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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Crescent Capital BDC (CCAP) - NASDAQ Next Earnings Date: Estimated on Aug. 12, 2026
OS Projected Window: Aug. 31, 2026 to Sept. 5, 2026
EVR: 1.7
Avg Daily Volume: 248,768    Market Cap: 409.8M
Sector: None    Short Interest: 2.02
Live Interactive Chart
Days to Next Earnings: 43 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 18
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 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 $2.12
($13.27)
16.96% -3.54% I -0.37% I $13.22 $1.30
( $13.22 )
-38.68%
Nov. 12, 2025 AC 1.5 $14.23 @$15.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 21, 2024 AC 1.1 $16.50 @$17.50

 
 
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