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
$9.40
7-Day Straddle
$5.15
Avg IV
1.3%
IV Rank
15%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260612 $9.40 $5.15 1.3% 15%
20260611 $7.83 $5.45 1.3% 14%
20260610 $9.80 $5.90 1.3% 19%
20260609 $10.00 $6.47 1.4% 25%
20260608 $9.40 $6.98 1.3% 17%
20260605 $8.88 $5.15 1.3% 14%
20260604 $9.50 $6.97 1.3% 14%
20260603 $8.82 $4.83 1.2% 20%
20260602 $4.88 $4.88 2.1% 85%
20260601 $7.22 $7.22 2.3% 100%
20260529 $6.22 $6.22 1.9% 72%
20260528 $6.95 $6.95 1.6% 48%
20260527 $6.47 $6.47 1.9% 74%
20260526 $6.00 $6.00 1.9% 72%
20260522 $7.45 $7.45 1.6% 53%
20260521 $7.68 $7.68 1.7% 57%
20260520 $7.15 $7.15 1.8% 66%
20260519 $6.83 $6.83 1.7% 58%
20260518 $8.00 $8.00 1.7% 58%
20260515 $8.82 $5.00 1.6% 55%
20260514 $9.50 $5.20 1.7% 57%
20260513 $9.10 $5.20 1.6% 50%
20260512 $9.38 $5.40 1.6% 50%
20260511 $9.40 $5.50 1.5% 48%
20260510 $9.65 $4.55 1.5% 47%
20260508 $9.65 $4.55 1.6% 50%
20260507 $10.35 $6.30 1.5% 42%
20260506 $10.30 $6.12 1.5% 49%
20260505 $9.65 $6.00 1.4% 36%
20260504 $10.00 $5.70 1.3% 32%
20260502 $6.20 $6.20 1.6% 54%
20260501 $6.10 $6.10 1.7% 58%
20260430 $6.15 $6.15 1.7% 63%
20260429 $6.00 $6.00 1.6% 50%
20260428 $6.80 $6.80 1.8% 65%
20260427 $6.65 $6.65 1.8% 68%
20260424 $6.80 $6.80 1.4% 39%
20260423 $5.83 $5.83 1.3% 29%
20260422 $6.90 $6.90 1.5% 49%
20260421 $6.78 $6.78 1.7% 59%
20260420 $8.10 $8.10 1.4% 37%
20260417 $7.70 $5.20 1.4% 35%
20260416 $6.85 $4.90 1.3% 29%
20260415 $7.20 $4.68 1.4% 42%
20260414 $5.72 $4.95 1.4% 37%
20260413 $5.35 $4.50 1.5% 45%
20260410 $5.78 $4.90 1.4% 25%
20260409 $6.30 $4.90 1.2% 19%
20260408 $7.90 $6.75 2.2% 71%
20260407 $6.15 $4.90 1.2% 18%
20260406 $6.38 $4.90 1.3% 22%
20260402 $6.33 $5.25 1.4% 25%
20260401 $5.25 $5.25 1.7% 44%
20260331 $4.95 $4.95 1.8% 52%
20260330 $4.90 $4.90 2.1% 63%
20260327 $5.20 $5.20 1.5% 34%
20260326 $5.45 $5.45 1.7% 45%
20260325 $5.70 $5.70 1.8% 50%
20260324 $5.50 $5.50 1.4% 28%
20260323 $5.10 $5.10 1.5% 34%