Implied Volatility
The 30-day options-implied volatility of NEO / NeoGenomics, Inc. is 61.68.
61.68%
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-09-05 | 0.62 | 0.84 | |
| 2025-09-04 | 0.60 | 0.85 | |
| 2025-09-03 | 0.63 | 0.78 | |
| 2025-09-02 | 0.64 | 0.82 | |
| 2025-08-29 | 0.64 | 0.54 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-28 | 0.89 | 0.60 | |
| 2025-08-27 | 0.61 | 0.60 | |
| 2025-08-26 | 0.58 | 0.98 | |
| 2025-08-25 | 0.55 | 0.97 | |
| 2025-08-22 | 0.53 | 0.95 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-21 | 0.57 | 0.95 | |
| 2025-08-20 | 0.59 | 0.95 | |
| 2025-08-19 | 0.55 | 0.96 | |
| 2025-08-18 | 0.56 | 0.96 | |
| 2025-08-15 | 0.64 | 0.99 |
Volatility Smile
A volatility smile is a common graph shape that results from plotting the strike price and implied volatility of a group of options with the same underlying asset and expiration date.
