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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Oaktree Specialty Lending Corporation (OCSL) - NASDAQ Next Earnings Date: Estimated on Nov. 17, 2026
OS Projected Window: Nov. 16, 2026 to Nov. 21, 2026
EVR: 1.6
Avg Daily Volume: 476,436    Market Cap: 1.1B
Sector: Financial Services    Short Interest: 3.61
Live Interactive Chart
Days to Next Earnings: 11 Days
Implied Move Weekly: 6.00%       Expires on: Nov. 20, 2026
Implied Move Monthly: 3.36%       Expires on: Dec. 18, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 37
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. 17, 2026 BO None $0.00 @$12.50 $0.42
($12.50)
3.36% -None% -None% $0.00 $0.00
( N/A )
None%
Aug. 5, 2026 BO 1.8 $12.13 @$12.50 $0.95
($12.13)
7.6% 1.07% I -0.57% I $12.06 $1.07
( $12.06 )
12.63%
May 5, 2026 BO 1.7 $12.90 @$12.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 4, 2026 BO 1.6 $12.14 @$12.50
Nov. 18, 2025 BO 1.7 $13.33 @$12.50
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

 
 
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