Neogen (NEOG)'s 30-day implied volatility (IV30) was 42.7% at the close on October 16, 2026, up from 41.4% the day before, against a 52-week range of 32.4% to 77.2%. Its 20-day historical volatility was 53.1%.
Key numbers
30-day implied volatility (IV30): 42.7%
IV30 52-week range: 32.4% to 77.2% (median 50.3%)
Historical volatility: 20-day 53.1%, 1-year 47.9%
Implied move by the nearest expiration: ±2.8%
Data as of October 16, 2026.
NEOG Implied Volatility (IV) vs Historical Volatility (HV)
The NEOG IV term structure shows the implied volatility difference between different maturity dates.