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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Crescent Capital BDC (CCAP) - NASDAQ Next Earnings Date: OS Estimate: Sept. 3, 2025 AC
OS Projected Window: Sept. 1, 2025 to Sept. 6, 2025
EVR: 1.5
Avg Daily Volume: 232,035    Market Cap: 560.7M
Sector: None    Short Interest: 0.33
Live Interactive Chart
Days to Next Earnings: 19 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 15
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. 13, 2025 AC 1.4 $14.75 @$15.00 $0.42
($14.75)
2.8% 4.27% O 3.32% O $15.24 $0.60
( $15.24 )
42.86%
May 14, 2025 AC 1.2 $16.66 @$17.50 $1.07
($16.66)
6.11% -7.44% O -4.32% I $15.94 $1.62
( $15.94 )
51.4%
Feb. 19, 2025 AC 1.1 $20.00 @$20.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 12, 2024 BO 1.1 $18.22 @$17.50
Nov. 11, 2024 AC 1.1 $18.22 @$17.50
May 8, 2024 AC 1.1 $17.63 @$17.50
Feb. 21, 2024 AC 1.1 $16.50 @$17.50
Nov. 8, 2023 AC 1.0 $16.26 @$17.50
Aug. 9, 2023 AC 1.1 $16.67 @$17.50
May 10, 2023 AC 1.2 $13.69 @$12.50

 
 
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