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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Oaktree Specialty Lending Corporation (OCSL) - NASDAQ Next Earnings Date: OS Estimate: May 6, 2026 BO
OS Projected Window: May 4, 2026 to May 9, 2026
EVR: 1.7
Avg Daily Volume: 774,842    Market Cap: 1.2B
Sector: None    Short Interest: 1.87
Live Interactive Chart
Days to Next Earnings: 79 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 34
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. 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 $1.05
($13.33)
8.4% 1.87% I 0.0% $13.33 $1.02
( $13.33 )
-2.86%
Aug. 5, 2025 BO 1.6 $13.51 @$12.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 14, 2023 BO 1.0 $19.84 @$20.00

 
 
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