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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
SLR Investment Corp. (SLRC) - NASDAQ Next Earnings Date: OS Estimate: Aug. 19, 2026 AC
OS Projected Window: Aug. 17, 2026 to Aug. 22, 2026
EVR: 1.4
Avg Daily Volume: 529,537    Market Cap: 856.5M
Sector: None    Short Interest: 1.08
Live Interactive Chart
Days to Next Earnings: 90 Days

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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 54
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 1.0 $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 $1.10
($14.65)
7.33% 3.48% I 3.34% I $15.14 $1.23
( $15.14 )
11.82%
Nov. 4, 2025 AC 1.1 $15.37 @$15.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 7, 2023 AC 1.1 $14.73 @$15.00

 
 
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