Optionslam.com

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

 
Novanta Inc. (NOVT) - NASDAQ Next Earnings Date: OS Estimate: Sept. 23, 2026 AC
OS Projected Window: Sept. 21, 2026 to Sept. 26, 2026
EVR: 3.5
Avg Daily Volume: 505,778    Market Cap: 6.3B
Sector: Technology    Short Interest: 13.99
Live Interactive Chart
Days to Next Earnings: 44 Days

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 34
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. 5, 2026 AC 3.6 $153.12 @$155.00 $17.65
($153.12)
11.39% 15.19% O 6.66% I $163.32 $16.35
( $163.32 )
-7.37%
May 11, 2026 AC 3.3 $139.98 @$140.00 $22.30
($139.98)
15.93% 16.44% O 13.72% I $159.19 $26.40
( $159.19 )
18.39%
Feb. 23, 2026 AC 3.2 $142.38 @$140.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 3, 2025 AC 3.2 $135.86 @$135.00
Aug. 5, 2025 BO 3.3 $124.01 @$125.00
May 6, 2025 BO 3.0 $120.01 @$120.00
Feb. 25, 2025 BO 2.7 $138.30 @$140.00
May 7, 2024 BO 2.9 $161.14 @$160.00
Feb. 28, 2024 BO 2.9 $157.31 @$155.00
Nov. 7, 2023 BO 2.2 $138.46 @$140.00

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