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Implied Movement: Weekly Straddle Tracking History   
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Neogen Corporation (NEOG) - NASDAQ Next Earnings Date: Oct. 10, 2023 BO
EVR: 2.0
Avg Daily Volume: 1,350,000    Market Cap: 4.01B
Sector: Healthcare    Short Interest: 6.43
Live Interactive Chart
Days to Next Earnings: 7 Days
Implied Move Monthly: 8.32%       Expires on: Oct. 20, 2023

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Sample Chart


 
Tracking Statistics Available: 7
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 Open High Low Close Max Move I/O Closing Move I/O Price Straddle @Trade Price Return
July 27, 2023 BO 2.1 $22.58 @$22.50 $0.93
($22.58)
6.72% 7.93% 4.12% 4.13% 3.32% I -1.46% I $22.25 $0.55
($22.25)
-40.86%
March 30, 2023 BO 2.0 $18.49 @$18.50 $1.35
($18.49)
7.45% 7.45% 5.31% 7.3% -9.41% O -5.62% I $17.45 $2.12
($17.45)
57.04%
Jan. 5, 2023 BO 2.0 $15.57 @$15.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Sept. 27, 2022 BO 2.1 $14.56 @$14.50
Dec. 20, 2018 BO 2.6 $59.05 @$60.00
July 17, 2018 BO 2.6 $80.71 @$80.00
July 18, 2017 BO 3.1 $68.39 @$70.00


 
 
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