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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Neogen Corporation (NEOG) - NASDAQ Next Earnings Date: Oct. 6, 2026 AC
EVR: 6.7
Avg Daily Volume: 2,602,860    Market Cap: 3.0B
Sector: Healthcare    Short Interest: 5.12
Live Interactive Chart
Days to Next Earnings: 11 Days
Implied Move Monthly: 14.90%       Expires on: Oct. 16, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 53
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. 6, 2026 AC None $0.00 @$15.00 $2.05
($13.76)
14.9% -None% -None% $0.00 $0.00
( N/A )
None%
July 30, 2026 BO 6.6 $9.40 @$10.00 $1.05
($9.40)
10.5% 22.97% O 22.65% O $11.53 $1.68
( $11.53 )
60.0%
April 9, 2026 BO 6.7 $10.34 @$10.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 8, 2026 BO 5.4 $7.38 @$7.50
Oct. 9, 2025 BO 4.7 $5.82 @$5.00
July 29, 2025 BO 4.5 $5.42 @$5.00
April 9, 2025 BO 3.2 $7.04 @$7.50
Jan. 9, 2025 BO 2.9 $13.07 @$12.50
Oct. 10, 2024 BO 2.8 $14.85 @$15.00
July 30, 2024 BO 2.8 $17.30 @$17.50

 
 
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