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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Neogen Corporation (NEOG) - NASDAQ Next Earnings Date: Estimated on Dec. 22, 2020
OS Projected Window: Dec. 13, 2020 to Dec. 28, 2020
EVR: 2.9
Avg Daily Volume: 421,037    Market Cap: 4.01B
Sector: Healthcare    Short Interest: 7.01
Live Interactive Chart
Days to Next Earnings: 55 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 30
Earnings Date 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 Close Price Straddle @Trade Price Return
Sept. 22, 2020 BO $74.57 @$75.00 $8.12
($74.57)
10.83% 7.61% I $78.54 $7.58
( $78.54 )
-6.65%
July 21, 2020 BO $78.00 @$80.00 $7.93
($78.00)
9.91% 3.64% I $79.25 $6.95
( $79.25 )
-12.36%
March 24, 2020 BO $59.31 @$60.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Dec. 23, 2019 AC $65.77 @$65.00
Sept. 24, 2019 BO $75.00 @$75.00
July 23, 2019 BO $63.43 @$65.00
March 26, 2019 BO $60.53 @$60.00
Dec. 20, 2018 BO $59.05 @$60.00
Sept. 25, 2018 BO $88.68 @$90.00
July 17, 2018 BO $80.71 @$80.00

 
 
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