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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
BlackRock TCP Capital Corp. (TCPC) - NASDAQ Next Earnings Date: OS Estimate: May 6, 2026 BO
OS Projected Window: May 4, 2026 to May 9, 2026
EVR: 2.6
Avg Daily Volume: 1,485,094    Market Cap: 322.1M
Sector: n/a    Short Interest: 4.95
Live Interactive Chart
Days to Next Earnings: 58 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 49
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
Feb. 27, 2026 BO 2.5 $4.51 @$5.00 $0.80
($4.51)
16.0% -10.19% I -9.31% I $4.09 $1.05
( $4.09 )
31.25%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 8, 2025 BO 2.1 $6.61 @$7.50
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

 
 
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