NBIX Options History — April 2019

In April 2019, NBIX traded between $72.85 and $91.29. ATM implied volatility averaged 50.6%, placing in the 39.2% IV rank vs the trailing year. The 30-day expected move averaged 14.9%. IV traded above realized volatility by 13.7% (HV 20d: 37.0%). Max pain ranged from $80.00 to $80.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.76.

Notable Days

  • 2019-04-30: Highest Volume — 6,421 contracts
  • 2019-04-30: Largest IV drop — 28.1% change
  • 2019-04-29: Highest IV Rank — 56.2%
  • 2019-04-29: Largest Expected Move — 17.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$84.22$72.85$91.29$89.06$72.85
Max Pain$80.00$80.00$80.00$80.00$80.00
ATM IV50.6%43.1%60.5%45.2%43.5%
Expected Move14.9%12.5%17.3%14.6%12.5%
HV 20d37.0%33.7%39.6%37.1%38.2%
HV 60d35.9%34.2%40.9%40.9%37.6%
IV Rank39.2%26.2%56.2%29.8%26.8%
IV Percentile77.5%58.7%95.2%66.7%58.7%
Term Structure-3.6%-10.9%5.8%5.8%-2.4%
VWIV52.4%42.8%60.2%52.1%42.8%
Skew 25d1.2%-1.9%5.4%-1.7%0.0%
Skew 10d1.4%-3.5%4.7%-3.5%1.8%
Call IV 25d51.6%43.3%58.3%47.5%43.3%
Put IV 25d52.8%43.3%62.2%45.8%43.3%
Bid-Ask Spread %53.4726.9863.1761.6526.98
Gamma HHI0.200.140.240.200.14
Net GEX1.1M-67.0K2.1M1.5M-67.0K
Net DEX-14.0M-46.2M29.7M-36.7M29.7M
Net VEX-321.3K-379.6K-241.8K-369.0K-241.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.760.111.331.000.22
Total Volume1,640.4762536,4211,1136,421
Total OI28,66325,84836,43226,90036,432

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-04-01$89.06$80.0045.2%14.6%37.1%29.8%52.1%-1.7%5.8%1.5M-36.7M-369.0K1.0061.65N/AN/A55655715,85511,045
2019-04-02$90.01$80.0046.0%14.4%35.9%31.2%52.0%0.4%3.9%1.6M-40.0M-379.6K1.2361.22N/AN/A49360716,11911,543
2019-04-03$91.09$80.0044.0%14.2%33.7%27.7%50.8%0.2%-1.6%1.7M-44.9M-374.5K1.1563.08N/AN/A51158916,10811,543
2019-04-04$88.32$80.0045.0%14.2%36.3%29.5%50.2%2.3%-1.9%1.6M-31.8M-364.9K0.4662.53N/AN/A59227016,13511,571
2019-04-05$91.21$80.0043.1%13.9%37.1%26.2%48.4%2.0%-2.2%1.9M-44.6M-367.1K0.6163.17N/AN/A53932916,23811,611
2019-04-08$91.29$80.0048.3%14.2%35.7%35.2%49.5%1.4%-2.7%2.0M-46.2M-361.4K1.1662.24N/AN/A11713616,20511,655
2019-04-09$89.77$80.0046.7%14.4%36.4%32.4%50.6%2.0%-3.4%2.0M-38.8M-359.0K0.8760.52N/AN/A17315116,27111,700
2019-04-10$90.37$80.0049.7%14.3%34.9%37.6%50.0%1.3%-1.3%2.1M-41.6M-351.1K0.4261.44N/AN/A58324316,30811,707
2019-04-11$86.51$80.0050.5%14.5%38.7%39.0%51.0%0.7%-3.6%1.7M-22.1M-334.3K0.8453.48N/AN/A34729216,70411,781
2019-04-12$86.49$80.0048.6%13.9%38.6%35.8%48.1%1.5%-1.8%1.8M-20.3M-332.6K1.2854.19N/AN/A24130916,71711,895
2019-04-15$84.67$80.0051.4%14.7%39.3%40.5%51.2%1.9%-4.5%1.2M-10.3M-316.0K0.1655.17N/AN/A2,14734716,72911,961
2019-04-16$84.44$80.0051.5%14.8%38.0%40.7%51.9%1.8%-3.6%1.1M-9.9M-320.1K1.3356.17N/AN/A28638017,31312,249
2019-04-17$81.41$80.0052.4%15.0%39.6%42.2%53.5%0.7%-2.8%244.2K3.9M-302.3K1.2848.84N/AN/A36847217,42712,274
2019-04-18$77.94$80.0053.6%15.4%37.3%44.4%53.4%1.3%-4.3%211.6K18.3M-272.6K0.2449.36N/AN/A95322617,46712,255
2019-04-22$80.11$80.0055.7%16.0%36.5%47.9%55.5%1.6%-6.6%434.6K4.9M-281.5K0.9050.33N/AN/A26924314,71211,136
2019-04-23$81.10$80.0057.2%16.4%36.9%50.6%57.2%0.7%-7.7%521.1K205.6K-296.5K0.1150.89N/AN/A1,78420414,84411,344
2019-04-24$79.36$80.0057.6%16.5%36.9%51.2%58.4%0.8%-8.5%586.6K4.6M-290.6K0.8244.83N/AN/A66654616,17011,350
2019-04-25$78.03$80.0057.7%16.5%37.1%51.4%58.4%2.4%-8.5%456.2K10.3M-277.2K0.8746.78N/AN/A68659516,47711,754
2019-04-26$77.56$80.0055.1%15.8%37.1%47.0%55.9%-1.9%-6.6%340.4K13.5M-267.8K0.6844.30N/AN/A3,5472,41016,56512,072
2019-04-29$77.03$80.0060.5%17.3%34.9%56.2%60.2%5.4%-10.9%598.3K6.9M-288.0K0.2745.65N/AN/A3,36989619,65113,030
2019-04-30$72.85$80.0043.5%12.5%38.2%26.8%42.8%0.0%-2.4%-67.0K29.7M-241.8K0.2226.98N/AN/A5,2771,14422,63013,802