Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Saratoga Investment Corp New (SAR) - NYSE Next Earnings Date: Estimated on July 7, 2026
EVR: 1.6
Avg Daily Volume: 83,575    Market Cap: 363.8M
Sector: Financial    Short Interest: 3.9
Live Interactive Chart
Days to Next Earnings: 4 Days
Implied Move Monthly: 2.77%       Expires on: July 17, 2026

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 16
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 7, 2026 AC None $0.00 @$22.50 $0.62
($22.36)
2.77% -None% -None% $0.00 $0.00
( N/A )
None%
May 5, 2026 AC 1.6 $23.22 @$22.25 $1.27
($23.22)
5.71% -3.1% I -3.1% I $22.50 $1.25
( $22.50 )
-1.57%
Jan. 7, 2026 AC 1.7 $22.59 @$22.25 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Oct. 9, 2023 AC 1.3 $24.15 @$25.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US