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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Crescent Capital BDC (CCAP) - NASDAQ Next Earnings Date: OS Estimate: Sept. 16, 2026 AC
OS Projected Window: Sept. 14, 2026 to Sept. 19, 2026
EVR: 1.8
Avg Daily Volume: 238,025    Market Cap: 394.7M
Sector: Financial Services    Short Interest: 2.49
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Days to Next Earnings: 22 Days

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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 19
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. 10, 2026 AC 1.7 $11.68 @$12.50 $1.85
($11.68)
14.8% -6.07% I -2.05% I $11.44 $2.40
( $11.44 )
29.73%
May 13, 2026 AC 1.5 $13.07 @$12.50 $1.70
($13.07)
13.6% -8.79% I -8.26% I $11.99 $0.78
( $11.99 )
-54.12%
Feb. 25, 2026 AC 1.6 $13.27 @$12.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 12, 2025 AC 1.5 $14.23 @$15.00
Aug. 13, 2025 AC 1.4 $14.75 @$15.00
May 14, 2025 AC 1.2 $16.66 @$17.50
Feb. 19, 2025 AC 1.1 $20.00 @$20.00
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

 
 
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