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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
BlackRock TCP Capital Corp. (TCPC) - NASDAQ Next Earnings Date: OS Estimate: Aug. 20, 2025 BO
OS Projected Window: Aug. 18, 2025 to Aug. 23, 2025
EVR: 2.2
Avg Daily Volume: 539,882    Market Cap: 770.3M
Sector: n/a    Short Interest: 1.45
Live Interactive Chart
Days to Next Earnings: 57 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 46
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 8, 2025 BO 2.1 $6.61 @$7.50 $1.18
($6.61)
15.73% 7.71% I 7.41% I $7.10 $0.40
( $7.10 )
-66.1%
Feb. 27, 2025 BO 1.8 $9.34 @$10.00 $1.07
($9.34)
10.7% -10.06% I -9.63% I $8.44 $1.80
( $8.44 )
68.22%
Nov. 6, 2024 BO 1.4 $7.80 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 1, 2024 BO 1.5 $10.08 @$9.75
Feb. 29, 2024 BO 1.5 $11.16 @$10.00
Nov. 2, 2023 BO 1.5 $10.66 @$10.00
Aug. 3, 2023 BO 1.5 $12.06 @$12.50
May 4, 2023 BO 1.6 $9.80 @$10.00
Feb. 28, 2023 BO 1.2 $12.85 @$12.50
Nov. 3, 2022 BO 1.0 $11.80 @$12.50

 
 
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