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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Ingevity Corporation (NGVT) - NYSE Next Earnings Date: Estimate: July 31, 2024 AC
EVR: 3.2
Avg Daily Volume: 217,044    Market Cap: 1.69B
Sector: None    Short Interest: 2.93
Live Interactive Chart
Days to Next Earnings: 59 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 27
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
Feb. 21, 2024 AC 3.2 $44.97 @$45.00 $4.78
($44.97)
10.62% 8.62% I 5.4% I $47.40 $5.55
( $47.40 )
16.11%
Nov. 1, 2023 AC 3.2 $39.25 @$40.00 $4.50
($39.25)
11.25% 10.06% I 7.74% I $42.29 $3.80
( $42.29 )
-15.56%
Aug. 2, 2023 AC 2.8 $61.40 @$62.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 3, 2023 AC 2.4 $70.44 @$70.00
Feb. 27, 2023 AC 2.5 $87.81 @$87.50
Aug. 2, 2022 AC 2.4 $66.02 @$65.00
May 4, 2022 AC 2.6 $62.89 @$62.50
Feb. 23, 2022 AC 2.7 $65.81 @$65.00
Oct. 27, 2021 AC 3.1 $76.32 @$77.50
July 28, 2021 AC 3.1 $83.27 @$82.50

 
 
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