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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Novanta Inc. (NOVT) - NASDAQ Next Earnings Date: Estimated on May 7, 2024
EVR: 2.1
Avg Daily Volume: 133,402    Market Cap: 6.03B
Sector: None    Short Interest: 5.27
Live Interactive Chart
Days to Next Earnings: 13 Days
Implied Move Monthly: 7.98%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 24
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 7, 2024 BO None $0.00 @$160.00 $12.60
($157.81)
7.98% -None% I -None% I $0.00 $0.00
( N/A )
None%
Nov. 8, 2022 BO 2.1 $140.55 @$140.00 $11.05
($140.55)
7.89% 7.47% I 3.64% I $145.67 $11.38
( $145.67 )
2.99%
Aug. 9, 2022 BO 2.2 $152.07 @$150.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 10, 2022 BO 2.6 $116.99 @$115.00
March 1, 2022 BO 2.4 $136.63 @$135.00
Nov. 9, 2021 BO 2.5 $178.79 @$180.00
Aug. 10, 2021 BO 2.8 $140.91 @$140.00
May 11, 2021 BO 3.1 $125.37 @$125.00
March 1, 2021 BO 3.1 $132.33 @$130.00
Nov. 10, 2020 BO 3.3 $122.58 @$125.00

 
 
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