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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Neogen Corporation (NEOG) - NASDAQ Next Earnings Date: Estimated on Jan. 9, 2024
EVR: 2.0
Avg Daily Volume: 1,780,000    Market Cap: 3.67B
Sector: Healthcare    Short Interest: 7.03
Live Interactive Chart
Days to Next Earnings: 37 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 42
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. 10, 2023 BO 2.0 $16.96 @$17.50 $1.38
($16.96)
7.89% -5.66% I -5.3% I $16.06 $1.88
( $16.06 )
36.23%
July 27, 2023 BO 2.1 $22.58 @$22.50 $1.60
($22.58)
7.11% 3.32% I -1.46% I $22.25 $1.45
( $22.25 )
-9.38%
March 30, 2023 BO 2.0 $18.49 @$18.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 5, 2023 BO 2.0 $15.57 @$15.50
Sept. 27, 2022 BO 2.1 $14.56 @$14.50
July 26, 2022 BO 2.2 $21.52 @$22.50
March 24, 2022 BO 2.1 $33.74 @$35.00
Dec. 21, 2021 BO 2.4 $44.32 @$45.00
Sept. 21, 2021 BO 2.5 $40.16 @$40.00
July 20, 2021 BO 2.9 $44.21 @$45.00

 
 
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