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Neogen Corporation NEOG

HEALTHCARE · MEDICAL DEVICES
i

Market dataready · fetched 2026-10-22T23:09:50.179Z

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 · 2026-10-22T20:49:30.520532886Z

FundamentalsAlpha Vantage · ready · quarter 2026-08-31 · fetched 2026-10-22T23:04:04.289382+00:00

Share price$11.90
1D-0.1%
AH$11.78$11.86$11.95$12.04$12.125:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNEOG
Sold putSold callAH

Neogen Corporation options

Live interpolated NEOG call and put midpoint premiums by absolute delta.Neogen Corporation$0.17$0.96$1.76$2.55$3.34$8.27$10.05$11.83$13.62$15.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NEOG spot · $11.90NEOG PRICE$0.38$0.39$0.40$0.41$0.44$0.61$0.78$0.94$1.11$1.28$1.44$1.61$1.78$0.26$0.33$0.41$0.48$0.56$0.63$0.71$0.78$0.86$1.17$1.82$2.46$3.11
PutsCheap0.63×
CallsCheap0.78×
SkewBullish-9.52 pp
Implied moveBullish±$1.48
TiltBearish8.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.20122.8%47.7%10.2962.4%15.7%
25Δ16.00103.8%37.7%10.5560.0%14.2%
30Δ14.7984.9%27.7%10.8057.7%12.6%
35Δ13.5966.0%17.7%11.0655.3%11.1%
40Δ12.4848.9%8.5%11.3252.9%9.6%
45Δ12.2249.8%7.8%11.5850.6%8.0%
50Δ11.9650.6%7.0%11.8448.2%6.5%
55Δ11.7051.4%6.3%12.0945.8%4.9%
60Δ11.4552.3%5.5%12.3543.5%3.4%
65Δ11.1953.1%4.8%12.7946.5%2.4%
70Δ10.9353.9%4.0%13.4656.8%2.2%
75Δ10.6854.7%3.3%14.1367.0%2.0%
80Δ10.4255.6%2.5%14.8077.3%1.7%

20Δ

Calls
Pseudo strike
17.20
IV
122.8%
B/E move
47.7%
Puts
Pseudo strike
10.29
IV
62.4%
B/E move
15.7%

25Δ

Calls
Pseudo strike
16.00
IV
103.8%
B/E move
37.7%
Puts
Pseudo strike
10.55
IV
60.0%
B/E move
14.2%

30Δ

Calls
Pseudo strike
14.79
IV
84.9%
B/E move
27.7%
Puts
Pseudo strike
10.80
IV
57.7%
B/E move
12.6%

35Δ

Calls
Pseudo strike
13.59
IV
66.0%
B/E move
17.7%
Puts
Pseudo strike
11.06
IV
55.3%
B/E move
11.1%

40Δ

Calls
Pseudo strike
12.48
IV
48.9%
B/E move
8.5%
Puts
Pseudo strike
11.32
IV
52.9%
B/E move
9.6%

45Δ

Calls
Pseudo strike
12.22
IV
49.8%
B/E move
7.8%
Puts
Pseudo strike
11.58
IV
50.6%
B/E move
8.0%

50Δ

Calls
Pseudo strike
11.96
IV
50.6%
B/E move
7.0%
Puts
Pseudo strike
11.84
IV
48.2%
B/E move
6.5%

55Δ

Calls
Pseudo strike
11.70
IV
51.4%
B/E move
6.3%
Puts
Pseudo strike
12.09
IV
45.8%
B/E move
4.9%

60Δ

Calls
Pseudo strike
11.45
IV
52.3%
B/E move
5.5%
Puts
Pseudo strike
12.35
IV
43.5%
B/E move
3.4%

65Δ

Calls
Pseudo strike
11.19
IV
53.1%
B/E move
4.8%
Puts
Pseudo strike
12.79
IV
46.5%
B/E move
2.4%

70Δ

Calls
Pseudo strike
10.93
IV
53.9%
B/E move
4.0%
Puts
Pseudo strike
13.46
IV
56.8%
B/E move
2.2%

75Δ

Calls
Pseudo strike
10.68
IV
54.7%
B/E move
3.3%
Puts
Pseudo strike
14.13
IV
67.0%
B/E move
2.0%

80Δ

Calls
Pseudo strike
10.42
IV
55.6%
B/E move
2.5%
Puts
Pseudo strike
14.80
IV
77.3%
B/E move
1.7%

Options history

No recorded observations