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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 6, 2024
OS Projected Window: May 13, 2024 to May 18, 2024
EVR: 1.5
Avg Daily Volume: 53,217    Market Cap: 325.09M
Sector: Financial    Short Interest: 0.56
Live Interactive Chart
Days to Next Earnings: 11 Days
Implied Move Monthly: 5.48%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 5
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 6, 2024 AC None $0.00 @$22.50 $1.27
($23.17)
5.48% -None% I -None% I $0.00 $0.00
( N/A )
None%
Jan. 9, 2024 AC 1.2 $25.90 @$25.00 $1.35
($25.90)
5.4% -10.19% O -9.88% O $23.34 $1.30
( $23.34 )
-3.7%
Oct. 4, 2022 AC 1.2 $21.68 @$22.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 6, 2022 AC 1.1 $24.31 @$25.00
May 4, 2022 AC 1.0 $26.21 @$25.00

 
 
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