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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
BlackRock TCP Capital Corp. (TCPC) - NASDAQ Next Earnings Date: OS Estimate: Feb. 25, 2026 BO
OS Projected Window: Feb. 23, 2026 to Feb. 28, 2026
EVR: 2.5
Avg Daily Volume: 652,667    Market Cap: 484.7M
Sector: n/a    Short Interest: 3.36
Live Interactive Chart
Days to Next Earnings: 73 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 48
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
Nov. 6, 2025 BO 2.2 $5.52 @$5.00 $0.62
($5.52)
12.4% 9.42% I 4.71% I $5.78 $0.60
( $5.78 )
-3.23%
Aug. 7, 2025 BO 2.2 $7.20 @$7.50 $0.23
($7.20)
3.07% -5.41% O -3.61% O $6.94 $0.57
( $6.94 )
147.83%
May 8, 2025 BO 2.1 $6.61 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 27, 2025 BO 1.8 $9.34 @$10.00
Nov. 6, 2024 BO 1.4 $7.80 @$7.50
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

 
 
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