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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: May 6, 2026 AC
OS Projected Window: May 4, 2026 to May 9, 2026
EVR: 1.1
Avg Daily Volume: 1,303,035    Market Cap: 936.6M
Sector: None    Short Interest: 1.68
Live Interactive Chart
Days to Next Earnings: 59 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 45
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. 9, 2026 AC 1.1 $9.43 @$10.00 $0.57
($9.43)
5.7% -3.6% I -3.49% I $9.10 $0.82
( $9.10 )
43.86%
Nov. 24, 2025 AC 1.1 $9.19 @$10.00 $0.50
($9.19)
5.0% -2.93% I -0.97% I $9.10 $0.70
( $9.10 )
40.0%
Aug. 11, 2025 AC 1.1 $10.47 @$10.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 7, 2024 AC 1.2 $11.15 @$10.00
Nov. 15, 2023 AC 1.4 $10.84 @$10.00

 
 
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