NBIX Options History — July 2014 In July 2014, NBIX traded between $12.78 and $15.70. ATM implied volatility averaged 53.2%, placing in the 12.3% IV rank vs the trailing year. The 30-day expected move averaged 21.6%. IV traded above realized volatility by 14.3% (HV 20d: 38.9%). Max pain ranged from $23.00 to $23.00. Net GEX was positive for 17 of 22 trading days. Term structure was in contango for 22 of 22 days. Put/call ratio averaged 1.37.
Notable Days 2014-07-07 : Highest Volume — 2,124 contracts2014-07-30 : Largest IV spike — 59.4% change2014-07-31 : Highest IV Rank — 19.8%2014-07-24 : Largest Expected Move — 23.0%Monthly Statistics Metric Avg Min Max Open Close Price $13.99 $12.78 $15.70 $15.37 $13.58 Max Pain $23.00 $23.00 $23.00 $23.00 $23.00 ATM IV 53.2% 31.9% 61.8% 51.1% 59.5% Expected Move 21.6% 20.8% 23.0% 21.6% 21.4% HV 20d 38.9% 21.4% 49.7% 26.4% 49.1% HV 60d 41.7% 38.8% 44.1% 44.0% 39.3% IV Rank 12.3% 0.0% 19.8% 10.2% 19.8% IV Percentile 39.9% 0.0% 77.0% 24.2% 67.1% Term Structure 15.7% 0.8% 51.0% 0.8% 11.8% VWIV 73.0% 66.6% 78.1% 68.0% 75.2% Skew 25d 9.0% -4.4% 26.9% 21.4% 6.1% Skew 10d 17.5% -5.9% 46.5% 22.7% 20.8% Call IV 25d 51.9% 34.2% 61.1% 34.2% 58.6% Put IV 25d 61.0% 43.8% 71.7% 55.5% 64.7% Bid-Ask Spread % 56.71 29.94 99.58 29.94 56.89 Gamma HHI 0.17 0.11 0.32 0.20 0.11 Net GEX 18.3K -70.7K 115.1K 97.0K 10.3K Net DEX -2.6M -5.9M -76.1K -5.1M -2.1M Net VEX -37.4K -41.9K -33.3K -38.0K -36.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.37 0.02 10.06 1.07 0.13 Total Volume 362.364 47 2,124 412 90 Total OI 18,012.318 16,236 20,222 16,909 17,308
Daily Data (22 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2014-07-01 $15.37 $23.00 51.1% 21.6% 26.4% 10.2% 0.0% 21.4% 0.8% 97.0K -5.1M -38.0K 1.07 29.94 N/A N/A 199 213 10,702 6,207 2014-07-02 $15.49 $23.00 50.5% 22.6% 26.2% 9.8% 0.0% 7.5% 11.7% 115.0K -5.7M -38.5K 0.27 99.58 N/A N/A 222 59 10,819 6,236 2014-07-03 $15.70 $23.00 47.7% 20.8% 21.4% 7.7% 68.0% -4.4% 8.2% 114.4K -5.9M -39.1K 0.02 35.07 N/A N/A 61 1 10,909 6,218 2014-07-07 $15.27 $23.00 58.1% 22.0% 23.9% 15.4% 0.0% 1.6% 25.7% 115.1K -5.4M -37.7K 0.93 57.11 N/A N/A 1,101 1,023 10,957 6,219 2014-07-08 $14.23 $23.00 45.2% 22.1% 32.8% 5.8% 78.1% 3.9% 2.3% 31.5K -3.5M -40.8K 0.97 47.39 N/A N/A 228 222 12,023 7,234 2014-07-09 $14.43 $23.00 52.7% 21.5% 33.2% 11.4% 0.0% 4.2% 14.9% 47.1K -3.2M -41.9K 0.72 42.72 N/A N/A 169 122 12,073 7,221 2014-07-10 $14.16 $23.00 53.1% 21.3% 33.6% 11.7% 0.0% 8.0% 20.0% 2.9K -2.4M -40.0K 0.40 46.93 N/A N/A 162 64 12,015 7,293 2014-07-11 $14.19 $23.00 56.5% 21.0% 33.4% 14.3% 72.1% 12.5% 19.8% 30.6K -2.9M -40.7K 1.17 51.10 N/A N/A 101 118 12,027 7,346 2014-07-14 $14.31 $23.00 57.5% 21.0% 33.4% 15.0% 0.0% 4.8% 12.3% 9.9K -2.8M -39.9K 0.27 43.26 N/A N/A 37 10 12,067 7,412 2014-07-15 $13.37 $23.00 60.4% 22.3% 40.6% 17.2% 0.0% 12.5% 19.0% -18.4K -1.6M -37.5K 3.68 42.83 N/A N/A 152 560 12,078 7,422 2014-07-16 $12.98 $23.00 59.4% 21.7% 41.4% 16.4% 0.0% 11.5% 22.9% -53.0K -732.6K -36.2K 10.06 75.78 N/A N/A 70 704 12,117 7,921 2014-07-17 $12.78 $23.00 61.8% 21.8% 40.7% 18.2% 0.0% 2.1% 13.6% -69.6K -76.1K -35.5K 2.11 44.78 N/A N/A 160 337 12,002 8,040 2014-07-18 $13.35 $23.00 53.4% 21.5% 44.7% 12.0% 66.6% 16.1% 21.9% -70.7K -915.3K -35.1K 1.17 70.55 N/A N/A 65 76 12,033 8,189 2014-07-21 $13.17 $23.00 57.2% 20.9% 44.6% 14.8% 0.0% 11.9% 12.3% 3.0K -1.2M -35.2K 0.14 45.86 N/A N/A 107 15 9,806 6,430 2014-07-22 $13.55 $23.00 58.3% 21.0% 46.1% 15.6% 77.8% 13.2% 5.6% 2.1K -1.4M -35.1K 0.39 39.03 N/A N/A 294 114 9,864 6,445 2014-07-23 $13.71 $23.00 53.1% 22.4% 46.5% 11.8% 0.0% 21.4% 7.4% 10.0K -2.0M -37.0K 1.82 43.08 N/A N/A 65 118 10,097 6,554 2014-07-24 $13.67 $23.00 43.3% 23.0% 46.5% 4.4% 0.0% 26.9% 51.0% 13.8K -2.4M -37.0K 0.21 97.67 N/A N/A 97 20 10,142 6,658 2014-07-25 $13.53 $23.00 49.5% 21.4% 46.5% 9.0% 0.0% 6.5% 16.5% 7.6K -1.8M -36.4K 2.22 74.77 N/A N/A 37 82 10,226 6,668 2014-07-28 $13.18 $23.00 59.7% 21.9% 47.1% 16.6% 0.0% 10.7% 12.6% 7.7K -1.7M -35.6K 0.34 54.91 N/A N/A 134 46 10,256 6,745 2014-07-29 $13.70 $23.00 31.9% 20.9% 49.7% 0.0% 0.0% -4.1% 16.5% -11.9K -1.6M -33.3K 0.83 76.68 N/A N/A 81 67 10,307 6,779 2014-07-30 $14.00 $23.00 50.8% 21.4% 48.5% 13.6% 0.0% 4.6% 18.2% 8.0K -2.4M -36.8K 1.26 71.67 N/A N/A 163 206 10,367 6,839 2014-07-31 $13.58 $23.00 59.5% 21.4% 49.1% 19.8% 75.2% 6.1% 11.8% 10.3K -2.1M -36.6K 0.13 56.89 N/A N/A 80 10 10,464 6,844
« Jun 2014 | All History | Aug 2014 » Home NBIX History July 2014