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Neogen Corporation Common Stock NEOG

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Market datapartial · fetched 2026-10-22T17:35:27.542Z

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 · 2026-10-22T17:35:03.421290405Z

FundamentalsAlpha Vantage · unavailable

Share price$11.86
1D-0.5%
$11.78$11.86$11.95$12.04$12.125:30 AM6:30 AM9:00 AM1:00 PMNEOG
Sold putSold call

Neogen Corporation Common Stock options

Live interpolated NEOG call and put midpoint premiums by absolute delta.Neogen Corporation Common Stock$0.33$0.72$1.11$1.51$1.90$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICENEOG PRICE$0.38$0.38$0.38$0.38$0.45$0.62$0.79$0.95$1.12$1.29$1.45$1.62$1.78
Puts——
CallsCheap0.75×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.16122.2%47.9%
25Δ15.84100.7%36.7%
30Δ14.5279.1%25.6%
35Δ13.2057.5%14.4%
40Δ12.3846.7%8.2%
45Δ12.1348.0%7.5%
50Δ11.8849.2%6.8%
55Δ11.6250.4%6.0%
60Δ11.3751.7%5.3%
65Δ11.1252.9%4.6%
70Δ10.8754.2%3.9%
75Δ10.6255.4%3.2%
80Δ10.3656.6%2.4%

20Δ

Calls
Pseudo strike
17.16
IV
122.2%
B/E move
47.9%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
15.84
IV
100.7%
B/E move
36.7%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
14.52
IV
79.1%
B/E move
25.6%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
13.20
IV
57.5%
B/E move
14.4%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
12.38
IV
46.7%
B/E move
8.2%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
12.13
IV
48.0%
B/E move
7.5%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
11.88
IV
49.2%
B/E move
6.8%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
11.62
IV
50.4%
B/E move
6.0%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
11.37
IV
51.7%
B/E move
5.3%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
11.12
IV
52.9%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
10.87
IV
54.2%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
10.62
IV
55.4%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
10.36
IV
56.6%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations