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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Saratoga Investment Corp New (SAR) - NYSE Next Earnings Date: Estimated on May 7, 2025
OS Projected Window: May 5, 2025 to May 10, 2025
EVR: 1.5
Avg Daily Volume: 85,064    Market Cap: 364.9M
Sector: Financial    Short Interest: 0.9
Live Interactive Chart
Days to Next Earnings: 12 Days
Implied Move Monthly: 6.45%       Expires on: May 16, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 11
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, 2025 AC None $0.00 @$24.65 $1.55
($24.03)
6.45% -None% I -None% I $0.00 $0.00
( N/A )
None%
Jan. 8, 2025 AC 1.5 $24.50 @$24.65 $1.45
($24.50)
5.88% -2.44% I -1.3% I $24.18 $0.62
( $24.18 )
-57.24%
May 6, 2024 AC 1.5 $23.71 @$22.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 9, 2024 AC 1.2 $25.90 @$25.00
Oct. 9, 2023 AC 1.3 $24.15 @$25.00
July 10, 2023 AC 1.3 $27.45 @$25.00
May 2, 2023 AC 1.3 $24.32 @$25.00
Jan. 10, 2023 AC 1.4 $27.02 @$25.00
Oct. 4, 2022 AC 1.4 $21.68 @$22.50
July 6, 2022 AC 1.3 $24.31 @$25.00

 
 
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