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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Sixth Street Specialty Lending (TSLX) - NYSE Next Earnings Date: Estimated on May 1, 2024
OS Projected Window: July 29, 2024 to Aug. 3, 2024
EVR: 1.0
Avg Daily Volume: 398,443    Market Cap: 1.93B
Sector: None    Short Interest: 1.83
Live Interactive Chart
Days to Next Earnings: 6 Days
Implied Move Monthly: 11.83%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 31
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 1, 2024 AC None $0.00 @$20.00 $2.50
($21.14)
11.83% -None% I -None% I $0.00 $0.00
( N/A )
None%
May 8, 2023 AC 1.1 $18.24 @$17.50 $1.00
($18.24)
5.71% 1.69% I -0.27% I $18.19 $0.92
( $18.19 )
-8.0%
Feb. 16, 2023 AC 1.1 $18.93 @$20.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 1, 2022 AC 1.2 $18.30 @$17.50
Aug. 2, 2022 AC 1.2 $19.00 @$20.00
May 3, 2022 AC 1.2 $22.01 @$22.50
Feb. 17, 2022 AC 1.3 $23.59 @$24.50
Nov. 2, 2021 AC 1.3 $23.70 @$22.50
Aug. 3, 2021 AC 1.2 $23.40 @$22.50
May 4, 2021 AC 1.3 $22.15 @$22.50

 
 
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