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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Neogen Corporation (NEOG) - NASDAQ Next Earnings Date: Estimated on Oct. 9, 2025
OS Projected Window: Sept. 29, 2025 to Oct. 4, 2025
EVR: 4.7
Avg Daily Volume: 5,512,606    Market Cap: 1.2B
Sector: Healthcare    Short Interest: 7.94
Live Interactive Chart
Days to Next Earnings: 24 Days
Implied Move Monthly: 17.37%       Expires on: Oct. 17, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 49
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. 9, 2025 BO None $0.00 @$5.00 $0.95
($5.47)
17.37% -None% I -None% I $0.00 $0.00
( N/A )
None%
July 29, 2025 BO 4.5 $5.42 @$5.00 $0.80
($5.42)
16.0% -13.46% I -10.88% I $4.83 $0.47
( $4.83 )
-41.25%
April 9, 2025 BO 3.2 $7.04 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
April 9, 2024 BO 2.4 $14.38 @$15.00
Jan. 9, 2024 BO 2.0 $19.84 @$20.00
Oct. 10, 2023 BO 2.0 $16.96 @$17.50
July 27, 2023 BO 2.1 $22.58 @$22.50

 
 
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