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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Morgan Stanley Direct Lending Fund (MSDL) - NYSE Next Earnings Date: OS Estimate: Aug. 6, 2026 AC
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 1.1
Avg Daily Volume: 625,367    Market Cap: 1.2B
Sector: None    Short Interest: 2.75
Live Interactive Chart
Days to Next Earnings: 62 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 7
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 7, 2026 AC 1.2 $15.51 @$16.00 $1.12
($15.51)
7.0% -1.8% I -0.19% I $15.48 $0.57
( $15.48 )
-49.11%
Feb. 26, 2026 AC 1.0 $15.47 @$15.00 $0.95
($15.47)
6.33% -5.36% I -4.33% I $14.80 $0.65
( $14.80 )
-31.58%
Nov. 6, 2025 AC 1.0 $16.62 @$17.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 7, 2025 AC 1.0 $18.16 @$18.00
May 8, 2025 AC 0.8 $19.26 @$19.00
Feb. 27, 2025 AC 0.1 $20.70 @$21.00
Nov. 7, 2024 AC 0.0 $20.22 @$20.00

 
 
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