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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Sixth Street Specialty Lending (TSLX) - NYSE Next Earnings Date: OS Estimate: Nov. 5, 2026 AC
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 1.6
Avg Daily Volume: 583,648    Market Cap: 1.6B
Sector: Financial Services    Short Interest: 7.05
Live Interactive Chart
Days to Next Earnings: 92 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 44
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. 4, 2026 AC None $18.01 @$17.50 $0.60
($18.01)
3.43% -3.33% I 0.38% I $18.08 $0.93
( $18.08 )
55.0%
May 5, 2026 AC 1.2 $19.60 @$20.00 $1.10
($19.60)
5.5% -10.1% O -8.62% O $17.91 $1.82
( $17.91 )
65.45%
Feb. 12, 2026 AC 1.2 $20.12 @$20.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 4, 2025 AC 1.1 $22.32 @$22.50
July 30, 2025 AC 1.1 $23.66 @$22.50
April 30, 2025 AC 1.0 $20.76 @$20.00
Feb. 13, 2025 AC 1.0 $22.47 @$22.50
Nov. 5, 2024 AC 1.0 $20.19 @$20.00
July 31, 2024 AC 1.0 $20.87 @$20.00
May 1, 2024 AC 1.0 $21.78 @$22.50

 
 
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