NBIX Options History — June 2019

In June 2019, NBIX traded between $79.75 and $85.98. ATM implied volatility averaged 40.9%, placing in the 20.7% IV rank vs the trailing year. The 30-day expected move averaged 11.6%. IV traded above realized volatility by 6.5% (HV 20d: 34.4%). Max pain ranged from $75.00 to $80.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 18 of 20 days. Put/call ratio averaged 0.52.

Notable Days

  • 2019-06-05: Highest Volume — 3,620 contracts
  • 2019-06-12: Largest IV drop — 9.2% change
  • 2019-06-03: Highest IV Rank — 28.8%
  • 2019-06-03: Largest Expected Move — 12.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$83.33$79.75$85.98$82.19$84.37
Max Pain$78.00$75.00$80.00$80.00$80.00
ATM IV40.9%36.4%44.6%44.6%36.4%
Expected Move11.6%10.4%12.8%12.8%10.4%
HV 20d34.4%28.9%40.7%39.9%29.3%
HV 60d37.7%35.8%39.8%39.7%37.3%
IV Rank20.7%12.8%28.8%28.8%12.8%
IV Percentile41.6%21.4%60.3%60.3%21.4%
Term Structure4.6%-1.2%8.3%-1.2%8.3%
VWIV41.3%37.1%45.0%44.3%39.1%
Skew 25d1.0%-1.3%3.0%1.9%0.0%
Skew 10d3.1%-0.5%6.6%2.2%2.6%
Call IV 25d40.7%36.7%45.5%43.7%36.7%
Put IV 25d41.8%36.7%45.6%45.6%36.7%
Bid-Ask Spread %58.8850.2571.6859.2969.00
Gamma HHI0.260.150.850.200.16
Net GEX3.1M255.1K12.6M2.9M719.6K
Net DEX-25.5M-47.2M7.7M-32.4M-3.6M
Net VEX-230.5K-286.0K-182.5K-282.7K-203.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.520.022.020.040.26
Total Volume991.252953,6201,0421,447
Total OI26,184.118,00529,78029,78019,443

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-06-03$82.19$80.0044.6%12.8%39.9%28.8%44.3%1.9%-1.2%2.9M-32.4M-282.7K0.0459.29N/AN/A9984421,0188,762
2019-06-04$83.70$80.0041.3%11.8%40.3%21.3%45.0%3.0%-0.4%3.0M-40.7M-286.0K0.1161.84N/AN/A7628520,4008,779
2019-06-05$81.84$80.0044.2%12.7%40.7%26.4%43.7%-0.4%0.1%2.7M-29.9M-273.4K0.0364.80N/AN/A3,5259520,3958,790
2019-06-06$81.28$75.0043.5%12.0%39.4%25.2%41.7%2.5%4.5%2.4M-20.7M-255.7K0.1053.56N/AN/A7967719,5188,806
2019-06-07$82.11$75.0041.9%11.8%39.1%22.4%40.2%1.7%4.6%2.7M-24.5M-255.0K0.1053.59N/AN/A7907819,4258,810
2019-06-10$82.37$75.0044.6%12.0%39.0%27.2%41.7%2.2%3.7%2.8M-26.1M-246.7K0.0253.17N/AN/A371919,4248,806
2019-06-11$82.06$75.0044.4%11.8%36.1%26.8%42.6%2.0%4.8%2.8M-22.8M-237.0K0.1252.69N/AN/A3734419,2868,810
2019-06-12$83.26$75.0040.3%11.6%34.3%19.6%42.5%1.5%5.0%3.1M-30.6M-239.6K0.1852.82N/AN/A3696619,2858,841
2019-06-13$83.97$75.0040.5%11.6%34.3%20.0%42.1%2.4%4.3%3.4M-34.5M-238.6K0.4750.25N/AN/A32415319,3528,844
2019-06-14$84.18$75.0039.1%11.2%34.1%17.5%41.2%2.0%5.3%3.6M-36.0M-235.0K0.3355.20N/AN/A32310719,3608,913
2019-06-17$85.76$75.0038.7%11.1%34.0%16.7%39.4%1.0%6.3%4.1M-45.7M-225.9K1.2452.26N/AN/A24930919,3608,917
2019-06-18$85.98$80.0041.7%12.0%31.3%22.1%42.3%1.0%3.5%4.3M-47.2M-223.2K1.1054.62N/AN/A60866719,3618,973
2019-06-19$85.53$80.0040.1%11.5%30.6%19.3%41.2%-0.6%5.1%4.1M-44.4M-221.0K2.0263.01N/AN/A29058519,7059,386
2019-06-20$84.97$80.0040.8%11.7%30.4%20.5%41.5%-0.9%5.6%4.3M-40.7M-209.8K1.0553.73N/AN/A58561319,6529,096
2019-06-21$85.06$80.0040.6%11.7%29.5%20.2%42.8%-1.3%4.6%12.6M-42.8M-211.9K0.6354.26N/AN/A1,36786620,0549,395
2019-06-24$84.74$80.0040.3%11.6%29.1%19.6%40.4%-0.0%4.5%619.9K-3.2M-202.5K0.4162.38N/AN/A2098610,6807,325
2019-06-25$81.00$80.0038.8%11.1%33.6%16.9%39.2%0.8%7.3%295.3K5.9M-183.9K0.3471.68N/AN/A94132110,8497,381
2019-06-26$79.75$80.0037.9%10.9%33.8%15.4%38.1%0.7%8.0%255.1K7.7M-182.5K0.6570.68N/AN/A48831711,5467,571
2019-06-27$82.56$80.0037.3%10.7%28.9%14.3%37.1%1.4%7.8%496.3K1.4M-196.4K1.2568.70N/AN/A21727111,6537,711
2019-06-28$84.37$80.0036.4%10.4%29.3%12.8%39.1%0.0%8.3%719.6K-3.6M-203.3K0.2669.00N/AN/A1,15329411,7157,728