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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Two Harbors Investment Corp (TWO) - NYSE Next Earnings Date: OS Estimate: Feb. 3, 2026 AC
OS Projected Window: Feb. 2, 2026 to Feb. 7, 2026
EVR: 2.0
Avg Daily Volume: 1,703,306    Market Cap: 1.0B
Sector: None    Short Interest: 9.37
Live Interactive Chart
Days to Next Earnings: 76 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 48
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
Oct. 27, 2025 AC 2.1 $9.82 @$10.00 $0.62
($9.82)
6.2% -2.74% I 0.0% I $9.82 $0.53
( $9.82 )
-14.52%
July 28, 2025 AC 2.1 $10.33 @$10.00 $0.68
($10.33)
6.8% -3.67% I -2.32% I $10.09 $0.35
( $10.09 )
-48.53%
April 28, 2025 AC 2.1 $12.00 @$12.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Jan. 29, 2024 AC 2.3 $13.65 @$14.00
Oct. 30, 2023 AC 1.7 $10.05 @$10.00
July 31, 2023 AC 1.8 $13.41 @$13.00

 
 
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