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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
PennantPark Investment Corporation (PNNT) - NYSE Next Earnings Date: Estimated on May 11, 2026
OS Projected Window: May 18, 2026 to May 23, 2026
EVR: 1.5
Avg Daily Volume: 920,973    Market Cap: 380.7M
Sector: None    Short Interest: 5.47
Live Interactive Chart
Days to Next Earnings: 48 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 43
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 1.4 $5.69 @$5.00 $0.75
($5.69)
15.0% -6.67% I -5.79% I $5.36 $0.43
( $5.36 )
-42.67%
Nov. 24, 2025 AC 1.2 $6.39 @$7.50 $1.32
($6.39)
17.6% -10.01% I -5.63% I $6.03 $1.50
( $6.03 )
13.64%
Aug. 11, 2025 AC 1.2 $7.28 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 15, 2023 AC 2.0 $6.55 @$7.50
Aug. 9, 2023 AC 1.9 $6.66 @$7.50

 
 
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