NEOG as of Nov 2 · 23:54 ET

NEOGNasdaqIn Vitro & In Vivo Diagnostic Substances

Neogen Corp · Brief

Next report

65 days

Jan 7 · before openest.Q2 FY27

Earnings

Expected move

Inputs

±16.2%implied · straddle

9.9113.73

spot 11.82exp Jan 15ATM strike 12.5ATM straddle 2.25IV 51%

Nov 2 closeprovisional

Expected move

Inputs

Implied vs realized

8 reportsHistory

4 of 8≥ implied

avg implied: ±11.8%
avg realized: ±15.1%

Jan 10 '25±8.2%▼−5.43%×0.66

Apr 9 '25±9.6%▼−28.69%×2.97

Jul 29 '25±12.5%▼−10.89%×0.87

Oct 9 '25±15.8%▲+16.49%×1.04

Q2 FY26±10.1%▲+31.57%×3.13

Q3 FY26±11.7%▼−2.95%×0.25

Q1 FY27±14.7%▲+22.66%×1.54

Oct 6 '26±11.7%▼−2.34%×0.20

quarterimplied−35%0+35%realized×

Oct '26±11.7%▼−2.34%×0.20

Q1 FY27±14.7%▲+22.66%×1.54

Q3 FY26±11.7%▼−2.95%×0.25

Q2 FY26±10.1%▲+31.57%×3.13

Oct '25±15.8%▲+16.49%×1.04

Jul '25±12.5%▼−10.89%×0.87

2 older reports

Apr '25±9.6%▼−28.69%×2.97

Jan '25±8.2%▼−5.43%×0.66

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Bull & bear

Jan 7 report · est.

Bull2

314many managers report a position in the company's shares13F · Jun 30 '26

+14.20%largest reporting managers increased their aggregate holdings over the quarter13F · Jun 30 '26

Bear2 of 3

3tracked funds holding NEOGN-PORT · Aug 31 '26

27a small group of managers hold most of the reported value13F · Jun 30 '26

AI captions · Oct 7 '26once per report · top 2 per case

Linked exposure

NEOG report session

No linked exposure.

Latest changes

30 daysAll changes

Oct 6impliedImplied move: ±11.7% into Oct 6 earnings (Oct 6 close).Source

Your note

privateThesis 0 · Decisions 0 · Observations 0

No thesis.