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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
PennantPark Investment Corporation (PNNT) - NYSE Next Earnings Date: OS Estimate: Nov. 18, 2026 AC
OS Projected Window: Nov. 16, 2026 to Nov. 21, 2026
EVR: 1.5
Avg Daily Volume: 515,763    Market Cap: 291.2M
Sector: Financial Services    Short Interest: 5.47
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
Aug. 10, 2026 AC 1.5 $3.71 @$2.50 $1.20
($3.71)
48.0% 2.69% I 0.8% I $3.74 $0.95
( $3.74 )
-20.83%
May 7, 2026 AC 1.5 $4.79 @$5.00 $0.70
($4.79)
14.0% -4.8% I -4.59% I $4.57 $0.40
( $4.57 )
-42.86%
Feb. 9, 2026 AC 1.4 $5.69 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 24, 2025 AC 1.2 $6.39 @$7.50
Aug. 11, 2025 AC 1.2 $7.28 @$7.50
May 12, 2025 AC 1.2 $6.64 @$7.50
Feb. 10, 2025 AC 1.3 $7.19 @$7.50
Nov. 25, 2024 AC 1.5 $6.94 @$7.50
Aug. 7, 2024 AC 1.7 $6.82 @$7.50
Feb. 7, 2024 AC 1.8 $6.84 @$7.50

 
 
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