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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Neogen Corporation (NEOG) - NASDAQ Next Earnings Date: OS Estimate: July 22, 2025 BO
OS Projected Window: July 21, 2025 to July 26, 2025
EVR: 4.5
Avg Daily Volume: 8,187,465    Market Cap: 2.3B
Sector: Healthcare    Short Interest: 10.16
Live Interactive Chart
Days to Next Earnings: 88 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 47
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
April 9, 2025 BO 3.2 $7.04 @$7.50 $0.80
($7.04)
10.67% -45.02% O -28.69% O $5.02 $3.12
( $5.02 )
290.0%
Jan. 9, 2025 BO 2.9 $13.07 @$12.50 $1.27
($13.07)
10.16% -10.4% O -5.43% I $12.36 $0.62
( $12.36 )
-51.18%
Oct. 10, 2024 BO 2.8 $14.85 @$15.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
March 30, 2023 BO 2.0 $18.49 @$18.50
Jan. 5, 2023 BO 2.1 $15.57 @$15.50

 
 
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