Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Neogen Corporation (NEOG) - NASDAQ Next Earnings Date: OS Estimate: July 23, 2024 BO
OS Projected Window: July 22, 2024 to July 27, 2024
EVR: 2.8
Avg Daily Volume: 2,287,623    Market Cap: 3.42B
Sector: Healthcare    Short Interest: 8.45
Live Interactive Chart
Days to Next Earnings: 94 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 44
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, 2024 BO 2.4 $14.38 @$15.00 $1.55
($14.38)
10.33% -12.58% O -9.31% I $13.04 $1.95
( $13.04 )
25.81%
Jan. 9, 2024 BO 2.0 $19.84 @$20.00 $1.67
($19.84)
8.35% -17.59% O -8.36% O $18.18 $2.40
( $18.18 )
43.71%
Oct. 10, 2023 BO 2.0 $16.96 @$17.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 27, 2023 BO 2.1 $22.58 @$22.50
March 30, 2023 BO 2.0 $18.49 @$18.50
Jan. 5, 2023 BO 2.0 $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

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US