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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Two Harbors Investment Corp (TWO) - NYSE Next Earnings Date: OS Estimate: July 27, 2026 AC
OS Projected Window: July 27, 2026 to Aug. 1, 2026
EVR: 1.9
Avg Daily Volume: 2,722,632    Market Cap: 1.2B
Sector: None    Short Interest: 9.38
Live Interactive Chart
Days to Next Earnings: 75 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 50
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
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 $1.27
($11.85)
10.58% 7.0% I -0.33% I $11.81 $1.32
( $11.81 )
3.94%
Oct. 27, 2025 AC 2.1 $9.82 @$10.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Jan. 29, 2024 AC 2.3 $13.65 @$14.00

 
 
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