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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Neurogene Inc. (NGNE) - NASDAQ Next Earnings Date: Estimated on Aug. 11, 2026
OS Projected Window: Aug. 10, 2026 to Aug. 15, 2026
EVR: 2.8
Avg Daily Volume: 141,007    Market Cap: 498.2M
Sector: None    Short Interest: 22.44
Live Interactive Chart
Days to Next Earnings: 46 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 11
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
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 $9.40
($30.89)
31.33% 3.46% I 2.1% I $31.54 $9.57
( $31.54 )
1.81%
May 8, 2026 BO 3.4 $31.26 @$30.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 15, 2024 BO 1.9 $39.20 @$40.00

 
 
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