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Neogen Corp NEOG 13.69 0.69 5.31%

NEOG Historical Options Analysis

Explore NEOG (Neogen Corp) historical options data, volatility, Greeks and positioning. Compare signals over time in the free Historical Lab preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

NEOG / Comparative study

3 signals / 502 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -0.69
12.3
Mean
26.75
Window
-43.2%
ATM IV z 0.06
0.67
Mean
0.65
Window
+45.9%
IV Percentile z 0.32
65.48
Mean
55.65
Window
-0.2%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.54 0.77
ATM IV 0.54 1.00 0.52
IV Percent... 0.77 0.52 1.00
Source observations

Data inspector

1-50 of 502
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-09-21 13.69 12.3 0.67 65.48
2026-09-18 13 10.01 0.6 42.69
2026-09-17 12.83 10.55 0.61 47.04
2026-09-16 12.55 9.2 0.57 35.18
2026-09-15 12.25 9.35 0.57 35.57
2026-09-14 11.95 9.82 0.59 40.48
2026-09-11 11.78 8.59 0.55 30.43
2026-09-10 11.77 8.44 0.54 28.85
2026-09-09 11.92 9.52 0.58 35.97
2026-09-08 11.88 8.51 0.55 29.64
2026-09-07 12.01 7.52 0.52 22.62
2026-09-04 11.83 8.5 0.55 28.85
2026-09-03 11.64 9.15 0.57 32.02
2026-09-02 11.81 9.66 0.58 37.55
2026-09-01 11.64 9.6 0.58 36.11
2026-08-31 11.56 10 0.6 38.65
2026-08-28 11.66 4.31 0.41 1.59
2026-08-27 11.74 4.37 0.41 1.59
2026-08-26 11.7 4.51 0.42 1.59
2026-08-25 11.64 10.73 0.62 48.81
2026-08-24 11.6 10.94 0.63 50.6
2026-08-21 11.95 5.97 0.47 5.16
2026-08-20 11.83 9.81 0.59 35.71
2026-08-19 12.15 4.26 0.41 1.19
2026-08-18 11.57 10.31 0.6 40.87
2026-08-17 11.87 7.85 0.53 23.11
2026-08-14 11.65 8.19 0.54 24.6
2026-08-13 11.89 6.29 0.48 6.75
2026-08-12 11.46 8.85 0.56 26.98
2026-08-11 11.49 8.95 0.56 26.98
2026-08-10 11.4 11.39 0.64 52.59
2026-08-07 11.47 7.28 0.51 18.65
2026-08-06 11.3 9.64 0.58 32.94
2026-08-05 11.4 5.24 0.44 2.38
2026-08-04 11.81 5.07 0.44 1.19
2026-08-03 11.9 6.31 0.48 5.98
2026-07-31 12.04 10.23 0.6 38.89
2026-07-30 11.53 12.27 0.67 59.13
2026-07-29 9.4 14.3 0.73 74.21
2026-07-28 9.19 15.55 0.77 80.16
2026-07-27 9.34 17.68 0.84 86.06
2026-07-24 9.4 13.67 0.71 70.24
2026-07-23 9.61 10.53 0.61 40.87
2026-07-22 9.83 14.88 0.75 76.98
2026-07-21 9.93 11.55 0.64 55.16
2026-07-20 10.01 11.96 0.66 56.97
2026-07-17 10.27 9.57 0.58 32.14
2026-07-16 10.33 10.74 0.62 46.83
2026-07-15 9.98 10.58 0.61 40.48
2026-07-14 9.67 13.51 0.71 65.87