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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Bain Capital Specialty Finance (BCSF) - NYSE Next Earnings Date: Estimated on Aug. 10, 2026
OS Projected Window: July 6, 2026 to July 11, 2026
EVR: 1.2
Avg Daily Volume: 362,568    Market Cap: 802.4M
Sector: None    Short Interest: 1.7
Live Interactive Chart
Days to Next Earnings: 48 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 26
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 11, 2026 AC 1.2 $13.30 @$12.50 $1.10
($13.30)
8.8% 5.18% I 1.5% I $13.50 $1.23
( $13.50 )
11.82%
Feb. 26, 2026 AC 1.2 $12.75 @$12.50 $0.60
($12.75)
4.8% 2.82% I 1.25% I $12.91 $0.97
( $12.91 )
61.67%
Nov. 10, 2025 AC 1.2 $13.92 @$15.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 5, 2025 AC 1.3 $14.76 @$15.00
May 5, 2025 AC 1.3 $15.24 @$15.00
Feb. 27, 2025 AC 1.3 $18.47 @$17.50
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

 
 
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