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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 8, 2024 AC
OS Projected Window: May 6, 2024 to May 11, 2024
EVR: 1.2
Avg Daily Volume: 607,852    Market Cap: 701.94M
Sector: None    Short Interest: 2.2
Live Interactive Chart
Days to Next Earnings: 21 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 35
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. 7, 2024 AC 1.4 $11.15 @$10.00 $1.40
($11.15)
14.0% 1.97% I 1.34% I $11.30 $1.18
( $11.30 )
-15.71%
Aug. 9, 2023 AC 1.3 $11.27 @$12.50 $1.30
($11.27)
10.4% -5.59% I -3.99% I $10.82 $1.72
( $10.82 )
32.31%
May 10, 2023 AC 1.4 $10.73 @$10.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 8, 2023 AC 1.5 $10.76 @$10.00
Nov. 16, 2022 AC 1.6 $11.24 @$10.00
Aug. 3, 2022 AC 1.6 $13.04 @$12.50
May 4, 2022 AC 1.6 $13.40 @$12.50
Feb. 9, 2022 AC 1.7 $13.23 @$12.50
Nov. 17, 2021 AC 1.7 $13.64 @$12.50
Aug. 4, 2021 AC 1.9 $12.84 @$12.50

 
 
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