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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
PennantPark Floating Rate Capital Ltd. (PFLT) - NYSE Next Earnings Date: OS Estimate: Nov. 17, 2026 AC
OS Projected Window: Nov. 16, 2026 to Nov. 21, 2026
EVR: 1.0
Avg Daily Volume: 813,684    Market Cap: 706.4M
Sector: Financial Services    Short Interest: 3.86
Live Interactive Chart
Days to Next Earnings: 66 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 47
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. 10, 2026 AC 1.0 $7.40 @$7.50 $0.17
($7.40)
2.27% 2.16% I 1.21% I $7.49 $0.23
( $7.49 )
35.29%
May 7, 2026 AC 1.1 $8.97 @$10.00 $1.02
($8.97)
10.2% 1.56% I -0.55% I $8.92 $1.23
( $8.92 )
20.59%
Feb. 9, 2026 AC 1.1 $9.43 @$10.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 24, 2025 AC 1.1 $9.19 @$10.00
Aug. 11, 2025 AC 1.1 $10.47 @$10.00
May 12, 2025 AC 1.0 $10.21 @$10.00
Feb. 10, 2025 AC 1.0 $11.06 @$10.00
Nov. 25, 2024 AC 1.1 $11.02 @$10.00
Aug. 7, 2024 AC 1.1 $10.73 @$10.00
May 8, 2024 AC 1.1 $11.59 @$12.50

 
 
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