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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
NeoPhotonics Corporation (NPTN) - NYSE Next Earnings Date: OS Estimate: Feb. 25, 2021 AC
OS Projected Window: Feb. 22, 2021 to March 7, 2021
EVR: 5.3
Avg Daily Volume: 883,971    Market Cap: 373.23M
Sector: Technology    Short Interest: 10.21
Live Interactive Chart
Days to Next Earnings: 90 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 28
Earnings Date 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 Close Price Straddle @Trade Price Return
Nov. 2, 2020 AC $6.68 @$7.50 $1.27
($6.68)
16.93% -7.93% I $6.62 $1.05
( $6.62 )
-17.32%
Aug. 4, 2020 AC $9.95 @$10.00 $1.38
($9.95)
13.8% -15.97% O $8.73 $1.45
( $8.73 )
5.07%
April 30, 2020 AC $9.62 @$10.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 27, 2020 AC $6.18 @$5.00
Oct. 31, 2019 AC $6.58 @$7.50
Aug. 5, 2019 AC $4.32 @$5.00
May 2, 2019 AC $6.90 @$7.50
Feb. 28, 2019 AC $8.00 @$7.50
Nov. 2, 2018 BO $8.97 @$10.00
Aug. 6, 2018 AC $6.86 @$7.50

 
 
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