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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
NGM Biopharmaceuticals (NGM) - NASDAQ Next Earnings Date: Estimated on May 2, 2024
OS Projected Window: June 3, 2024 to June 8, 2024
EVR: 2.6
Avg Daily Volume: 1,321,438    Market Cap: 132.71M
Sector: Health Care    Short Interest: 7.34
Live Interactive Chart
Days to Next Earnings: 13 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 8
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
March 12, 2024 AC 2.8 $1.54 @$2.50 $0.98
($1.54)
39.2% 1.29% I -0.64% I $1.53 $0.98
( $1.53 )
0.0%
Aug. 4, 2022 AC 2.7 $15.40 @$15.00 $3.93
($15.40)
26.2% -9.67% I 4.87% I $16.15 $4.28
( $16.15 )
8.91%
May 5, 2022 AC 2.7 $11.96 @$12.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 2, 2022 BO 2.3 $14.48 @$15.00
Aug. 5, 2021 AC 2.2 $23.04 @$22.50
March 15, 2021 AC 2.3 $31.26 @$30.00
Nov. 12, 2020 AC 2.2 $19.07 @$20.00
Aug. 12, 2020 AC 2.1 $18.51 @$17.50

 
 
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