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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Saratoga Investment Corp New (SAR) - NYSE Next Earnings Date: Estimated on Oct. 8, 2025
EVR: 1.7
Avg Daily Volume: 115,989    Market Cap: 407.4M
Sector: Financial    Short Interest: 1.8
Live Interactive Chart
Days to Next Earnings: 36 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 12
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
July 8, 2025 AC 1.7 $25.04 @$25.00 $1.07
($25.04)
4.28% -4.11% I -2.87% I $24.32 $0.88
( $24.32 )
-17.76%
May 7, 2025 AC 1.5 $24.68 @$24.65 $1.10
($24.68)
4.46% -9.96% O -7.94% O $22.72 $2.95
( $22.72 )
168.18%
Jan. 8, 2025 AC 1.5 $24.50 @$24.65 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 6, 2024 AC 1.5 $23.71 @$22.50
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

 
 
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