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
$1.30
7-Day Straddle
$1.30
Avg IV
1.2%
IV Rank
44%
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 |
|---|---|---|---|---|
| 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% |
| 20260609 | $1.30 | $0.97 | 1.4% | 57% |
| 20260608 | $1.35 | $1.18 | 1.3% | 48% |
| 20260605 | $1.45 | $1.07 | 1.3% | 47% |
| 20260604 | $1.50 | $1.15 | 1.2% | 46% |
| 20260603 | $1.68 | $1.43 | 1.3% | 49% |
| 20260602 | $1.50 | $1.50 | 1.5% | 61% |
| 20260601 | $1.28 | $1.28 | 1.0% | 30% |
| 20260529 | $1.28 | $1.28 | 1.4% | 54% |
| 20260528 | $1.00 | $1.00 | 1.4% | 56% |
| 20260527 | $1.18 | $1.18 | 1.0% | 33% |
| 20260526 | $1.30 | $1.30 | 1.1% | 37% |
| 20260522 | $1.40 | $1.40 | 0.8% | 23% |
| 20260521 | $1.33 | $1.33 | 0.8% | 19% |
| 20260520 | $1.35 | $1.35 | 0.9% | 28% |
| 20260519 | $1.35 | $1.35 | 1.1% | 39% |
| 20260518 | $1.38 | $1.38 | 1.2% | 46% |
| 20260515 | $1.22 | $1.05 | 1.2% | 43% |
| 20260514 | $1.35 | $2.05 | 1.2% | 44% |
| 20260513 | $1.52 | $1.30 | 0.9% | 24% |
| 20260512 | $1.47 | $1.35 | 0.7% | 17% |
| 20260511 | $1.82 | $1.73 | 1.3% | 48% |
| 20260510 | $1.45 | $0.85 | 1.1% | 39% |
| 20260508 | $1.45 | $0.85 | 0.8% | 19% |
| 20260507 | $1.40 | $0.85 | 0.4% | 0% |
| 20260506 | $1.45 | $0.85 | 0.7% | 13% |
| 20260505 | $1.58 | $0.95 | 0.8% | 21% |
| 20260504 | $2.10 | $1.10 | 1.1% | 38% |
| 20260502 | $0.80 | $0.80 | 0.9% | 25% |
| 20260501 | $0.78 | $0.78 | 1.1% | 37% |
| 20260430 | $0.77 | $0.77 | 1.2% | 43% |