NBIX Options History — July 2024 In July 2024, NBIX traded between $137.83 and $148.07. ATM implied volatility averaged 50.5%, placing in the 85.5% IV rank vs the trailing year. The 30-day expected move averaged 15.0%. IV traded above realized volatility by 28.1% (HV 20d: 22.4%). Max pain ranged from $130.00 to $140.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 19 of 22 days. Put/call ratio averaged 0.53.
Notable Days 2024-07-31 : Highest Volume — 1,188 contracts2024-07-10 : Largest IV spike — 37.0% change2024-07-15 : Highest IV Rank — 100.0%2024-07-30 : Largest Expected Move — 26.4%Monthly Statistics Metric Avg Min Max Open Close Price $144.05 $137.83 $148.07 $139.58 $141.76 Max Pain $133.86 $130.00 $140.00 $135.00 $140.00 ATM IV 50.5% 27.1% 92.2% 31.9% 90.4% Expected Move 15.0% 7.8% 26.4% 9.2% 25.9% HV 20d 22.4% 18.0% 30.5% 30.5% 20.3% HV 60d 28.1% 25.1% 29.8% 29.1% 25.7% IV Rank 85.5% 41.3% 100.0% 56.1% 97.7% IV Percentile 88.9% 32.9% 100.0% 69.8% 99.6% Term Structure 7.5% -18.4% 18.3% 9.1% -18.4% VWIV 52.5% 29.6% 89.7% 30.9% 89.7% Skew 25d 4.0% -8.9% 17.7% -8.9% 1.4% Skew 10d -3.5% -21.1% 42.3% -21.1% -14.4% Call IV 25d 51.6% 29.9% 88.7% 33.6% 88.7% Put IV 25d 55.7% 24.8% 100.4% 24.8% 90.1% Bid-Ask Spread % 81.97 71.08 97.97 95.97 80.23 Gamma HHI 0.16 0.12 0.33 0.14 0.13 Net GEX 2.0M 1.3M 3.5M 1.6M 1.4M Net DEX -61.0M -77.3M -40.9M -46.0M -52.3M Net VEX -333.3K -362.2K -315.3K -324.1K -321.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.53 0.01 3.32 0.33 1.83 Total Volume 362.864 25 1,188 113 1,188 Total OI 14,743.227 13,774 15,643 13,774 15,643
Daily Data (22 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2024-07-01 $139.58 $135.00 31.9% 9.2% 30.5% 56.1% 30.9% -8.9% 9.1% 1.6M -46.0M -324.1K 0.33 95.97 N/A N/A 85 28 9,434 4,340 2024-07-02 $137.83 $135.00 27.1% 7.8% 28.7% 41.3% 29.6% 14.8% 16.9% 1.4M -40.9M -319.9K 0.10 97.97 N/A N/A 30 3 9,476 4,350 2024-07-03 $137.92 $135.00 33.1% 9.5% 23.9% 59.6% 31.5% -2.8% 9.8% 1.5M -42.4M -315.3K 0.67 96.86 N/A N/A 15 10 9,495 4,353 2024-07-05 $139.24 $130.00 31.2% 12.0% 24.1% 53.8% 43.3% -1.7% 11.2% 1.6M -44.1M -317.6K 0.02 83.68 N/A N/A 1,027 22 9,504 4,361 2024-07-08 $142.03 $130.00 28.2% 12.3% 24.0% 44.7% 39.8% 3.1% 10.2% 2.1M -54.5M -340.3K 0.10 83.52 N/A N/A 60 6 10,360 4,362 2024-07-09 $142.43 $130.00 32.2% 12.4% 23.4% 56.9% 40.5% -2.1% 15.1% 2.1M -57.4M -344.4K 0.01 80.76 N/A N/A 747 10 10,380 4,365 2024-07-10 $146.96 $130.00 44.1% 12.6% 25.5% 93.3% 43.6% -4.5% 18.3% 2.3M -74.6M -362.2K 0.01 78.31 N/A N/A 513 7 10,965 4,376 2024-07-11 $146.84 $130.00 43.6% 12.5% 24.1% 91.7% 44.1% 0.6% 17.0% 2.4M -74.0M -355.5K 0.08 74.53 N/A N/A 471 38 10,797 4,383 2024-07-12 $148.07 $130.00 45.3% 13.0% 24.1% 96.9% 44.8% 1.7% 14.2% 2.3M -77.3M -352.5K 0.02 78.19 N/A N/A 312 6 10,785 4,385 2024-07-15 $147.44 $130.00 47.5% 13.6% 23.6% 100.0% 46.2% -0.4% 14.9% 2.3M -73.9M -339.3K 0.03 74.93 N/A N/A 102 3 10,630 4,391 2024-07-16 $147.69 $130.00 44.8% 12.9% 23.2% 92.2% 42.0% 2.7% 14.6% 2.4M -75.1M -335.3K 0.06 77.17 N/A N/A 161 10 10,584 4,392 2024-07-17 $145.16 $130.00 46.7% 13.4% 24.4% 97.6% 50.6% 1.6% 17.0% 2.6M -67.2M -335.4K 0.02 80.08 N/A N/A 186 4 10,662 4,401 2024-07-18 $144.63 $130.00 49.0% 14.1% 20.0% 100.0% 57.2% 0.1% 15.1% 2.9M -66.2M -332.5K 0.12 78.90 N/A N/A 68 8 10,808 4,404 2024-07-19 $145.75 $130.00 52.0% 14.9% 19.1% 100.0% 48.6% 0.9% 4.9% 3.5M -68.6M -328.4K 0.01 77.71 N/A N/A 718 5 10,799 4,402 2024-07-22 $145.04 $130.00 54.5% 15.6% 19.4% 100.0% 55.5% 5.0% 7.2% 1.6M -61.3M -328.2K 2.60 81.74 N/A N/A 53 138 10,159 3,987 2024-07-23 $145.44 $140.00 53.9% 15.5% 18.9% 98.5% 55.2% 16.6% 8.2% 1.6M -62.5M -327.2K 0.04 86.11 N/A N/A 239 10 10,182 4,118 2024-07-24 $145.45 $140.00 55.6% 15.9% 18.9% 100.0% 55.6% 5.6% 7.5% 1.6M -64.1M -328.9K 0.46 85.83 N/A N/A 139 64 10,307 4,120 2024-07-25 $146.03 $140.00 59.5% 17.1% 18.9% 100.0% 63.2% 17.4% 1.5% 1.6M -63.5M -330.6K 3.32 83.07 N/A N/A 88 292 10,335 4,184 2024-07-26 $147.12 $140.00 64.4% 18.5% 18.1% 100.0% 76.1% 14.7% 0.7% 1.5M -65.8M -337.5K 0.93 76.71 N/A N/A 207 193 10,385 4,390 2024-07-29 $145.53 $140.00 83.3% 23.9% 18.0% 100.0% 82.6% 4.8% -13.5% 1.4M -61.3M -329.6K 0.76 71.08 N/A N/A 313 238 10,484 4,575 2024-07-30 $141.05 $140.00 92.2% 26.4% 20.9% 100.0% 85.3% 17.7% -16.6% 1.3M -49.6M -327.4K 0.04 79.97 N/A N/A 160 6 10,784 4,754 2024-07-31 $141.76 $140.00 90.4% 25.9% 20.3% 97.7% 89.7% 1.4% -18.4% 1.4M -52.3M -321.4K 1.83 80.23 N/A N/A 420 768 10,887 4,756
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