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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
BlackRock TCP Capital Corp. (TCPC) - NASDAQ Next Earnings Date: OS Estimate: Feb. 26, 2025 BO
OS Projected Window: Feb. 24, 2025 to March 1, 2025
EVR: 1.8
Avg Daily Volume: 601,768    Market Cap: 646.42M
Sector: n/a    Short Interest: 2.87
Live Interactive Chart
Days to Next Earnings: 96 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 41
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. 6, 2024 BO 1.4 $7.80 @$7.50 $0.53
($7.80)
7.07% 11.02% O 9.61% O $8.55 $1.07
( $8.55 )
101.89%
May 1, 2024 BO 1.5 $10.08 @$9.75 $0.42
($10.08)
4.31% 3.67% I 3.37% I $10.42 $0.43
( $10.42 )
2.38%
Feb. 29, 2024 BO 1.5 $11.16 @$10.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 2, 2023 BO 1.5 $10.66 @$10.00
Aug. 3, 2023 BO 1.5 $12.06 @$12.50
May 4, 2023 BO 1.6 $9.80 @$10.00
Feb. 28, 2023 BO 1.2 $12.85 @$12.50
Aug. 3, 2022 BO 1.2 $13.04 @$12.50
May 4, 2022 BO 1.1 $13.65 @$12.50
Feb. 24, 2022 BO 1.1 $13.47 @$12.50

 
 
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