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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Novanta Inc. (NOVT) - NASDAQ Next Earnings Date: Estimate: Aug. 6, 2024 BO
EVR: 2.9
Avg Daily Volume: 128,468    Market Cap: 6.03B
Sector: None    Short Interest: 5.27
Live Interactive Chart
Days to Next Earnings: 64 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 26
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
Feb. 28, 2024 BO 2.9 $157.31 @$155.00 $12.35
($157.31)
7.97% 6.98% I 6.44% I $167.45 $16.00
( $167.45 )
29.55%
Nov. 7, 2023 BO 2.2 $138.46 @$140.00 $8.70
($138.46)
6.21% -19.68% O -13.51% O $119.75 $20.45
( $119.75 )
135.06%
Aug. 8, 2023 BO 2.0 $172.71 @$175.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 9, 2023 BO 2.2 $160.64 @$160.00
March 1, 2023 BO 2.1 $156.91 @$155.00
Nov. 8, 2022 BO 2.0 $140.55 @$140.00
Aug. 9, 2022 BO 2.2 $152.07 @$150.00
May 10, 2022 BO 2.3 $116.99 @$115.00
March 1, 2022 BO 2.4 $136.63 @$135.00
Nov. 9, 2021 BO 2.5 $178.79 @$180.00

 
 
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