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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
PennantPark Investment Corporation (PNNT) - NYSE Next Earnings Date: OS Estimate: Aug. 6, 2025 AC
OS Projected Window: Aug. 4, 2025 to Aug. 9, 2025
EVR: 1.2
Avg Daily Volume: 473,191    Market Cap: 435.05M
Sector: None    Short Interest: 0.37
Live Interactive Chart
Days to Next Earnings: 57 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 40
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
May 12, 2025 AC 1.2 $6.64 @$7.50 $1.02
($6.64)
13.6% 5.12% I 3.31% I $6.86 $0.80
( $6.86 )
-21.57%
Feb. 10, 2025 AC 1.3 $7.19 @$7.50 $0.35
($7.19)
4.67% -1.66% I -0.69% I $7.14 $0.25
( $7.14 )
-28.57%
Nov. 25, 2024 AC 1.5 $6.94 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
May 10, 2023 AC 2.0 $4.95 @$5.00
Feb. 8, 2023 AC 1.8 $5.99 @$5.00
Nov. 16, 2022 AC 1.8 $6.14 @$5.00

 
 
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