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Neogen Corp NEOG 13.69 0.69 5.31%

NEOG Gamma Exposure (GEX)

NEOG (Neogen Corp): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.669
Put Call Ratio (OI)
0.288
Put Call Ratio (Vol)
0.0152
IV Rank
12.3
IV Percentile
65.5
Max Pain
12.5

Gamma exposure (2026-09-21)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
25.0
207.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-11.1
11.1
View values by strike
NEOG · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
5.00 12.1 -351
7.50 16.2 -22.1 K
10.00 602 -1.55 K
12.50 373 K -2.71 K
15.00 132 K 0
17.50 182 0
20.00 286 0