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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Fidus Investment Corporation (FDUS) - NASDAQ Next Earnings Date: OS Estimate: Sept. 24, 2026 AC
OS Projected Window: Sept. 21, 2026 to Sept. 26, 2026
EVR: 1.5
Avg Daily Volume: 430,891    Market Cap: 772.3M
Sector: Financial Services    Short Interest: 4.17
Live Interactive Chart
Days to Next Earnings: 45 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 48
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. 6, 2026 AC 1.6 $20.58 @$20.00 $0.70
($20.58)
3.5% -2.18% I -1.11% I $20.35 $1.40
( $20.35 )
100.0%
May 7, 2026 AC 1.4 $18.45 @$17.50 $1.12
($18.45)
6.4% 8.07% O 7.26% O $19.79 $2.15
( $19.79 )
91.96%
Feb. 26, 2026 AC 1.4 $18.40 @$17.36 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 7, 2025 AC 1.3 $20.53 @$20.00
May 8, 2025 AC 1.2 $19.08 @$20.00
March 6, 2025 AC 1.3 $21.81 @$22.18
May 2, 2024 AC 1.3 $20.29 @$19.78
Feb. 29, 2024 AC 1.4 $19.62 @$19.32
Nov. 2, 2023 AC 1.5 $19.00 @$19.69
Aug. 3, 2023 AC 1.7 $20.83 @$19.71

 
 
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