NBIX Options History — April 2024

In April 2024, NBIX traded between $131.63 and $141.23. ATM implied volatility averaged 36.1%, placing in the 65.7% IV rank vs the trailing year. The 30-day expected move averaged 10.5%. IV traded above realized volatility by 12.2% (HV 20d: 23.9%). Max pain ranged from $130.00 to $140.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.49.

Notable Days

  • 2024-04-29: Highest Volume — 1,379 contracts
  • 2024-04-29: Largest IV spike — 25.1% change
  • 2024-04-29: Highest IV Rank — 86.0%
  • 2024-04-29: Largest Expected Move — 12.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$136.67$131.63$141.23$141.23$138.16
Max Pain$131.36$130.00$140.00$140.00$130.00
ATM IV36.1%31.6%43.1%32.0%41.3%
Expected Move10.5%9.2%12.4%9.2%11.9%
HV 20d23.9%19.9%29.9%21.8%27.8%
HV 60d23.6%22.1%25.9%22.1%25.9%
IV Rank65.7%52.5%86.0%53.6%82.7%
IV Percentile84.1%60.7%98.4%67.1%97.6%
Term Structure-3.4%-9.3%3.1%2.5%-5.9%
VWIV37.6%32.7%44.9%32.7%40.8%
Skew 25d0.3%-3.0%4.1%1.2%3.6%
Skew 10d1.5%-5.1%13.5%0.4%1.5%
Call IV 25d36.8%31.5%47.2%32.6%38.6%
Put IV 25d37.1%30.3%44.2%33.8%42.3%
Bid-Ask Spread %78.0768.2593.8384.2583.57
Gamma HHI0.160.140.190.180.19
Net GEX1.2M-186.3K2.0M1.7M2.0M
Net DEX-40.0M-55.3M-24.3M-55.3M-48.4M
Net VEX-241.2K-258.8K-218.5K-258.8K-251.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.490.022.060.140.16
Total Volume387.545431,379212142
Total OI14,511.04513,25015,77213,25015,772

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-04-01$141.23$140.0032.0%9.2%21.8%53.6%32.7%1.2%2.5%1.7M-55.3M-258.8K0.1484.25N/AN/A186268,2654,985
2024-04-02$137.09$140.0032.8%9.4%24.5%55.8%32.8%-1.1%1.3%1.5M-43.2M-254.9K0.1193.83N/AN/A144168,3455,008
2024-04-03$137.79$140.0032.9%9.4%24.5%56.3%32.9%0.1%3.1%1.6M-46.1M-249.3K0.4980.89N/AN/A55278,3395,002
2024-04-04$136.94$130.0033.8%10.3%24.3%58.9%37.4%0.4%-1.9%1.4M-41.6M-248.7K0.1468.25N/AN/A391548,3465,042
2024-04-05$139.05$130.0031.6%10.7%23.4%52.5%39.2%-1.3%-5.1%1.7M-47.6M-255.6K0.1970.65N/AN/A475898,6125,066
2024-04-08$139.05$130.0032.4%10.3%21.6%54.7%39.9%-0.9%-2.3%1.8M-48.4M-242.7K2.0670.48N/AN/A1643388,9815,161
2024-04-09$139.04$130.0032.6%10.2%21.5%55.2%37.0%0.8%-3.3%1.8M-44.9M-252.4K0.5668.60N/AN/A71409,1125,464
2024-04-10$138.69$130.0035.0%10.0%21.5%62.5%37.7%-0.1%-4.1%1.7M-45.8M-247.7K1.0070.81N/AN/A1541549,1055,497
2024-04-11$137.06$130.0037.1%10.6%20.4%68.4%38.1%-1.0%-3.4%1.5M-40.2M-243.3K0.7072.60N/AN/A118839,2265,602
2024-04-12$135.08$130.0040.7%11.7%19.9%79.0%41.4%-1.1%-1.8%1.1M-33.4M-245.1K0.2772.50N/AN/A62179,2455,631
2024-04-15$132.13$130.0036.7%10.5%20.8%67.2%38.4%1.1%-4.0%444.4K-24.3M-225.0K0.3174.22N/AN/A6211959,2515,636
2024-04-16$133.90$130.0038.0%10.9%21.5%70.9%39.7%2.3%-5.0%735.3K-28.5M-237.8K0.5083.95N/AN/A76389,5375,802
2024-04-17$134.00$130.0037.1%10.6%21.4%68.4%37.7%-1.3%-4.3%669.8K-29.1M-227.4K0.2174.70N/AN/A8521799,5655,770
2024-04-18$132.38$130.0036.0%10.3%21.6%65.2%37.4%0.1%-3.7%30.0K-26.6M-226.8K0.9075.24N/AN/A109989,8025,808
2024-04-19$131.63$130.0038.0%10.9%20.4%70.9%37.4%-0.5%-3.6%-186.3K-24.3M-224.7K0.4475.72N/AN/A3051349,8465,812
2024-04-22$133.21$130.0037.2%10.7%21.0%68.7%36.5%4.1%-4.0%821.2K-30.5M-224.7K0.1181.80N/AN/A164188,3265,355
2024-04-23$140.69$130.0036.9%10.6%29.3%67.8%36.9%3.1%-6.3%1.6M-49.8M-218.5K0.4783.96N/AN/A7233398,4215,345
2024-04-24$138.41$130.0039.1%11.2%29.9%74.2%36.5%0.7%-6.5%1.5M-44.9M-246.2K0.1284.32N/AN/A111139,0315,623
2024-04-25$136.69$130.0036.1%10.3%29.8%65.4%36.0%0.2%-6.2%1.3M-40.5M-240.5K1.8681.47N/AN/A1132109,0715,635
2024-04-26$135.48$130.0034.5%9.9%29.9%60.8%36.1%-1.1%-1.8%1.2M-37.7M-241.6K0.0284.38N/AN/A4219,1475,731
2024-04-29$139.03$130.0043.1%12.4%29.7%86.0%44.9%-3.0%-9.3%1.6M-48.8M-243.8K0.0381.27N/AN/A1,337429,1895,734
2024-04-30$138.16$130.0041.3%11.9%27.8%82.7%40.8%3.6%-5.9%2.0M-48.4M-251.3K0.1683.57N/AN/A1222010,0405,732