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NeoGenomics, Inc. Common Stock NEO

HEALTHCARE · DIAGNOSTICS & RESEARCH
i

Market dataready · fetched 2026-11-12T02:41:27.149Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T00:31:53.193860315Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:41:26.588032+00:00

Share price$16.89
1D-2.4%
AH$16.71$16.90$17.10$17.29$17.485:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNEO
Sold putSold callAH

NeoGenomics, Inc. Common Stock options

Live interpolated NEO call and put midpoint premiums by absolute delta.NeoGenomics, Inc. Common Stock$0.39$0.95$1.50$2.06$2.61$14.75$15.86$16.96$18.06$19.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive NEO spot · $16.89NEO PRICE$0.45$0.56$0.63$0.69$0.74$1.01$1.29$1.58$1.85$2.12$2.43$0.80$0.86$0.92$1.00$1.07$1.15$1.22$1.29$1.36$1.44$1.94$2.45
Puts——
Calls——
Skew——
Implied moveBearish±$1.89
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.43223.3%25.2%
25Δ
30Δ18.3188.0%11.1%15.32152.3%14.4%
35Δ18.0894.5%10.4%15.94131.3%11.1%
40Δ17.7791.9%9.0%16.36119.5%9.1%
45Δ17.4083.9%7.1%16.75108.6%7.2%
50Δ17.0475.8%5.3%17.0899.0%5.7%
55Δ16.7184.8%4.9%17.3191.5%4.7%
60Δ16.3895.7%4.6%17.5484.1%3.8%
65Δ16.06106.5%4.4%17.7776.6%2.8%
70Δ15.67108.9%3.7%18.0169.4%1.9%
75Δ15.26109.4%2.9%18.5874.5%1.5%
80Δ14.83109.4%2.2%19.1479.7%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.43
IV
223.3%
B/E move
25.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
18.31
IV
88.0%
B/E move
11.1%
Puts
Pseudo strike
15.32
IV
152.3%
B/E move
14.4%

35Δ

Calls
Pseudo strike
18.08
IV
94.5%
B/E move
10.4%
Puts
Pseudo strike
15.94
IV
131.3%
B/E move
11.1%

40Δ

Calls
Pseudo strike
17.77
IV
91.9%
B/E move
9.0%
Puts
Pseudo strike
16.36
IV
119.5%
B/E move
9.1%

45Δ

Calls
Pseudo strike
17.40
IV
83.9%
B/E move
7.1%
Puts
Pseudo strike
16.75
IV
108.6%
B/E move
7.2%

50Δ

Calls
Pseudo strike
17.04
IV
75.8%
B/E move
5.3%
Puts
Pseudo strike
17.08
IV
99.0%
B/E move
5.7%

55Δ

Calls
Pseudo strike
16.71
IV
84.8%
B/E move
4.9%
Puts
Pseudo strike
17.31
IV
91.5%
B/E move
4.7%

60Δ

Calls
Pseudo strike
16.38
IV
95.7%
B/E move
4.6%
Puts
Pseudo strike
17.54
IV
84.1%
B/E move
3.8%

65Δ

Calls
Pseudo strike
16.06
IV
106.5%
B/E move
4.4%
Puts
Pseudo strike
17.77
IV
76.6%
B/E move
2.8%

70Δ

Calls
Pseudo strike
15.67
IV
108.9%
B/E move
3.7%
Puts
Pseudo strike
18.01
IV
69.4%
B/E move
1.9%

75Δ

Calls
Pseudo strike
15.26
IV
109.4%
B/E move
2.9%
Puts
Pseudo strike
18.58
IV
74.5%
B/E move
1.5%

80Δ

Calls
Pseudo strike
14.83
IV
109.4%
B/E move
2.2%
Puts
Pseudo strike
19.14
IV
79.7%
B/E move
1.2%

Options history

IV · four-Friday blend57.69%
Daily EOD
NEO56.7%63.6%70.4%2026-10-19: 61.58%2026-10-20: 65.36%2026-10-21: 67.16%2026-10-22: 69.44%2026-10-23: 61.68%2026-10-26: 60.70%2026-10-27: 65.62%2026-10-28: 64.96%2026-10-29: 64.33%2026-10-30: 57.69%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
61.58%
65.36%
67.16%
69.44%
61.68%
60.70%
65.62%
64.96%
64.33%
57.69%