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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
SLR Investment Corp. (SLRC) - NASDAQ Next Earnings Date: OS Estimate: Nov. 4, 2026 AC
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 1.5
Avg Daily Volume: 406,444    Market Cap: 695.1M
Sector: Financial Services    Short Interest: 1.6
Live Interactive Chart
Days to Next Earnings: 62 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 55
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
Aug. 4, 2026 AC 1.4 $13.18 @$12.50 $2.17
($13.18)
17.36% -5.38% I -3.94% I $12.66 $0.55
( $12.66 )
-74.65%
May 5, 2026 AC 1.0 $15.97 @$15.00 $2.48
($15.97)
16.53% -14.71% I -12.64% I $13.95 $1.45
( $13.95 )
-41.53%
Feb. 24, 2026 AC 1.0 $14.65 @$15.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 4, 2025 AC 1.1 $15.37 @$15.00
Aug. 5, 2025 AC 1.0 $15.92 @$15.00
May 7, 2025 AC 1.1 $15.45 @$15.00
Feb. 25, 2025 AC 1.0 $17.49 @$17.50
Nov. 6, 2024 AC 0.9 $15.39 @$15.00
May 8, 2024 AC 1.0 $15.62 @$15.00
Feb. 27, 2024 AC 1.1 $14.84 @$15.00

 
 
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