NBIX Options History — July 2022

In July 2022, NBIX traded between $93.70 and $98.85. ATM implied volatility averaged 41.3%, placing in the 24.4% IV rank vs the trailing year. The 30-day expected move averaged 11.5%. IV traded above realized volatility by 11.6% (HV 20d: 29.7%). Max pain ranged from $85.00 to $100.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 1.48.

Notable Days

  • 2022-07-15: Highest Volume — 3,011 contracts
  • 2022-07-07: Largest IV spike — 75.6% change
  • 2022-07-07: Highest IV Rank — 53.8%
  • 2022-07-22: Largest Expected Move — 12.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$95.68$93.70$98.85$98.85$94.15
Max Pain$99.25$85.00$100.00$85.00$100.00
ATM IV41.3%33.1%58.1%35.1%44.7%
Expected Move11.5%10.1%12.8%10.1%12.8%
HV 20d29.7%20.8%38.4%37.2%21.6%
HV 60d37.0%36.8%37.4%37.0%36.9%
IV Rank24.4%10.0%53.8%13.5%30.4%
IV Percentile38.7%3.2%91.3%7.1%65.1%
Term Structure-3.7%-13.8%5.0%5.0%-13.8%
VWIV42.5%35.6%51.6%44.9%51.6%
Skew 25d1.0%-8.6%12.7%2.3%3.3%
Skew 10d9.6%-3.0%29.3%19.3%17.2%
Call IV 25d42.2%34.0%51.7%39.5%47.6%
Put IV 25d43.2%35.6%56.0%41.8%50.9%
Bid-Ask Spread %85.2569.3094.8590.8394.85
Gamma HHI0.360.230.620.320.25
Net GEX1.1M37.8K2.5M2.4M76.0K
Net DEX-29.2M-62.9M-1.6M-62.9M-2.0M
Net VEX-142.2K-180.7K-126.0K-180.7K-127.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.480.462.071.442.07
Total Volume1,457.051,1023,0111,1021,408
Total OI13,957.459,70318,19117,8599,932

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-07-01$98.85$85.0035.1%10.1%37.2%13.5%44.9%2.3%5.0%2.4M-62.9M-180.7K1.4490.83N/AN/A45265013,0154,844
2022-07-05$98.35$100.0038.4%11.5%37.0%19.3%41.5%2.5%-2.2%2.4M-61.2M-162.9K1.0769.30N/AN/A58562813,0174,864
2022-07-06$95.44$100.0033.1%11.4%38.4%10.0%35.6%-7.7%-0.3%2.4M-51.8M-160.5K1.6189.19N/AN/A57993112,9814,868
2022-07-07$95.85$100.0058.1%11.6%38.2%53.8%43.7%6.2%-4.2%2.3M-50.5M-165.6K1.8879.97N/AN/A49693112,9825,172
2022-07-08$95.77$100.0034.5%12.6%37.4%12.4%44.2%3.8%-7.7%2.3M-49.1M-161.6K1.0780.03N/AN/A58762712,9945,172
2022-07-11$96.25$100.0052.7%11.4%37.4%44.3%40.3%0.0%-1.9%2.2M-54.2M-144.5K1.2175.78N/AN/A51862613,0075,172
2022-07-12$95.23$100.0050.6%11.3%35.6%40.7%39.9%-2.1%-4.4%2.5M-49.6M-138.5K1.2185.98N/AN/A52262913,0095,182
2022-07-13$94.76$100.0037.3%10.7%33.3%17.4%38.9%4.5%-0.2%2.5M-49.1M-135.6K1.2381.27N/AN/A51362913,0035,183
2022-07-14$94.24$100.0037.3%10.7%33.3%17.3%36.0%-4.7%1.5%2.2M-50.9M-128.7K1.0481.48N/AN/A62164713,0045,186
2022-07-15$95.20$100.0043.4%12.4%32.6%28.0%41.9%1.9%-7.3%821.2K-57.9M-126.0K0.4685.06N/AN/A2,05895312,9905,187
2022-07-18$93.72$100.0037.6%10.8%28.2%18.0%37.1%0.2%-5.3%37.8K-1.8M-139.7K0.8484.12N/AN/A1,0588934,5975,106
2022-07-19$96.26$100.0038.8%11.1%24.6%19.9%41.2%5.9%-0.2%61.6K-6.1M-141.8K0.8777.19N/AN/A1,0328944,6555,113
2022-07-20$97.80$100.0037.9%10.9%25.1%18.4%42.2%8.5%-2.0%41.6K-8.6M-138.7K1.8889.36N/AN/A4798994,6695,113
2022-07-21$97.45$100.0039.3%11.3%25.1%20.8%41.5%-0.4%0.6%68.4K-9.1M-135.2K2.0187.28N/AN/A4529074,7105,108
2022-07-22$95.43$100.0044.8%12.8%22.6%30.4%45.0%2.3%-12.9%73.0K-5.1M-136.5K2.0189.56N/AN/A4559144,7135,124
2022-07-25$95.05$100.0040.0%11.5%22.3%22.1%47.4%-7.6%-0.4%91.1K-4.1M-134.5K1.9087.78N/AN/A4779054,7235,124
2022-07-26$94.61$100.0036.8%10.6%21.7%16.5%40.6%-2.2%-2.2%84.0K-2.5M-128.4K1.9089.02N/AN/A4779054,7375,138
2022-07-27$95.49$100.0043.6%12.5%20.8%28.4%45.0%-8.6%-3.2%81.5K-5.1M-129.0K1.9093.14N/AN/A4769034,7375,138
2022-07-28$93.70$100.0042.6%12.2%21.5%26.6%50.9%12.7%-13.8%86.7K-1.6M-127.8K1.9993.69N/AN/A4769494,7415,139
2022-07-29$94.15$100.0044.7%12.8%21.6%30.4%51.6%3.3%-13.8%76.0K-2.0M-127.3K2.0794.85N/AN/A4589504,7445,188