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NeoGenomics, Inc. Common Stock NEO

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Market datapartial · fetched 2026-10-22T23:49:11.008Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:00:01.247349732Z

FundamentalsAlpha Vantage · unavailable

Share price$16.39
1D-3.0%
AH$16.07$16.37$16.66$16.96$17.265:30 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$0.40$1.53$2.67$3.80$4.93$11.49$13.94$16.40$18.86$21.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NEO spot · $16.39NEO PRICE$0.52$0.53$0.55$0.66$0.96$1.25$1.55$1.60$1.65$1.98$2.32$2.88$3.55$1.00$1.03$1.04$1.04$1.03$1.31$1.64$1.83$1.96$2.08$2.73$3.67$4.60
PutsExpensive1.10×
CallsExpensive1.21×
SkewBullish-0.50 pp
Implied moveBearish±$3.19
TiltBearish11.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.98118.0%43.4%12.52155.3%29.8%
25Δ20.3189.6%27.1%13.79124.9%22.2%
30Δ18.6069.2%16.8%14.72101.4%16.5%
35Δ17.9666.4%13.6%15.3785.1%12.6%
40Δ17.6676.9%13.6%15.9369.7%9.1%
45Δ17.3687.5%13.5%16.4071.8%8.0%
50Δ17.0598.0%13.5%16.8576.2%7.2%
55Δ16.5187.8%10.5%17.2274.3%6.1%
60Δ15.9375.9%7.2%17.5569.0%4.9%
65Δ15.4479.2%6.3%17.8863.6%3.6%
70Δ14.9482.9%5.3%18.6666.9%2.8%
75Δ14.2790.9%4.6%19.6774.8%2.4%
80Δ13.4799.8%3.9%20.6882.7%1.9%

20Δ

Calls
Pseudo strike
22.98
IV
118.0%
B/E move
43.4%
Puts
Pseudo strike
12.52
IV
155.3%
B/E move
29.8%

25Δ

Calls
Pseudo strike
20.31
IV
89.6%
B/E move
27.1%
Puts
Pseudo strike
13.79
IV
124.9%
B/E move
22.2%

30Δ

Calls
Pseudo strike
18.60
IV
69.2%
B/E move
16.8%
Puts
Pseudo strike
14.72
IV
101.4%
B/E move
16.5%

35Δ

Calls
Pseudo strike
17.96
IV
66.4%
B/E move
13.6%
Puts
Pseudo strike
15.37
IV
85.1%
B/E move
12.6%

40Δ

Calls
Pseudo strike
17.66
IV
76.9%
B/E move
13.6%
Puts
Pseudo strike
15.93
IV
69.7%
B/E move
9.1%

45Δ

Calls
Pseudo strike
17.36
IV
87.5%
B/E move
13.5%
Puts
Pseudo strike
16.40
IV
71.8%
B/E move
8.0%

50Δ

Calls
Pseudo strike
17.05
IV
98.0%
B/E move
13.5%
Puts
Pseudo strike
16.85
IV
76.2%
B/E move
7.2%

55Δ

Calls
Pseudo strike
16.51
IV
87.8%
B/E move
10.5%
Puts
Pseudo strike
17.22
IV
74.3%
B/E move
6.1%

60Δ

Calls
Pseudo strike
15.93
IV
75.9%
B/E move
7.2%
Puts
Pseudo strike
17.55
IV
69.0%
B/E move
4.9%

65Δ

Calls
Pseudo strike
15.44
IV
79.2%
B/E move
6.3%
Puts
Pseudo strike
17.88
IV
63.6%
B/E move
3.6%

70Δ

Calls
Pseudo strike
14.94
IV
82.9%
B/E move
5.3%
Puts
Pseudo strike
18.66
IV
66.9%
B/E move
2.8%

75Δ

Calls
Pseudo strike
14.27
IV
90.9%
B/E move
4.6%
Puts
Pseudo strike
19.67
IV
74.8%
B/E move
2.4%

80Δ

Calls
Pseudo strike
13.47
IV
99.8%
B/E move
3.9%
Puts
Pseudo strike
20.68
IV
82.7%
B/E move
1.9%

Options history

No recorded observations