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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Saratoga Investment Corp New (SAR) - NYSE Next Earnings Date: OS Estimate: Nov. 24, 2026 AC
OS Projected Window: Nov. 23, 2026 to Nov. 28, 2026
EVR: 2.3
Avg Daily Volume: 158,583    Market Cap: 211.9M
Sector: Financial Services    Short Interest: 4.1
Live Interactive Chart
Days to Next Earnings: 25 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 17
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
Oct. 6, 2026 AC 2.0 $15.81 @$15.00 $1.07
($15.81)
7.13% -12.83% O -5.69% I $14.91 $0.78
( $14.91 )
-27.1%
July 7, 2026 AC 1.6 $20.93 @$20.00 $1.57
($20.93)
7.85% -15.09% O -14.09% O $17.98 $2.02
( $17.98 )
28.66%
May 5, 2026 AC 1.6 $23.22 @$22.25 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 7, 2026 AC 1.7 $22.59 @$22.25
Oct. 7, 2025 AC 1.7 $23.35 @$22.50
July 8, 2025 AC 1.7 $25.04 @$25.00
May 7, 2025 AC 1.5 $24.68 @$24.65
Jan. 8, 2025 AC 1.5 $24.50 @$24.65
May 6, 2024 AC 1.5 $23.71 @$22.50
Jan. 9, 2024 AC 1.2 $25.90 @$25.00

 
 
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