NBIX Options History — July 2019

In July 2019, NBIX traded between $83.72 and $96.85. ATM implied volatility averaged 43.9%, placing in the 26.0% IV rank vs the trailing year. The 30-day expected move averaged 12.8%. IV traded above realized volatility by 13.4% (HV 20d: 30.5%). Max pain ranged from $80.00 to $85.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.70.

Notable Days

  • 2019-07-30: Highest Volume — 3,258 contracts
  • 2019-07-30: Largest IV drop — 20.5% change
  • 2019-07-29: Highest IV Rank — 37.9%
  • 2019-07-29: Largest Expected Move — 14.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$87.17$83.72$96.85$85.10$96.85
Max Pain$82.05$80.00$85.00$80.00$85.00
ATM IV43.9%36.2%50.6%37.6%36.3%
Expected Move12.8%10.4%14.5%10.8%10.4%
HV 20d30.5%26.3%43.4%27.5%42.7%
HV 60d35.0%31.7%37.1%36.9%37.1%
IV Rank26.0%12.3%37.9%14.8%12.5%
IV Percentile53.4%21.0%77.4%29.4%21.4%
Term Structure-2.5%-7.0%8.4%7.8%-1.1%
VWIV46.9%36.8%53.9%45.5%36.8%
Skew 25d-0.1%-3.2%1.5%-0.5%0.8%
Skew 10d0.1%-3.6%3.1%-0.6%0.5%
Call IV 25d45.9%36.9%54.2%38.7%36.9%
Put IV 25d45.8%35.0%51.0%38.1%37.7%
Bid-Ask Spread %54.1837.2971.8069.8852.22
Gamma HHI0.190.150.380.150.35
Net GEX1.1M687.1K2.2M863.7K2.0M
Net DEX-10.5M-35.8M-1.6M-6.0M-35.8M
Net VEX-190.3K-211.8K-167.5K-204.4K-211.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.700.042.720.412.72
Total Volume964.6822533,2584753,076
Total OI21,336.54518,59124,07320,40520,873

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-07-01$85.10$80.0037.6%10.8%27.5%14.8%45.5%-0.5%7.8%863.7K-6.0M-204.4K0.4169.88N/AN/A33613912,6537,752
2019-07-02$83.72$80.0036.5%10.5%27.5%13.0%42.9%-1.0%8.1%687.1K-1.6M-195.7K0.9571.80N/AN/A14914212,9207,774
2019-07-03$85.66$80.0036.2%10.4%27.3%12.3%46.0%-2.8%8.4%888.0K-6.5M-202.1K0.1966.34N/AN/A98318712,9927,794
2019-07-05$85.41$80.0037.6%12.9%27.1%14.9%46.5%-0.2%-1.9%896.9K-6.4M-201.1K0.9049.17N/AN/A33830513,7817,843
2019-07-08$84.24$80.0040.8%13.5%27.6%20.5%47.0%1.2%-3.0%785.6K-3.8M-194.6K0.0447.49N/AN/A5462213,9797,948
2019-07-09$86.97$80.0042.2%13.5%29.6%23.0%48.1%1.0%-4.1%1.2M-11.9M-202.6K0.5247.59N/AN/A1,06755514,4087,961
2019-07-10$87.19$80.0046.3%13.3%29.5%30.2%49.1%0.1%-2.8%1.2M-12.3M-204.3K0.8047.27N/AN/A42233714,7728,142
2019-07-11$86.22$80.0046.6%13.4%29.6%30.7%47.6%1.5%-2.2%1.2M-10.0M-196.9K1.3449.18N/AN/A27837314,9098,143
2019-07-12$85.86$80.0046.0%13.2%29.6%29.7%46.7%0.4%-2.7%1.0M-7.4M-195.9K1.1351.87N/AN/A32536815,0218,187
2019-07-15$87.66$80.0047.4%13.6%30.4%32.3%48.8%0.7%-4.5%1.5M-14.1M-195.2K0.8648.64N/AN/A13611715,1068,197
2019-07-16$87.01$80.0047.9%13.7%29.9%33.0%49.3%-0.2%-4.7%1.2M-11.2M-186.3K0.4052.47N/AN/A50620115,1468,187
2019-07-17$88.40$80.0047.2%13.5%30.4%31.8%49.4%0.4%-4.5%1.4M-14.9M-188.0K0.2553.61N/AN/A50112615,2138,275
2019-07-18$88.36$80.0045.7%13.1%30.3%29.1%46.5%0.3%-3.7%1.3M-14.2M-184.1K0.4157.66N/AN/A1,11045715,2138,288
2019-07-19$85.63$85.0046.8%13.4%32.4%31.1%48.0%0.0%-5.0%1.7M-7.9M-177.5K0.1456.01N/AN/A1,41219215,5298,544
2019-07-22$86.78$85.0046.9%13.4%32.7%31.3%47.6%-2.2%-4.8%785.5K-7.0M-181.7K0.2153.94N/AN/A3236810,8717,720
2019-07-23$85.71$85.0046.2%13.2%33.0%30.0%47.1%-0.4%-4.3%738.8K-4.0M-177.7K0.6055.99N/AN/A25315111,0517,756
2019-07-24$86.40$85.0046.3%13.3%28.3%30.2%47.2%0.5%-5.6%810.7K-5.5M-177.4K1.1852.64N/AN/A18421811,1607,829
2019-07-25$85.24$85.0047.0%13.5%28.2%31.5%48.1%-0.4%-6.6%707.3K-2.2M-171.0K0.7360.67N/AN/A23417011,1707,890
2019-07-26$87.39$85.0047.0%13.5%26.9%31.5%48.8%0.4%-6.8%874.0K-7.2M-177.2K0.3855.93N/AN/A33012511,2067,898
2019-07-29$86.51$85.0050.6%14.5%26.3%37.9%53.9%-3.2%-7.0%807.7K-5.0M-167.5K0.3554.21N/AN/A89331011,3107,903
2019-07-30$95.46$85.0040.3%11.5%43.4%19.5%41.0%0.8%-3.5%2.2M-35.6M-194.4K0.9637.29N/AN/A1,6581,60012,0868,004
2019-07-31$96.85$85.0036.3%10.4%42.7%12.5%36.8%0.8%-1.1%2.0M-35.8M-211.8K2.7252.22N/AN/A8262,25011,9138,960