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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. 19, 2026 BO
OS Projected Window: Aug. 17, 2026 to Aug. 22, 2026
EVR: 2.3
Avg Daily Volume: 855,962    Market Cap: 348.7M
Sector: n/a    Short Interest: 6.94
Live Interactive Chart
Days to Next Earnings: 98 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 50
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 7, 2026 BO 2.6 $4.36 @$5.00 $0.72
($4.36)
14.4% -1.83% I 0.0% $4.36 $0.52
( $4.36 )
-27.78%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 7, 2025 BO 2.2 $7.20 @$7.50
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

 
 
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