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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Neptune Wellness Solutions Inc. (NEPT) - NASDAQ Next Earnings Date: N/A
EVR: 6.6
Avg Daily Volume: 604,705    Market Cap: 1.70M
Sector: Health Care    Short Interest: 0.12
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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 21
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
Feb. 10, 2022 BO 5.4 $0.28 @$0.50 $0.22
($0.28)
44.0% 17.85% I 10.71% I $0.31 $0.20
( $0.30 )
-9.09%
Nov. 15, 2021 AC 5.9 $0.48 @$1.00 $0.50
($0.48)
50.0% 4.16% I 4.16% I $0.50 $0.38
( $0.50 )
-24.0%
July 15, 2021 AC 5.4 $1.07 @$1.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 15, 2021 AC 4.6 $2.80 @$3.00
Nov. 11, 2020 AC 4.5 $1.98 @$2.00
Aug. 11, 2020 AC 4.3 $3.07 @$3.00
June 10, 2020 AC 3.8 $3.00 @$3.00
Feb. 13, 2020 BO 3.5 $2.12 @$2.00
Nov. 11, 2019 BO 3.3 $3.54 @$4.00
Aug. 13, 2019 AC 3.4 $4.95 @$5.00

 
 
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