Implied Volatility Skew (180-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

NeoGenomics, Inc. (NEO) had 180-Day Implied Volatility Skew of 0.1003 for 2026-04-16.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-04-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4767
Historical Volatility (Parkinson)	0.5400
Implied Volatility (Calls)	0.6613
Implied Volatility (Puts)	0.5512
Implied Volatility (Mean)	0.6062
Put-Call Implied Volatility Ratio	0.8334
Implied Volatility Skew	0.1003
Option Statistics
Put-Call Ratio (Volume)	0.4000
Put-Call Ratio (Open Interest)	0.4588