NBIX Options History — June 2024

In June 2024, NBIX traded between $131.31 and $139.85. ATM implied volatility averaged 29.9%, placing in the 49.4% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded below realized volatility by 1.0% (HV 20d: 30.9%). Max pain ranged from $130.00 to $135.00. Net GEX was positive for 17 of 19 trading days. Term structure was in contango for 17 of 19 days. Put/call ratio averaged 0.86.

Notable Days

  • 2024-06-06: Highest Volume — 2,412 contracts
  • 2024-06-28: Largest IV drop — 28.3% change
  • 2024-06-27: Highest IV Rank — 64.1%
  • 2024-06-27: Largest Expected Move — 9.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$134.87$131.31$139.85$139.85$137.19
Max Pain$131.58$130.00$135.00$130.00$135.00
ATM IV29.9%24.8%34.5%30.1%24.8%
Expected Move8.5%7.1%9.9%8.6%7.1%
HV 20d30.9%28.3%33.1%28.3%30.0%
HV 60d28.8%27.5%29.8%27.5%28.9%
IV Rank49.4%34.2%64.1%49.3%34.2%
IV Percentile53.2%17.5%83.7%52.8%17.5%
Term Structure7.5%-0.3%13.1%-0.3%6.8%
VWIV30.3%27.4%34.2%30.9%29.0%
Skew 25d0.3%-9.2%15.3%-1.3%-8.5%
Skew 10d-1.6%-11.6%15.7%-4.8%-9.9%
Call IV 25d29.1%17.7%34.7%31.6%27.9%
Put IV 25d29.3%19.4%35.5%30.4%19.4%
Bid-Ask Spread %91.4185.2999.3199.3196.39
Gamma HHI0.150.130.190.190.14
Net GEX739.1K-63.6K1.6M1.6M1.3M
Net DEX-32.3M-46.3M-23.1M-46.3M-38.3M
Net VEX-310.2K-340.6K-280.9K-299.9K-307.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.860.015.530.240.01
Total Volume411.263182,412177900
Total OI16,371.21112,80118,52915,38313,233

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-06-03$139.85$130.0030.1%8.6%28.3%49.3%30.9%-1.3%-0.3%1.6M-46.3M-299.9K0.2499.31N/AN/A143349,2396,144
2024-06-04$133.93$130.0027.0%7.7%31.8%40.1%30.4%4.7%2.5%851.3K-25.4M-280.9K0.0498.74N/AN/A11149,3436,176
2024-06-05$134.31$130.0032.4%9.3%31.5%56.1%30.7%4.6%-0.3%966.4K-27.3M-286.3K0.3395.34N/AN/A9133009,4176,179
2024-06-06$132.25$130.0032.8%8.7%29.7%57.3%29.4%0.6%6.2%638.3K-23.2M-293.4K1.2889.10N/AN/A1,0571,3559,7816,479
2024-06-07$134.59$130.0026.4%8.2%30.4%38.1%28.3%0.0%7.1%584.6K-31.8M-340.6K0.6390.48N/AN/A795010,6637,737
2024-06-10$135.25$130.0029.0%8.3%29.7%46.0%30.0%-0.4%5.2%716.2K-33.5M-332.3K0.2589.08N/AN/A641610,6957,743
2024-06-11$132.74$130.0028.7%7.5%30.3%45.0%30.1%-1.2%6.6%349.4K-25.5M-328.9K0.2789.51N/AN/A26710,7137,748
2024-06-12$133.97$130.0029.4%8.4%29.6%47.1%29.8%-0.4%6.8%565.5K-30.4M-326.9K0.9089.93N/AN/A635710,7127,748
2024-06-13$136.78$130.0030.8%8.8%29.6%52.6%0.0%-9.2%9.7%1.0M-40.6M-333.7K0.1692.55N/AN/A37610,7697,760
2024-06-14$135.77$130.0028.3%8.1%29.6%45.0%0.0%-3.1%9.0%617.3K-35.2M-323.5K1.3691.38N/AN/A111510,7697,760
2024-06-17$136.03$130.0028.0%8.0%29.6%44.2%31.1%-0.9%13.1%608.8K-35.6M-316.8K0.2090.69N/AN/A15310,7687,760
2024-06-18$131.31$130.0031.6%9.1%31.9%55.1%31.1%-0.6%8.7%-63.6K-23.1M-307.7K5.5385.29N/AN/A1821,00710,7997,725
2024-06-20$134.09$130.0028.6%8.2%33.0%46.1%27.4%-5.3%9.8%288.4K-34.8M-299.4K2.5488.34N/AN/A5614210,8706,800
2024-06-21$134.87$135.0031.0%8.9%33.0%53.3%31.6%15.3%11.4%-28.9K-36.0M-302.7K0.1488.14N/AN/A4616310,8806,904
2024-06-24$133.90$135.0030.8%8.8%32.9%52.6%30.5%3.5%11.9%912.2K-28.5M-300.3K0.2187.33N/AN/A63138,5504,251
2024-06-25$135.09$135.0031.5%9.0%33.1%54.8%30.9%0.2%8.6%959.7K-31.4M-301.4K0.2192.72N/AN/A193418,5664,262
2024-06-26$136.03$135.0032.4%9.3%33.1%57.6%34.2%10.2%11.6%1.1M-33.8M-307.5K0.0290.66N/AN/A22748,6754,279
2024-06-27$134.55$135.0034.5%9.9%29.4%64.1%30.2%-3.0%7.3%1.1M-32.8M-303.7K2.1091.73N/AN/A31658,8774,279
2024-06-28$137.19$135.0024.8%7.1%30.0%34.2%29.0%-8.5%6.8%1.3M-38.3M-307.5K0.0196.39N/AN/A889118,8894,344