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NEOG - Neogen
Implied Volatility Analysis

Implied Volatility:
64.7%
Put/Call-Ratio:
24.28

Neogen has an Implied Volatility (IV) of 64.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for NEOG is 5 and the Implied Volatility Percentile (IVP) is 6. The current Implied Volatility Index for NEOG is -1.15 standard deviations away from its 1 year mean.

Market Cap$1.57B
Next Earnings Date12/20/2022 (79d)
Implied Volatility (IV) 30d
64.68
Implied Volatility Rank (IVR) 1y
4.88
Implied Volatility Percentile (IVP) 1y
6.24
Historical Volatility (HV) 30d
54.44
IV / HV
1.19
Open Interest
23.22K
Option Volume
3.74K
Put/Call Ratio (Volume)
24.28

Data was calculated after the 9/30/2022 closing.

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