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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Fidus Investment Corporation (FDUS) - NASDAQ Next Earnings Date: Estimated on May 2, 2024
OS Projected Window: May 20, 2024 to May 25, 2024
EVR: 1.0
Avg Daily Volume: 405,048    Market Cap: 562.38M
Sector: None    Short Interest: 0.53
Live Interactive Chart
Days to Next Earnings: 35 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 39
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
Feb. 29, 2024 AC 1.1 $19.62 @$19.32 $0.80
($19.62)
4.14% -1.78% I 0.4% I $19.70 $1.32
( $19.70 )
65.0%
Nov. 3, 2023 AC 1.4 $19.46 @$19.69 $0.75
($19.46)
3.81% 0.77% I -0.1% I $19.44 $1.55
( $19.44 )
106.67%
Aug. 4, 2023 AC 1.6 $20.50 @$19.71 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 5, 2023 AC 1.8 $18.78 @$19.75
March 3, 2023 AC 1.9 $20.80 @$19.75
Nov. 4, 2022 AC 2.0 $20.09 @$20.00
Aug. 4, 2022 AC 1.9 $18.90 @$20.00
May 5, 2022 AC 2.0 $19.91 @$20.00
March 3, 2022 AC 1.9 $18.74 @$17.50
Nov. 4, 2021 AC 2.2 $17.63 @$17.50

 
 
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