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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Bain Capital Specialty Finance (BCSF) - NYSE Next Earnings Date: Estimated on May 4, 2026
OS Projected Window: May 4, 2026 to May 9, 2026
EVR: 1.2
Avg Daily Volume: 519,703    Market Cap: 818.0M
Sector: None    Short Interest: 1.49
Live Interactive Chart
Days to Next Earnings: 19 Days
Implied Move Monthly: 7.00%       Expires on: May 15, 2026

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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 4, 2026 AC None $0.00 @$12.50 $0.93
($13.29)
7.0% -None% -None% $0.00 $0.00
( N/A )
None%
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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