NGNE (Neurogene, Inc. Common Stock)
Expected Move & Straddle Price History
The expected move for NGNE 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 NGNE Expected Move
30-Day Straddle
$7.72
7-Day Straddle
$3.95
Avg IV
1.0%
IV Rank
8%
Implied one-standard-deviation move through the next 30 days. Compare to NGNE'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.
NGNE Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260910 | $7.72 | $3.95 | 1.0% | 8% |
| 20260909 | $8.40 | $5.97 | 1.0% | 9% |
| 20260908 | $8.65 | $5.95 | 0.9% | 4% |
| 20260904 | $8.85 | $5.75 | 0.9% | 0% |
| 20260903 | $8.70 | $6.20 | 0.9% | 0% |
| 20260902 | $5.12 | $5.12 | 2.2% | 96% |
| 20260901 | $6.62 | $6.62 | 1.8% | 64% |
| 20260831 | $5.85 | $5.85 | 1.8% | 67% |
| 20260828 | $6.58 | $6.58 | 2.0% | 79% |
| 20260827 | $6.88 | $6.88 | 1.4% | 34% |
| 20260826 | $6.85 | $6.85 | 2.2% | 93% |
| 20260825 | $7.45 | $7.45 | 1.5% | 38% |
| 20260824 | $7.55 | $7.55 | 2.0% | 79% |
| 20260821 | $7.32 | $4.90 | 1.3% | 24% |
| 20260820 | $8.00 | $5.15 | 1.2% | 19% |
| 20260819 | $7.60 | $4.95 | 1.5% | 37% |
| 20260818 | $7.08 | $5.00 | 1.7% | 55% |
| 20260817 | $8.57 | $4.62 | 1.6% | 45% |
| 20260814 | $8.30 | $4.83 | 1.5% | 40% |
| 20260813 | $8.50 | $4.90 | 1.6% | 51% |
| 20260812 | $9.75 | $4.45 | 1.2% | 16% |
| 20260811 | $9.30 | $5.88 | 1.4% | 31% |
| 20260810 | $9.10 | $6.25 | 1.2% | 16% |
| 20260806 | $9.60 | $6.45 | 1.2% | 15% |
| 20260805 | $5.95 | $5.95 | 1.5% | 36% |
| 20260804 | $6.78 | $6.78 | 1.5% | 39% |
| 20260803 | $7.25 | $7.25 | 1.5% | 41% |
| 20260731 | $7.38 | $7.38 | 1.4% | 35% |
| 20260730 | $7.05 | $7.05 | 1.3% | 24% |
| 20260729 | $7.57 | $7.57 | 1.4% | 34% |
| 20260728 | $7.70 | $7.70 | 1.4% | 29% |
| 20260727 | $7.85 | $7.85 | 1.3% | 26% |
| 20260724 | $8.18 | $8.18 | 1.3% | 22% |
| 20260723 | $7.70 | $7.70 | 1.3% | 21% |
| 20260722 | $8.57 | $8.57 | 1.3% | 21% |
| 20260721 | $7.53 | $7.53 | 1.3% | 22% |
| 20260720 | $8.20 | $8.20 | 1.2% | 17% |
| 20260716 | $9.85 | $3.00 | 1.2% | 19% |
| 20260715 | $10.15 | $4.35 | 1.1% | 12% |
| 20260714 | $9.90 | $4.20 | 1.0% | 3% |
| 20260713 | $10.50 | $4.65 | 1.2% | 15% |
| 20260710 | $10.40 | $4.17 | 1.2% | 13% |
| 20260709 | $11.85 | $5.58 | 1.2% | 15% |
| 20260708 | $10.85 | $5.75 | 1.1% | 9% |
| 20260707 | $9.82 | $5.20 | 1.0% | 0% |
| 20260706 | $9.57 | $5.75 | 1.1% | 2% |
| 20260702 | $5.55 | $5.55 | 1.4% | 30% |
| 20260701 | $7.03 | $7.03 | 1.5% | 37% |
| 20260630 | $6.70 | $6.70 | 1.4% | 28% |
| 20260629 | $7.42 | $7.42 | 1.5% | 32% |
| 20260626 | $8.20 | $8.20 | 1.5% | 34% |
| 20260625 | $8.05 | $8.05 | 1.4% | 27% |
| 20260624 | $8.75 | $8.75 | 1.5% | 32% |
| 20260623 | $8.75 | $8.75 | 1.5% | 31% |
| 20260622 | $8.75 | $8.75 | 1.4% | 27% |
| 20260618 | $8.25 | $5.10 | 1.3% | 20% |
| 20260617 | $8.45 | $4.78 | 1.3% | 20% |
| 20260616 | $8.82 | $5.12 | 1.3% | 17% |
| 20260615 | $8.95 | $5.05 | 1.4% | 24% |
| 20260613 | $9.30 | $5.15 | 1.2% | 11% |