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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Novanta Inc. (NOVT) - NASDAQ Next Earnings Date: OS Estimate: July 7, 2026 AC
OS Projected Window: July 6, 2026 to July 11, 2026
EVR: 3.3
Avg Daily Volume: 407,296    Market Cap: 4.8B
Sector: None    Short Interest: 11.31
Live Interactive Chart
Days to Next Earnings: 55 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 33
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 11, 2026 AC None $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 $19.20
($142.38)
13.71% 5.31% I -3.46% I $137.44 $15.70
( $137.44 )
-18.23%
Nov. 3, 2025 AC 3.2 $135.86 @$135.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Aug. 8, 2023 BO 2.0 $172.71 @$175.00

 
 
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