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Neogen Corp NEOG 11.76 0.08 0.68%

Previous-day view · Fri Nov 6 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

No chain in the last ten days can size a move for NEOG.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±11.78%
Average actual move
3.89%
Beyond the implied move
0 / 2
Reaction session Implied Actual Used ATM IV before → after
October 07, 2026 ±13.80% -2.34% 0.17× —
January 10, 2025 ±9.76% -5.43% 0.56× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →