What move does the options market price into Neogen's report?

Implied ±16.2%, either direction · provisional.

How often does Neogen move more than the options market prices?

4 of the last 8 reports moved at least as far as the implied move.

NEOGNasdaqIn Vitro & In Vivo Diagnostic Substances

Neogen Corp (NEOG) earnings date, market-implied expected move, and options open interest by expiry

12.09

+0.27 · +2.26%

Regular session14:38 ET

Open12.17Volume2.8MMkt cap$2.6BEPS-0.26

Day11.75 – 12.1780%52-wk5.37 – 14.2676%

NEOG

Neogen Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

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

Next report

Jan 7

before open · in 65 days

est.Q2 FY27

Calendar

Next report

Last report

−2.34%

vs ±11.7% implied · ×0.20

shaded = implied · ▲▼ = realized

Oct 6 '26 · confirmed

Implied vs realized

Linked news

13dMMM · supplier3M and AWS collaborate to advance optical connectivity innovation

News

Largest filed tie

13F top-10 QoQ

+14.20%

shares held · 10 largest managers

13F · Jun 30 '26126d lag

314 managers

Top fund weight

0.06%

NEOG weight · IWM

N-PORTJun 30 '26

3 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

Neogen (NEOG) is expected to report on Jan 7 before open (estimated date).

Implied vs realized

8 reports

4 of 8≥ implied

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

Jan 10 '25Jan 10 '25confirmed±8.2%▼−5.43%×0.66

Apr 9 '25Apr 9 '25confirmed±9.6%▼−28.69%×2.97

Jul 29 '25Jul 29 '25confirmed±12.5%▼−10.89%×0.87

Oct 9 '25Oct 9 '25confirmed±15.8%▲+16.49%×1.04

Q2 FY26Jan 8 '26confirmed±10.1%▲+31.57%×3.13

Q3 FY26Apr 9 '26confirmed±11.7%▼−2.95%×0.25

Q1 FY27Jul 30 '26confirmed±14.7%▲+22.66%×1.54

Oct 6 '26Oct 6 '26confirmed±11.7%▼−2.34%×0.20

quarterimplied−35%0+35%realized×

Oct '26±11.7%▼−2.34%×0.20

Q1 FY27±14.7%

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

Implied vs realized

Positioning

OI · 4 expiries · Oct 23 close

0.02OI · 4 expiries · Oct 23 closeP/C open interest · Jan 15 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

77+10%Nov 2017d0.11703+14%0.11

1,6800%Dec 1845d0.1511,1030%0.15

report · Jan 7 · before open · est.

1460%Jan 1573d7,1100%

122—Apr 16164d1.03119—1.03

ExpiryPutsCallsP/C

Nov 2017d77+10%703+14%0.11

Dec 1845d1,6800%11,1030%0.15

report · Jan 7 · before open · est.

Jan 1573d1460%

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

scenario · straddle±16.2%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

Dashed = straddleMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ1 FY27

−5.34%as filednet margin · revenue −1.12% QoQ · +6.51% YoY

Revenue$223M−1.12%

Gross profit$106M47.35%−2.18%

Operating income−$2M−0.81%−156.82%

Pre-tax income−$15M−22.69%

Net income−$12M−5.34%−5.18%

Cost of revenue$117M−0.15%

Operating expenses$107M+2.50%

Tax−$3M−261.45%

Other expense−$13M+14.45%

Source: SEC filings · standardized · QE Aug 31 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 2 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 14:30 ET

Intraday

Event sensitivity

FOMC ×1.32· ±3.1% vs ±2.3% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±3.1%12 of 24×1.32

PCEpersonal income & outlays±3.1%11 of 19×1.31

GDPgross domestic product±2.9%13 of 19×1.22

PPIproducer prices±2.3%7 of 10×0.97

NFPjobs report±2.2%5 of 10×0.94

CPIconsumer prices±1.9%5 of 10×0.83

CPROFcorporate profits±1.7%9 of 12×0.73

Bar = avg |move| to ±4% · tick = ±2.3% avg day · ×base = |move| ÷ ±2.3% · min 6 releases

Earnings history

EPS -0.05 · consensus —

Quarter	Reported	EPS	Consensus
Q1 FY27	Jul 30 '26 · confirmed	-0.05	—
Q4 FY26	—	-0.06	—
Q3 FY26	Apr 9 '26 · confirmed	-0.08	—
Q2 FY26	Jan 8 '26 · confirmed	-0.07	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod