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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Prospect Capital Corporation (PSEC) - NASDAQ Next Earnings Date: OS Estimate: Aug. 26, 2026 AC
OS Projected Window: Aug. 24, 2026 to Aug. 29, 2026
EVR: 2.5
Avg Daily Volume: 5,147,151    Market Cap: 1.3B
Sector: None    Short Interest: 7.02
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Days to Next Earnings: 96 Days

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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 50
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 7, 2026 AC 2.2 $2.75 @$3.00 $0.28
($2.75)
9.33% -11.27% O -10.18% O $2.47 $0.47
( $2.47 )
67.86%
Feb. 9, 2026 AC 2.2 $2.61 @$3.00 $0.30
($2.61)
10.0% 12.26% O 10.34% O $2.88 $0.15
( $2.88 )
-50.0%
Nov. 6, 2025 AC 2.0 $2.55 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 26, 2025 AC 2.0 $2.83 @$3.00
May 8, 2025 AC 2.1 $3.62 @$3.50
Feb. 10, 2025 AC 2.3 $4.17 @$4.00
Nov. 8, 2024 BO 1.8 $5.23 @$5.00
Aug. 28, 2024 AC 1.8 $5.02 @$5.00
May 8, 2024 AC 1.7 $5.22 @$5.00
Feb. 8, 2024 AC 1.6 $5.81 @$6.00

 
 
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