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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Investcorp Credit Management BDC (ICMB) - NASDAQ Next Earnings Date: OS Estimate: Nov. 11, 2026 AC
OS Projected Window: Nov. 9, 2026 to Nov. 14, 2026
EVR: 1.6
Avg Daily Volume: 29,736    Market Cap: 17.3M
Sector: Financial Services    Short Interest: 1.88
Live Interactive Chart
Days to Next Earnings: 47 Days

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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 33
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, 2026 AC 1.5 $0.82 @$2.50 $1.80
($0.82)
72.0% 3.65% I 2.43% I $0.84 $1.83
( $0.84 )
1.67%
Aug. 11, 2026 AC 1.6 $0.86 @$2.50 $1.82
($0.86)
72.8% -3.48% I -1.16% I $0.85 $1.77
( $0.85 )
-2.75%
May 12, 2026 AC 1.3 $1.51 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 12, 2025 AC 1.1 $2.61 @$2.50
Nov. 11, 2025 AC 1.1 $2.78 @$2.50
Aug. 12, 2025 AC 1.1 $2.68 @$2.50
May 13, 2025 AC 1.0 $2.92 @$2.50
March 20, 2025 AC 1.2 $3.23 @$2.50
March 13, 2025 AC 1.3 $3.28 @$2.50
March 7, 2025 AC 1.2 $3.27 @$2.50

 
 
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