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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
PennantPark Floating Rate Capital Ltd. (PFLT) - NYSE Next Earnings Date: Estimated on Nov. 23, 2026
OS Projected Window: Nov. 16, 2026 to Nov. 21, 2026
EVR: 1.0
Avg Daily Volume: 892,603    Market Cap: 682.6M
Sector: Financial Services    Short Interest: 4.09
Live Interactive Chart
Days to Next Earnings: 13 Days
Implied Move Monthly: 11.22%       Expires on: Dec. 18, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 48
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. 23, 2026 AC None $0.00 @$7.50 $0.77
($6.86)
11.22% -None% -None% $0.00 $0.00
( N/A )
None%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 9, 2026 AC 1.1 $9.43 @$10.00
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

 
 
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