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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Novanta Inc. (NOVT) - NASDAQ Next Earnings Date: OS Estimate: July 8, 2025 BO
OS Projected Window: July 7, 2025 to July 12, 2025
EVR: 3.3
Avg Daily Volume: 275,958    Market Cap: 4.4B
Sector: None    Short Interest: 4.64
Live Interactive Chart
Days to Next Earnings: 56 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 29
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 6, 2025 BO 3.0 $120.01 @$120.00 $9.60
($120.01)
8.0% -17.44% O -1.93% I $117.69 $5.67
( $117.69 )
-40.94%
Feb. 25, 2025 BO 2.7 $138.30 @$140.00 $12.80
($138.30)
9.14% 8.3% I 7.19% I $148.25 $13.93
( $148.25 )
8.83%
May 7, 2024 BO 2.9 $161.14 @$160.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 28, 2024 BO 2.9 $157.31 @$155.00
Nov. 7, 2023 BO 2.2 $138.46 @$140.00
Aug. 8, 2023 BO 2.0 $172.71 @$175.00
May 9, 2023 BO 2.2 $160.64 @$160.00
March 1, 2023 BO 2.1 $156.91 @$155.00
Nov. 8, 2022 BO 2.0 $140.55 @$140.00
Aug. 9, 2022 BO 2.2 $152.07 @$150.00

 
 
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