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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Neogen Corporation (NEOG) - NASDAQ Next Earnings Date: OS Estimate: Dec. 22, 2021 BO
OS Projected Window: Dec. 16, 2021 to Dec. 29, 2021
EVR: 2.4
Avg Daily Volume: 294,303    Market Cap: 4.39B
Sector: Healthcare    Short Interest: 3.49
Live Interactive Chart
Days to Next Earnings: 61 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 34
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 Close Price Straddle @Trade Price Return
Sept. 21, 2021 BO $40.16 @$40.00 $2.97
($40.16)
7.42% 6.47% I $41.69 $4.35
( $41.69 )
46.46%
July 20, 2021 BO $44.21 @$45.00 $3.38
($44.21)
7.51% 1.8% I $44.35 $3.50
( $44.35 )
3.55%
March 23, 2021 BO $82.66 @$85.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Dec. 22, 2020 BO $80.52 @$80.00
Sept. 22, 2020 BO $74.57 @$75.00
July 21, 2020 BO $78.00 @$80.00
March 24, 2020 BO $59.31 @$60.00
Dec. 23, 2019 AC $65.77 @$65.00
Sept. 24, 2019 BO $75.00 @$75.00
July 23, 2019 BO $63.43 @$65.00

 
 
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