NEOG (Neogen Corp)
Expected Move & Straddle Price History
The expected move for NEOG 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).
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.
Current NEOG Expected Move
30-Day Straddle
$1.88
7-Day Straddle
$1.22
Avg IV
1.0%
IV Rank
32%
Implied one-standard-deviation move through the next 30 days. Compare to NEOG'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.
NEOG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260904 | $1.88 | $1.22 | 1.0% | 32% |
| 20260903 | $1.88 | $0.93 | 1.2% | 42% |
| 20260902 | $1.05 | $1.05 | 1.3% | 48% |
| 20260901 | $1.10 | $1.10 | 1.1% | 37% |
| 20260831 | $1.12 | $1.12 | 1.5% | 58% |
| 20260828 | $1.12 | $1.12 | 0.8% | 22% |
| 20260827 | $1.12 | $1.12 | 0.8% | 20% |
| 20260826 | $1.18 | $1.18 | 1.6% | 61% |
| 20260825 | $1.55 | $1.55 | 1.2% | 44% |
| 20260824 | $1.48 | $1.48 | 1.3% | 47% |
| 20260821 | $1.45 | $0.65 | 0.5% | 5% |
| 20260820 | $1.30 | $0.95 | 1.6% | 64% |
| 20260819 | $1.15 | $0.65 | 0.8% | 20% |
| 20260818 | $1.25 | $1.12 | 1.5% | 60% |
| 20260817 | $2.00 | $1.25 | 0.9% | 25% |
| 20260814 | $2.02 | $0.97 | 1.5% | 55% |
| 20260813 | $1.50 | $1.12 | 0.7% | 17% |
| 20260812 | $1.68 | $1.38 | 1.3% | 46% |
| 20260811 | $1.65 | $1.07 | 1.2% | 42% |
| 20260810 | $1.73 | $1.57 | 0.8% | 20% |
| 20260806 | $1.77 | $1.55 | 0.6% | 8% |
| 20260805 | $1.55 | $1.55 | 2.1% | 90% |
| 20260804 | $1.07 | $1.07 | 1.8% | 72% |
| 20260803 | $1.10 | $1.10 | 2.3% | 98% |
| 20260731 | $1.75 | $1.75 | 1.1% | 36% |
| 20260730 | $1.38 | $1.38 | 1.1% | 38% |
| 20260729 | $1.45 | $1.45 | 1.4% | 50% |
| 20260728 | $1.58 | $1.58 | 1.9% | 79% |
| 20260727 | $1.73 | $1.73 | 1.5% | 58% |
| 20260724 | $1.68 | $1.68 | 1.6% | 62% |
| 20260723 | $1.30 | $1.30 | 1.2% | 44% |
| 20260722 | $1.43 | $1.43 | 1.5% | 58% |
| 20260721 | $1.32 | $1.32 | 1.3% | 47% |
| 20260720 | $1.70 | $1.70 | 1.2% | 43% |
| 20260716 | $1.62 | $0.80 | 1.0% | 28% |
| 20260715 | $1.65 | $0.50 | 0.9% | 28% |
| 20260714 | $1.52 | $0.50 | 0.8% | 22% |
| 20260713 | $1.57 | $0.60 | 0.8% | 19% |
| 20260710 | $1.67 | $0.53 | 1.1% | 36% |
| 20260709 | $1.60 | $0.62 | 1.0% | 28% |
| 20260708 | $1.65 | $0.93 | 0.8% | 22% |
| 20260707 | $1.72 | $0.72 | 1.1% | 37% |
| 20260706 | $1.67 | $0.90 | 0.9% | 23% |
| 20260702 | $0.80 | $0.80 | 2.1% | 91% |
| 20260701 | $0.88 | $0.88 | 1.9% | 76% |
| 20260630 | $1.07 | $1.07 | 2.3% | 100% |
| 20260629 | $1.30 | $1.30 | 2.3% | 100% |
| 20260626 | $1.00 | $1.00 | 1.7% | 71% |
| 20260625 | $1.00 | $1.00 | 1.8% | 76% |
| 20260624 | $1.23 | $1.23 | 1.7% | 72% |
| 20260623 | $1.28 | $1.28 | 1.5% | 63% |
| 20260622 | $1.40 | $1.40 | 1.8% | 77% |
| 20260618 | $1.20 | $0.88 | 1.4% | 57% |
| 20260617 | $1.43 | $0.80 | 1.7% | 70% |
| 20260616 | $1.20 | $0.70 | 1.5% | 60% |
| 20260615 | $1.30 | $1.32 | 1.2% | 45% |
| 20260613 | $1.30 | $0.80 | 1.6% | 65% |
| 20260612 | $1.30 | $0.80 | 1.6% | 65% |
| 20260611 | $1.32 | $0.85 | 1.4% | 53% |
| 20260610 | $1.43 | $0.90 | 1.4% | 54% |