NBIX Options History — February 2019 In February 2019, NBIX traded between $77.49 and $88.19. ATM implied volatility averaged 37.5%, placing in the 23.2% IV rank vs the trailing year. The 30-day expected move averaged 10.3%. IV traded above realized volatility by 3.1% (HV 20d: 34.4%). Max pain ranged from $80.00 to $85.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 18 of 19 days. Put/call ratio averaged 0.66.
Notable Days 2019-02-22 : Highest Volume — 3,054 contracts2019-02-06 : Largest IV drop — 35.2% change2019-02-05 : Highest IV Rank — 41.8%2019-02-21 : Largest Expected Move — 11.3%Monthly Statistics Metric Avg Min Max Open Close Price $82.87 $77.49 $88.19 $88.14 $77.93 Max Pain $84.47 $80.00 $85.00 $85.00 $80.00 ATM IV 37.5% 31.9% 49.2% 45.4% 34.9% Expected Move 10.3% 9.1% 11.3% 11.1% 10.0% HV 20d 34.4% 29.9% 47.0% 47.0% 34.5% HV 60d 54.9% 50.0% 60.5% 60.1% 50.2% IV Rank 23.2% 14.2% 41.8% 35.8% 19.0% IV Percentile 41.0% 12.7% 77.4% 66.3% 32.5% Term Structure 4.5% -0.3% 12.0% 1.0% 5.0% VWIV 35.3% 31.1% 39.2% 38.5% 34.8% Skew 25d 3.9% 2.2% 5.9% 3.6% 4.0% Skew 10d 8.6% 4.6% 16.2% 7.8% 9.4% Call IV 25d 34.2% 30.4% 36.6% 36.6% 34.5% Put IV 25d 38.1% 33.7% 42.1% 40.2% 38.5% Bid-Ask Spread % 62.37 53.41 74.07 63.01 53.41 Gamma HHI 0.18 0.14 0.29 0.15 0.15 Net GEX 1.2M 106.4K 2.2M 1.9M 668.8K Net DEX -26.5M -58.6M 10.1M -55.5M 2.2M Net VEX -265.0K -297.9K -230.4K -277.4K -277.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.66 0.04 2.26 0.62 0.14 Total Volume 1,362.789 427 3,054 1,810 1,645 Total OI 26,232.895 18,560 32,596 26,998 23,506
Daily Data (19 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 2019-02-01 $88.14 $85.00 45.4% 11.1% 47.0% 35.8% 38.5% 3.6% 1.0% 1.9M -55.5M -277.4K 0.62 63.01 N/A N/A 1,114 696 18,544 8,454 2019-02-04 $88.10 $85.00 48.9% 10.9% 43.3% 41.3% 38.4% 4.5% 1.1% 2.2M -58.3M -272.3K 0.69 63.64 N/A N/A 556 384 19,201 8,521 2019-02-05 $88.19 $85.00 49.2% 11.1% 29.9% 41.8% 39.2% 5.9% -0.3% 2.2M -58.6M -264.0K 0.63 74.07 N/A N/A 1,502 946 19,205 8,521 2019-02-06 $84.19 $85.00 31.9% 9.1% 31.9% 14.2% 32.2% 3.3% 6.0% 2.2M -41.2M -236.4K 0.91 67.52 N/A N/A 943 855 20,034 8,789 2019-02-07 $81.51 $85.00 34.5% 9.9% 33.6% 18.3% 34.2% 4.5% 5.3% 2.2M -25.6M -248.2K 0.61 68.92 N/A N/A 1,229 747 20,367 9,134 2019-02-08 $83.96 $85.00 35.5% 10.2% 35.2% 20.0% 35.7% 3.4% 7.1% 2.1M -41.2M -264.7K 0.28 53.87 N/A N/A 1,705 478 20,648 9,685 2019-02-11 $84.98 $80.00 35.4% 10.1% 34.1% 19.8% 34.0% 3.2% 7.9% 2.0M -49.6M -265.1K 2.26 67.80 N/A N/A 350 791 21,299 9,804 2019-02-12 $84.67 $85.00 34.1% 9.8% 33.7% 17.8% 32.7% 3.2% 12.0% 1.8M -47.9M -266.5K 0.98 65.53 N/A N/A 510 500 21,491 10,187 2019-02-13 $84.42 $85.00 34.2% 9.8% 32.0% 18.0% 32.7% 2.2% 8.5% 1.6M -47.8M -270.2K 1.84 69.24 N/A N/A 294 540 21,793 10,497 2019-02-14 $84.52 $85.00 34.5% 9.9% 31.9% 18.5% 33.7% 4.9% 9.0% 1.3M -48.1M -268.2K 1.57 65.49 N/A N/A 362 567 21,803 10,556 2019-02-15 $84.53 $85.00 34.2% 9.8% 31.7% 18.0% 31.1% 2.9% 5.0% 463.6K -46.0M -265.3K 0.41 67.75 N/A N/A 963 393 21,979 10,617 2019-02-19 $81.46 $85.00 37.4% 10.7% 31.8% 23.0% 36.1% 3.7% 4.7% 378.2K 1.0M -251.3K 0.25 54.85 N/A N/A 342 85 10,302 8,258 2019-02-20 $79.45 $85.00 37.3% 10.7% 32.5% 22.9% 36.7% 3.0% 1.3% 255.1K 5.8M -241.3K 0.48 58.01 N/A N/A 423 201 10,536 8,315 2019-02-21 $77.49 $85.00 39.3% 11.3% 32.9% 26.0% 37.8% 4.0% 0.5% 106.4K 10.1M -230.4K 0.43 54.01 N/A N/A 833 358 10,752 8,433 2019-02-22 $78.82 $85.00 35.5% 10.2% 34.0% 20.1% 36.5% 4.9% 3.6% 276.3K 7.4M -245.8K 0.12 65.41 N/A N/A 2,718 336 11,335 8,547 2019-02-25 $81.08 $85.00 37.1% 10.6% 34.9% 22.5% 34.9% 4.3% 2.8% 686.8K -3.4M -295.0K 0.04 56.09 N/A N/A 550 23 13,641 8,652 2019-02-26 $80.23 $85.00 36.4% 10.4% 34.7% 21.5% 34.7% 3.4% 2.7% 625.0K -3.0M -297.3K 0.08 58.70 N/A N/A 489 37 13,828 8,663 2019-02-27 $80.88 $85.00 36.6% 10.5% 33.2% 21.7% 36.2% 5.6% 2.6% 688.4K -4.5M -297.9K 0.12 57.69 N/A N/A 1,273 155 13,864 8,664 2019-02-28 $77.93 $80.00 34.9% 10.0% 34.5% 19.0% 34.8% 4.0% 5.0% 668.8K 2.2M -277.0K 0.14 53.41 N/A N/A 1,444 201 14,750 8,756
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