NEOG · Expected Move
Neogen Corp
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).
NEOG straddle price & implied vol
60 sessionsBars: 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 NEOG Expected Move
30-Day Straddle
$1.23
7-Day Straddle
$1.23
30-Day ATM IV
41.8%
IV Rank
2%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.23 | $1.23 | 41.8% | 2% |
| 20261021 | $1.48 | $1.48 | 44.5% | 6% |
| 20261020 | $1.42 | $1.42 | 51.2% | 17% |
| 20261019 | $1.43 | $1.43 | 46.4% | 9% |
| 20261016 | $1.40 | $0.78 | — | — |
| 20261015 | $1.50 | $0.25 | 48.0% | 12% |
| 20261014 | $1.40 | $0.53 | 44.9% | 7% |
| 20261013 | $1.38 | $0.78 | 46.8% | 10% |
| 20261012 | $1.45 | $0.75 | 46.2% | 9% |
| 20261009 | $1.60 | $0.85 | 48.3% | 13% |
| 20261008 | $1.68 | $0.78 | 57.4% | 28% |
| 20261007 | $1.88 | $1.10 | 54.4% | 23% |
| 20261006 | $2.08 | $1.65 | 66.8% | 43% |
| 20261005 | $2.52 | $1.82 | 98.9% | 97% |
| 20261002 | $1.80 | $1.80 | 68.8% | 47% |
| 20261001 | $1.62 | $1.62 | 81.2% | 67% |
| 20260930 | $1.70 | $1.70 | 64.7% | 40% |
| 20260929 | $1.60 | $1.60 | 64.6% | 40% |
| 20260928 | $1.88 | $1.88 | 61.1% | 34% |
| 20260925 | $2.05 | $2.05 | 61.9% | 35% |
| 20260924 | $2.02 | $2.02 | 63.5% | 38% |
| 20260923 | $1.93 | $1.93 | 63.6% | 37% |
| 20260922 | $2.00 | $2.00 | 62.3% | 34% |
| 20260921 | $2.05 | $2.05 | 59.1% | 29% |
| 20260918 | $1.85 | $0.93 | 62.5% | 35% |
| 20260917 | $1.65 | $0.40 | 57.5% | 27% |
| 20260916 | $1.62 | $0.85 | 56.3% | 25% |
| 20260915 | $1.70 | $0.57 | 59.2% | 29% |
| 20260914 | $1.48 | $0.85 | 52.7% | 19% |
| 20260911 | $1.60 | $0.83 | 100.7% | 96% |
| 20260910 | $1.75 | $0.97 | 60.5% | 32% |
| 20260909 | $1.98 | $0.90 | 58.3% | 28% |
| 20260908 | $1.80 | $0.83 | 60.3% | 31% |
| 20260904 | $1.88 | $1.22 | 61.3% | 33% |
| 20260903 | $1.88 | $0.93 | 62.2% | 34% |
| 20260902 | $1.05 | $1.05 | 57.6% | 27% |
| 20260901 | $1.10 | $1.10 | 46.6% | 9% |
| 20260831 | $1.12 | $1.12 | 54.3% | 22% |
| 20260828 | $1.12 | $1.12 | 53.6% | 20% |
| 20260827 | $1.12 | $1.12 | 50.1% | 15% |
| 20260826 | $1.18 | $1.18 | 45.7% | 8% |
| 20260825 | $1.55 | $1.55 | 58.2% | 28% |
| 20260824 | $1.48 | $1.48 | 56.1% | 25% |
| 20260821 | $1.45 | $0.65 | 58.6% | 29% |
| 20260820 | $1.30 | $0.95 | 57.2% | 26% |
| 20260819 | $1.15 | $0.65 | 40.8% | 0% |
| 20260818 | $1.25 | $1.12 | 52.8% | 15% |
| 20260817 | $2.00 | $1.25 | 60.0% | 27% |
| 20260814 | $2.02 | $0.97 | 65.7% | 37% |
| 20260813 | $1.50 | $1.12 | 51.9% | 13% |
| 20260812 | $1.68 | $1.38 | 54.0% | 17% |
| 20260811 | $1.65 | $1.07 | 58.8% | 25% |
| 20260810 | $1.73 | $1.57 | 52.7% | 15% |
| 20260807 | — | — | 56.5% | 21% |
| 20260806 | $1.77 | $1.55 | 51.6% | 13% |
| 20260805 | $1.55 | $1.55 | 55.1% | 19% |
| 20260804 | $1.07 | $1.07 | 49.9% | 10% |
| 20260803 | $1.10 | $1.10 | 54.7% | 18% |
| 20260731 | $1.75 | $1.75 | 67.9% | 40% |
| 20260730 | $1.38 | $1.38 | 56.6% | 21% |
More on NEOG
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.