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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
BlackRock TCP Capital Corp. (TCPC) - NASDAQ Next Earnings Date: OS Estimate: Nov. 5, 2025 BO
OS Projected Window: Nov. 3, 2025 to Nov. 8, 2025
EVR: 2.2
Avg Daily Volume: 470,315    Market Cap: 613.1M
Sector: n/a    Short Interest: 2.48
Live Interactive Chart
Days to Next Earnings: 51 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 47
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
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 $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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 28, 2023 BO 1.2 $12.85 @$12.50

 
 
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