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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Oaktree Specialty Lending Corporation (OCSL) - NASDAQ Next Earnings Date: OS Estimate: Aug. 4, 2026 BO
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 1.8
Avg Daily Volume: 1,121,471    Market Cap: 1.1B
Sector: None    Short Interest: 3.86
Live Interactive Chart
Days to Next Earnings: 84 Days

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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 35
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 5, 2026 BO 1.7 $12.90 @$12.50 $0.78
($12.90)
6.24% -7.28% O -5.73% I $12.16 $0.53
( $12.16 )
-32.05%
Feb. 4, 2026 BO 1.6 $12.14 @$12.50 $0.83
($12.14)
6.64% 4.77% I 3.29% I $12.54 $0.47
( $12.54 )
-43.37%
Nov. 18, 2025 BO 1.7 $13.33 @$12.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 5, 2025 BO 1.6 $13.51 @$12.50
May 1, 2025 BO 1.5 $14.40 @$15.00
Feb. 4, 2025 BO 1.4 $15.95 @$15.00
Nov. 19, 2024 BO 1.3 $16.15 @$15.00
Aug. 1, 2024 BO 1.3 $18.03 @$17.50
April 30, 2024 BO 1.2 $19.87 @$20.00
Feb. 1, 2024 BO 0.9 $21.18 @$20.00

 
 
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