3 $24.32 @$25.00
Jan. 10, 2023 AC 1.4 $27.02 @$25.00
Oct. 4, 2022 AC 1.4 $21.68 @$22.50
July 6, 2022 AC 1.3 $24.31 @$25.00
May 4, 2022 AC 1.2 $26.21 @$25.00

 
 
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