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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Neogen Corporation (NEOG) - NASDAQ Next Earnings Date: April 9, 2025 BO
EVR: 3.2
Avg Daily Volume: 3,857,320    Market Cap: 2.3B
Sector: Healthcare    Short Interest: 10.16
Live Interactive Chart
Days to Next Earnings: 8 Days
Implied Move Monthly: 14.66%       Expires on: April 17, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 47
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
April 9, 2025 BO None $0.00 @$7.50 $1.23
($8.39)
14.66% -None% I -None% I $0.00 $0.00
( N/A )
None%
Jan. 9, 2025 BO 2.9 $13.07 @$12.50 $1.27
($13.07)
10.16% -10.4% O -5.43% I $12.36 $0.62
( $12.36 )
-51.18%
Oct. 10, 2024 BO 2.8 $14.85 @$15.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 30, 2024 BO 2.8 $17.30 @$17.50
April 9, 2024 BO 2.4 $14.38 @$15.00
Jan. 9, 2024 BO 2.0 $19.84 @$20.00
Oct. 10, 2023 BO 2.0 $16.96 @$17.50
July 27, 2023 BO 2.1 $22.58 @$22.50
March 30, 2023 BO 2.0 $18.49 @$18.50
Jan. 5, 2023 BO 2.1 $15.57 @$15.50

 
 
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