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 8, 2025
EVR: 1.7
Avg Daily Volume: 108,763    Market Cap: 364.9M
Sector: Financial    Short Interest: 0.9
Live Interactive Chart
Days to Next Earnings: 28 Days
Implied Move Monthly: 10.03%       Expires on: July 18, 2025

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
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 None $0.00 @$25.00 $2.42
($24.13)
10.03% -None% I -None% I $0.00 $0.00
( N/A )
None%
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

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