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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Bain Capital Specialty Finance (BCSF) - NYSE Next Earnings Date: OS Estimate: Sept. 24, 2025 AC
OS Projected Window: Sept. 22, 2025 to Sept. 27, 2025
EVR: 1.2
Avg Daily Volume: 244,210    Market Cap: 1.0B
Sector: None    Short Interest: 0.32
Live Interactive Chart
Days to Next Earnings: 63 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 23
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
Aug. 5, 2025 AC 1.3 $14.76 @$15.00 $0.48
($14.76)
3.2% 2.98% I 2.64% I $15.15 $0.60
( $15.15 )
25.0%
May 5, 2025 AC 1.3 $15.24 @$15.00 $0.97
($15.24)
6.47% 2.23% I 0.59% I $15.33 $1.07
( $15.33 )
10.31%
Feb. 27, 2025 AC 1.3 $18.47 @$17.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 6, 2024 AC 1.3 $16.80 @$17.50
Feb. 27, 2024 AC 1.4 $15.55 @$15.00
Nov. 6, 2023 AC 1.3 $15.72 @$15.00
Aug. 8, 2023 AC 1.3 $14.98 @$15.00
May 9, 2023 AC 1.2 $11.34 @$12.50
Feb. 28, 2023 AC 1.1 $12.96 @$12.50
Nov. 9, 2022 AC 0.9 $12.70 @$12.50

 
 
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