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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
NeoPhotonics Corporation (NPTN) - NYSE Next Earnings Date: Estimated on Aug. 3, 2021
OS Projected Window: Aug. 2, 2021 to Aug. 7, 2021
EVR: 5.7
Avg Daily Volume: 752,546    Market Cap: 373.23M
Sector: Technology    Short Interest: 5.19
Live Interactive Chart
Days to Next Earnings: 47 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 30
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
April 29, 2021 AC $11.20 @$10.00 $1.95
($11.20)
19.5% -19.19% I $9.36 $1.18
( $9.36 )
-39.49%
Feb. 25, 2021 AC $11.64 @$12.50 $2.40
($11.64)
19.2% -19.41% O $9.61 $3.02
( $9.61 )
25.83%
Nov. 2, 2020 AC $6.68 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 4, 2020 AC $9.95 @$10.00
April 30, 2020 AC $9.62 @$10.00
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

 
 
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