By holding NEO in an approved wallet such as the Neon Wallet will let you earn Gas by holding Neo, and for some of you neo hodlers there might actually be a lot to earn on this.
Check how much GAS you can earn by holding NEO here:
So there you go, transfer your neo from the exchange and into your Neon wallet right away and start earning passive income.
Usefull Links:
Neo To Gas: https://neotogas.com
Neon Wallet: https://github.com/CityOfZion/neon-wallet/releases