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 22, 2026 BO
OS Projected Window: July 20, 2026 to July 25, 2026
EVR: 6.6
Avg Daily Volume: 2,452,031    Market Cap: 2.1B
Sector: Healthcare    Short Interest: 4.61
Live Interactive Chart
Days to Next Earnings: 68 Days

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 51
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, 2026 BO 6.7 $10.34 @$10.00 $1.42
($10.34)
14.2% -11.02% I -2.9% I $10.04 $0.70
( $10.04 )
-50.7%
Jan. 8, 2026 BO 5.4 $7.38 @$7.50 $0.88
($7.38)
11.73% 38.75% O 31.57% O $9.71 $2.25
( $9.71 )
155.68%
Oct. 9, 2025 BO 4.7 $5.82 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 29, 2025 BO 4.5 $5.42 @$5.00
April 9, 2025 BO 3.2 $7.04 @$7.50
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

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