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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Neogen Corporation (NEOG) - NASDAQ Next Earnings Date: OS Estimate: Oct. 26, 2022 BO
OS Projected Window: Oct. 24, 2022 to Oct. 29, 2022
EVR: 2.0
Avg Daily Volume: 6,050,000    Market Cap: 3.02B
Sector: Healthcare    Short Interest: 10.88
Live Interactive Chart
Days to Next Earnings: 76 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 38
Earnings Date 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
Sept. 27, 2022 BO $14.56 @$14.50 $1.93
($14.56)
13.31% -3.91% I -2.06% I $14.26 $1.70
( $14.26 )
-11.92%
July 26, 2022 BO $21.52 @$22.50 $4.72
($21.52)
20.98% 4.87% I 4.46% I $22.48 $4.28
( $22.48 )
-9.32%
March 24, 2022 BO $33.74 @$35.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Dec. 21, 2021 BO $44.32 @$45.00
Sept. 21, 2021 BO $40.16 @$40.00
July 20, 2021 BO $44.21 @$45.00
March 23, 2021 BO $82.66 @$85.00
Dec. 22, 2020 BO $80.52 @$80.00
Sept. 22, 2020 BO $74.57 @$75.00
July 21, 2020 BO $78.00 @$80.00

 
 
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