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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Neurogene Inc. (NGNE) - NASDAQ Next Earnings Date: Estimated on Nov. 12, 2026
OS Projected Window: Nov. 9, 2026 to Nov. 14, 2026
EVR: 2.7
Avg Daily Volume: 316,429    Market Cap: 551.3M
Sector: Healthcare    Short Interest: 25.46
Live Interactive Chart
Days to Next Earnings: 6 Days
Implied Move Monthly: 9.68%       Expires on: Nov. 20, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 13
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
Nov. 12, 2026 BO None $0.00 @$25.00 $2.45
($25.31)
9.68% -None% -None% $0.00 $0.00
( N/A )
None%
Aug. 11, 2026 AC 2.8 $35.80 @$35.00 $5.88
($35.80)
16.8% 4.1% I 3.29% I $36.98 $3.20
( $36.98 )
-45.58%
May 12, 2026 AC 3.1 $31.54 @$30.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 11, 2026 AC 3.3 $30.89 @$30.00
May 8, 2026 BO 3.4 $31.26 @$30.00
May 7, 2026 BO 3.5 $32.33 @$30.00
March 23, 2026 AC 3.5 $19.36 @$20.00
Nov. 13, 2025 AC 3.1 $26.49 @$25.00
Aug. 11, 2025 AC 3.2 $20.35 @$20.00
March 24, 2025 AC 3.2 $13.96 @$15.00

 
 
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