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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Sixth Street Specialty Lending (TSLX) - NYSE Next Earnings Date: OS Estimate: July 29, 2026 AC
OS Projected Window: July 27, 2026 to Aug. 1, 2026
EVR: 1.6
Avg Daily Volume: 730,147    Market Cap: 1.7B
Sector: None    Short Interest: 8.7
Live Interactive Chart
Days to Next Earnings: 61 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 43
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 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 $2.60
($20.12)
13.0% -5.06% I -4.42% I $19.23 $1.48
( $19.23 )
-43.08%
Nov. 4, 2025 AC 1.1 $22.32 @$22.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 15, 2024 AC 1.0 $21.73 @$22.50

 
 
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