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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Oaktree Specialty Lending Corporation (OCSL) - NASDAQ Next Earnings Date: Estimated on Feb. 3, 2026
OS Projected Window: Feb. 2, 2026 to Feb. 7, 2026
EVR: 1.6
Avg Daily Volume: 614,806    Market Cap: 1.2B
Sector: None    Short Interest: 1.87
Live Interactive Chart
Days to Next Earnings: 56 Days

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Sample Chart


 
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
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 $0.85
($13.51)
6.8% -4.95% I -1.7% I $13.28 $0.50
( $13.28 )
-41.18%
May 1, 2025 BO 1.5 $14.40 @$15.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Aug. 3, 2023 BO 1.1 $20.46 @$20.00

 
 
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