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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Saratoga Investment Corp New (SAR) - NYSE Next Earnings Date: Estimated on July 7, 2026
OS Projected Window: June 8, 2026 to June 13, 2026
EVR: 1.6
Avg Daily Volume: 107,432    Market Cap: 364.9M
Sector: Financial    Short Interest: 3.36
Live Interactive Chart
Days to Next Earnings: 47 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 15
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 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 $1.15
($22.59)
5.17% 2.03% I 1.54% I $22.94 $0.57
( $22.94 )
-50.43%
Oct. 7, 2025 AC 1.7 $23.35 @$22.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
July 10, 2023 AC 1.3 $27.45 @$25.00

 
 
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