NEO · Expected Move

NeoGenomics, Inc.

The expected move for NEO is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

NEO straddle price & implied vol

60 sessions

Bars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).

Current NEO Expected Move
30-Day Straddle
$2.55
7-Day Straddle
$2.55
30-Day ATM IV
69.9%
IV Rank
53%
Implied one-standard-deviation move through the next 30 days. Compare to NEO's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
NEO Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261027 $2.55 $2.55 69.9% 53%
20261026 $2.50 $2.50 69.5% 51%
20261023 $2.42 $2.42 78.9% 71%
20261022 $2.65 $2.65 77.2% 67%
20261021 $3.42 $3.42 80.8% 75%
20261020 $3.27 $3.27 81.1% 76%
20261019 $3.00 $3.00 72.9% 58%
20261016 $2.47 $0.65 59.8% 24%
20261015 $2.73 $0.82 64.3% 31%
20261014 $2.83 $1.53 63.5% 30%
20261013 $3.08 $1.20 67.7% 37%
20261012 $2.97 $0.80 67.5% 36%
20261009 $2.90 $1.30 72.1% 44%
20261008 $2.65 $1.40 62.3% 28%
20261007 $2.55 $1.15 59.0% 22%
20261006 $3.75 $1.77 70.8% 42%
20261005 $3.98 $1.57 69.0% 39%
20261002 $1.52 $1.52 63.1% 29%
20261001 $1.80 $1.80 64.2% 31%
20260930 $1.77 $1.77 70.3% 41%
20260929 $1.88 $1.88 61.1% 26%
20260928 $1.88 $1.88 61.8% 27%
20260925 $2.12 $2.12 59.8% 24%
20260924 $2.72 $2.72 66.8% 35%
20260923 $2.08 $2.08 58.5% 22%
20260922 $2.12 $2.12 57.8% 20%
20260921 $2.33 $2.33 57.6% 20%
20260918 $2.67 $0.60 54.1% 14%
20260917 $2.35 $0.80 52.7% 12%
20260916 $2.65 $1.68 61.6% 27%
20260915 $2.70 $1.20 56.4% 18%
20260914 $2.52 $1.27 56.9% 19%
20260911 $1.90 $1.20 45.3% 0%
20260910 $2.88 $1.82 52.9% 6%
20260909 $2.40 $1.40 53.9% 8%
20260908 $2.80 $1.52 60.6% 19%
20260904 $2.80 $1.52 59.0% 16%
20260903 $2.73 $1.82 55.9% 11%
20260902 $2.92 $2.92 78.6% 51%
20260901 $1.95 $1.95 57.3% 13%
20260831 $1.82 $1.82 62.4% 22%
20260828 $1.95 $1.95 56.9% 13%
20260827 $1.98 $1.98 62.1% 22%
20260826 $1.88 $1.88 55.5% 10%
20260825 $2.10 $2.10 61.1% 20%
20260824 $2.33 $2.33 67.0% 30%
20260821 $2.15 $0.15 58.2% 15%
20260820 $2.08 $0.90 56.5% 12%
20260819 $2.48 $0.90 61.6% 21%
20260818 $2.10 $0.68 57.1% 13%
20260817 $2.30 $1.60 60.3% 17%
20260814 $1.92 $0.90 49.5% 0%
20260813 $2.42 $1.35 57.0% 0%
20260812 $2.35 $1.92 60.9% 8%
20260811 $2.50 $1.12 56.8% 0%
20260810 $2.15 $2.78 60.5% 4%
20260807 — — 65.9% 15%
20260806 $2.75 $2.55 65.6% 14%
20260805 $2.05 $2.05 70.8% 24%
20260804 $1.65 $1.65 64.1% 11%

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.