NGNE · Expected Move
Neurogene, Inc. Common Stock
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).
NGNE 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 NGNE Expected Move
30-Day Straddle
$5.35
7-Day Straddle
$5.35
30-Day ATM IV
88.2%
IV Rank
17%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $5.35 | $5.35 | 88.2% | 17% |
| 20261023 | $6.00 | $6.00 | 113.3% | 64% |
| 20261022 | $5.22 | $5.22 | 93.3% | 26% |
| 20261021 | $5.45 | $5.45 | 95.9% | 31% |
| 20261020 | $6.25 | $6.25 | 104.8% | 48% |
| 20261019 | $5.28 | $5.28 | 94.2% | 28% |
| 20261016 | $5.60 | $5.00 | 87.8% | 16% |
| 20261015 | $6.05 | $4.90 | 92.5% | 25% |
| 20261014 | $5.40 | $4.90 | 96.1% | 31% |
| 20261013 | $5.35 | $5.30 | 93.1% | 26% |
| 20261012 | $5.65 | $3.73 | 88.1% | 16% |
| 20261009 | $6.50 | $3.98 | 88.8% | 18% |
| 20261008 | $6.47 | $4.00 | 82.3% | 5% |
| 20261007 | $6.00 | $3.70 | 86.3% | 13% |
| 20261006 | $6.17 | $3.80 | 88.9% | 18% |
| 20261005 | $6.30 | $3.75 | 89.5% | 19% |
| 20261002 | $5.50 | $5.50 | 99.7% | 38% |
| 20261001 | $4.00 | $4.00 | 96.1% | 31% |
| 20260930 | $5.20 | $5.20 | 90.8% | 21% |
| 20260929 | $5.47 | $5.47 | 93.4% | 26% |
| 20260928 | $5.83 | $5.83 | 93.3% | 26% |
| 20260925 | $5.88 | $5.88 | 92.0% | 24% |
| 20260924 | $4.70 | $4.70 | 79.4% | 0% |
| 20260923 | $4.72 | $4.72 | 81.0% | 0% |
| 20260922 | $6.03 | $6.03 | 86.4% | 9% |
| 20260921 | $6.33 | $6.33 | 89.2% | 15% |
| 20260918 | $6.95 | $10.38 | 88.1% | 13% |
| 20260917 | $8.05 | $5.65 | 92.5% | 21% |
| 20260916 | $6.55 | $4.90 | 82.8% | 2% |
| 20260915 | $6.65 | $4.95 | 81.6% | 0% |
| 20260914 | $7.05 | $5.00 | 85.6% | 7% |
| 20260911 | $7.80 | $5.18 | 89.5% | 15% |
| 20260910 | $7.72 | $3.95 | 84.7% | 5% |
| 20260909 | $8.40 | $5.97 | 89.1% | 14% |
| 20260908 | $8.65 | $5.95 | 85.5% | 7% |
| 20260904 | $8.85 | $5.75 | 82.0% | 0% |
| 20260903 | $8.70 | $6.20 | 85.0% | 6% |
| 20260902 | $5.12 | $5.12 | 81.9% | 0% |
| 20260901 | $6.62 | $6.62 | 83.4% | 0% |
| 20260831 | $5.85 | $5.85 | 88.7% | 10% |
| 20260828 | $6.58 | $6.58 | 90.3% | 13% |
| 20260827 | $6.88 | $6.88 | 84.4% | 1% |
| 20260826 | $6.85 | $6.85 | 85.9% | 4% |
| 20260825 | $7.45 | $7.45 | 88.1% | 8% |
| 20260824 | $7.55 | $7.55 | 90.9% | 14% |
| 20260821 | $7.32 | $4.90 | 84.1% | 0% |
| 20260820 | $8.00 | $5.15 | 89.9% | 11% |
| 20260819 | $7.60 | $4.95 | 84.8% | 0% |
| 20260818 | $7.08 | $5.00 | 86.3% | 0% |
| 20260817 | $8.57 | $4.62 | 97.8% | 11% |
| 20260814 | $8.30 | $4.83 | 95.2% | 4% |
| 20260813 | $8.50 | $4.90 | 96.6% | 8% |
| 20260812 | $9.75 | $4.45 | 101.9% | 21% |
| 20260811 | $9.30 | $5.88 | 103.0% | 24% |
| 20260810 | $9.10 | $6.25 | 100.3% | 17% |
| 20260807 | — | — | 101.9% | 21% |
| 20260806 | $9.60 | $6.45 | 100.8% | 19% |
| 20260805 | $5.95 | $5.95 | 100.7% | 18% |
| 20260804 | $6.78 | $6.78 | 104.3% | 27% |
| 20260803 | $7.25 | $7.25 | 104.0% | 27% |
More on NGNE
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.