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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Oxford Square Capital Corp. (OXSQ) - NASDAQ Next Earnings Date: OS Estimate: Sept. 17, 2025 BO
OS Projected Window: Sept. 15, 2025 to Sept. 20, 2025
EVR: 0.9
Avg Daily Volume: 613,619    Market Cap: 170.9M
Sector: n/a    Short Interest: 1.95
Live Interactive Chart
Days to Next Earnings: 68 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 27
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
Aug. 7, 2025 BO 0.9 $2.35 @$2.50 $0.12
($2.35)
4.8% -2.12% I -1.27% I $2.32 $0.12
( $2.32 )
0.0%
April 25, 2025 BO 0.8 $2.44 @$2.50 $0.15
($2.44)
6.0% 4.5% I 4.5% I $2.55 $0.07
( $2.55 )
-53.33%
Feb. 28, 2025 BO 0.9 $2.80 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 15, 2024 BO 0.9 $3.09 @$2.50
Nov. 7, 2023 BO 0.9 $2.97 @$2.50
Aug. 10, 2023 BO 0.9 $2.98 @$2.50
May 2, 2023 BO 1.2 $3.06 @$2.50
March 21, 2023 BO 1.2 $3.07 @$2.50
Nov. 7, 2022 BO 1.3 $3.01 @$2.50
July 26, 2022 BO 1.5 $3.63 @$2.50

 
 
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