NBIX Options History — October 2022

In October 2022, NBIX traded between $106.57 and $115.41. ATM implied volatility averaged 44.3%, placing in the 33.0% IV rank vs the trailing year. The 30-day expected move averaged 13.0%. IV traded above realized volatility by 15.3% (HV 20d: 28.9%). Max pain ranged from $85.00 to $95.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.63.

Notable Days

  • 2022-10-07: Highest Volume — 1,562 contracts
  • 2022-10-12: Largest IV spike — 40.2% change
  • 2022-10-20: Highest IV Rank — 47.2%
  • 2022-10-20: Largest Expected Move — 15.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$110.64$106.57$115.41$107.36$115.05
Max Pain$86.43$85.00$95.00$95.00$85.00
ATM IV44.3%33.4%52.3%42.1%47.6%
Expected Move13.0%11.2%15.0%12.1%13.7%
HV 20d28.9%25.4%31.9%31.0%25.5%
HV 60d30.5%26.4%31.5%30.0%26.4%
IV Rank33.0%14.1%47.2%28.7%39.0%
IV Percentile63.4%11.5%88.9%55.2%79.4%
Term Structure-1.1%-10.6%10.2%-0.8%-10.6%
VWIV46.9%40.4%53.8%41.2%45.5%
Skew 25d9.8%-1.2%20.6%15.8%-0.1%
Skew 10d17.0%6.2%45.3%18.9%7.8%
Call IV 25d42.3%33.6%49.4%37.8%44.0%
Put IV 25d52.1%43.8%62.9%53.6%43.8%
Bid-Ask Spread %91.4885.0099.2199.2192.62
Gamma HHI0.320.210.470.340.24
Net GEX993.8K584.8K1.7M827.4K943.2K
Net DEX-33.1M-39.0M-27.7M-28.7M-37.4M
Net VEX-83.4K-98.2K-69.1K-82.3K-69.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.630.151.070.320.76
Total Volume724.814351,562916524
Total OI9,060.6198,3269,6718,6808,521

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$107.36$95.0042.1%12.1%31.0%28.7%41.2%15.8%-0.8%827.4K-28.7M-82.3K0.3299.21N/AN/A6932235,1313,549
2022-10-04$109.00$95.0044.6%12.8%31.4%32.9%44.1%6.0%-4.0%796.4K-29.4M-90.7K0.2598.04N/AN/A9392365,1873,545
2022-10-05$108.87$95.0039.2%11.2%30.2%23.8%40.4%16.5%10.2%873.7K-31.0M-87.5K0.3198.82N/AN/A7482325,2793,585
2022-10-06$110.63$85.0037.6%12.5%30.6%21.1%44.1%9.1%-1.7%927.1K-32.8M-85.2K0.3792.71N/AN/A5782135,2783,585
2022-10-07$108.55$85.0044.4%13.9%31.5%32.6%43.0%11.8%-4.8%808.5K-27.7M-98.2K0.1589.50N/AN/A1,3641985,2813,611
2022-10-10$107.07$85.0041.1%13.9%31.9%27.0%44.5%1.1%0.1%1.0M-30.7M-94.7K0.5689.58N/AN/A3602015,7923,623
2022-10-11$106.57$85.0033.4%11.7%30.2%14.1%42.7%5.3%7.2%991.7K-28.8M-91.8K0.6889.32N/AN/A3062095,8473,633
2022-10-12$108.60$85.0046.9%13.4%30.7%37.7%42.1%7.4%-0.1%711.0K-36.9M-92.6K0.8489.05N/AN/A2652225,8733,660
2022-10-13$111.42$85.0047.7%13.7%28.9%39.1%47.7%5.4%-3.9%584.8K-28.6M-82.4K0.6591.26N/AN/A3692415,8983,684
2022-10-14$108.68$85.0045.9%13.2%28.3%36.0%45.2%5.1%2.3%1.1M-32.1M-89.0K0.6692.17N/AN/A3612405,8443,705
2022-10-17$111.25$85.0045.5%13.1%27.8%35.4%51.4%20.4%3.3%1.3M-37.7M-84.0K0.9785.00N/AN/A2542475,9253,715
2022-10-18$112.66$85.0044.8%12.9%27.7%34.2%53.2%16.2%-1.6%1.3M-39.0M-83.6K1.0586.95N/AN/A2122235,9263,711
2022-10-19$109.45$85.0046.1%13.2%29.3%36.3%53.8%13.5%-1.1%1.4M-32.2M-84.0K0.9587.17N/AN/A2422315,9253,712
2022-10-20$110.34$85.0052.3%15.0%28.8%47.2%51.1%14.6%-9.8%1.6M-35.2M-77.3K0.8289.57N/AN/A3162605,9363,722
2022-10-21$111.10$85.0044.0%12.6%28.5%32.8%51.6%-1.2%4.4%1.7M-36.5M-81.2K0.2088.99N/AN/A1,2582515,9353,736
2022-10-24$110.45$85.0048.3%13.8%27.6%40.1%46.9%3.9%-3.6%753.2K-30.7M-75.5K0.7095.17N/AN/A3542495,0533,273
2022-10-25$112.56$85.0047.3%13.6%27.8%38.4%50.9%11.2%-1.4%777.3K-33.2M-76.2K1.0789.65N/AN/A2252415,0943,287
2022-10-26$114.32$85.0040.9%11.7%27.2%27.4%44.5%13.6%-0.7%835.3K-35.4M-75.8K0.7892.20N/AN/A3082395,0913,295
2022-10-27$114.06$85.0044.8%12.9%27.2%34.2%48.6%20.6%-5.2%786.8K-34.2M-76.6K0.5291.24N/AN/A4582405,0873,305
2022-10-28$115.41$85.0044.8%12.8%25.4%34.1%53.2%10.2%-2.0%821.9K-36.7M-72.8K0.5792.81N/AN/A4392525,1283,306
2022-10-31$115.05$85.0047.6%13.7%25.5%39.0%45.5%-0.1%-10.6%943.2K-37.4M-69.1K0.7692.62N/AN/A2982265,2153,306