Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Neurogene Inc. (NGNE) - NASDAQ Next Earnings Date: Estimated on Aug. 11, 2026
OS Projected Window: Nov. 9, 2026 to Nov. 14, 2026
EVR: 2.8
Avg Daily Volume: 258,284    Market Cap: 563.9M
Sector: Healthcare    Short Interest: 18.53
Live Interactive Chart
Days to Next Earnings: 1 Days
Implied Move Monthly: 18.06%       Expires on: Aug. 21, 2026

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 12
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
Aug. 11, 2026 AC None $0.00 @$35.00 $6.60
($36.55)
18.06% -None% -None% $0.00 $0.00
( N/A )
None%
May 12, 2026 AC 3.1 $31.54 @$30.00 $9.57
($31.54)
31.9% -6.43% I 3.42% I $32.62 $9.05
( $32.62 )
-5.43%
May 11, 2026 AC 3.3 $30.89 @$30.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 18, 2024 AC 2.7 $19.82 @$20.00

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