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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Two Harbors Investment Corp (TWO) - NYSE Next Earnings Date: Estimated on Oct. 26, 2026
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 1.7
Avg Daily Volume: 4,192,137    Market Cap: 1.3B
Sector: Real Estate    Short Interest: 2.78
Live Interactive Chart
Days to Next Earnings: 52 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 51
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
July 28, 2026 AC 1.9 $12.10 @$12.00 $10.00
($12.10)
83.33% 0.33% I 0.0% $12.10 $7.50
( $12.10 )
-25.0%
April 28, 2026 AC 2.0 $11.01 @$11.00 $0.32
($11.01)
2.91% 5.35% O 4.99% O $11.56 $0.62
( $11.56 )
93.75%
Feb. 2, 2026 AC 2.0 $11.85 @$12.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 27, 2025 AC 2.1 $9.82 @$10.00
July 28, 2025 AC 2.1 $10.33 @$10.00
April 28, 2025 AC 2.1 $12.00 @$12.00
Jan. 29, 2025 AC 2.2 $11.77 @$12.00
Oct. 28, 2024 AC 2.1 $12.81 @$13.00
July 30, 2024 AC 2.1 $13.78 @$14.00
April 29, 2024 AC 2.3 $12.59 @$13.00

 
 
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