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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Neogen Corporation (NEOG) - NASDAQ Next Earnings Date: Oct. 10, 2024 BO
EVR: 2.8
Avg Daily Volume: 1,434,648    Market Cap: 3.42B
Sector: Healthcare    Short Interest: 8.45
Live Interactive Chart
Days to Next Earnings: 2 Days
Implied Move Monthly: 9.27%       Expires on: Oct. 18, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 45
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, 2024 BO None $0.00 @$15.00 $1.38
($14.89)
9.27% -None% I -None% I $0.00 $0.00
( N/A )
None%
July 30, 2024 BO 2.8 $17.30 @$17.50 $0.93
($17.30)
5.31% 7.39% O 1.61% I $17.58 $0.35
( $17.58 )
-62.37%
April 9, 2024 BO 2.4 $14.38 @$15.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
March 30, 2023 BO 2.0 $18.49 @$18.50
Jan. 5, 2023 BO 2.1 $15.57 @$15.50
Sept. 27, 2022 BO 2.2 $14.56 @$14.50
July 26, 2022 BO 2.3 $21.52 @$22.50

 
 
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