NBIX Options History — October 2024 In October 2024, NBIX traded between $111.53 and $125.09. ATM implied volatility averaged 33.0%, placing in the 18.2% IV rank vs the trailing year. The 30-day expected move averaged 10.0%. IV traded above realized volatility by 12.4% (HV 20d: 20.6%). Max pain ranged from $120.00 to $130.00. Net GEX was positive for 2 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 1.98.
Notable Days 2024-10-15 : Highest Volume — 1,421 contracts2024-10-09 : Largest IV spike — 57.7% change2024-10-29 : Highest IV Rank — 37.1%2024-10-29 : Largest Expected Move — 13.5%Monthly Statistics Metric Avg Min Max Open Close Price $115.88 $111.53 $125.09 $113.69 $121.42 Max Pain $123.70 $120.00 $130.00 $120.00 $120.00 ATM IV 33.0% 21.6% 46.9% 24.8% 29.0% Expected Move 10.0% 7.0% 13.5% 7.1% 8.3% HV 20d 20.6% 17.0% 32.6% 18.2% 32.6% HV 60d 48.9% 46.5% 49.5% 49.2% 49.2% IV Rank 18.2% 2.6% 37.1% 7.0% 12.7% IV Percentile 53.4% 0.4% 88.1% 5.6% 33.7% Term Structure -4.0% -15.4% 8.5% 8.5% -1.7% VWIV 33.8% 24.5% 42.4% 24.5% 28.6% Skew 25d 3.1% -14.7% 17.3% 7.8% 6.7% Skew 10d -1.6% -18.2% 12.9% 9.3% -4.0% Call IV 25d 31.9% 19.0% 42.8% 19.2% 22.7% Put IV 25d 35.0% 20.1% 43.6% 27.0% 29.3% Bid-Ask Spread % 90.75 84.49 98.82 97.90 94.51 Gamma HHI 0.25 0.14 0.48 0.32 0.16 Net GEX -766.5K -2.2M 728.1K -1.2M 425.1K Net DEX 20.4M -17.7M 42.3M 34.0M -7.6M Net VEX -168.8K -184.4K -145.1K -174.1K -168.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.98 0.05 11.40 0.77 1.52 Total Volume 363.522 36 1,421 92 101 Total OI 15,763.043 13,823 18,063 15,523 14,984
Daily Data (23 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 2024-10-01 $113.69 $120.00 24.8% 7.1% 18.2% 7.0% 24.5% 7.8% 8.5% -1.2M 34.0M -174.1K 0.77 97.90 N/A N/A 52 40 8,285 7,238 2024-10-02 $113.64 $120.00 24.4% 7.0% 17.0% 6.5% 26.7% 1.6% 8.2% -1.2M 34.0M -167.4K 0.15 98.82 N/A N/A 72 11 8,356 7,269 2024-10-03 $111.65 $130.00 25.1% 9.9% 17.1% 7.5% 36.6% 7.7% -2.5% -1.1M 40.1M -151.5K 11.40 85.82 N/A N/A 30 342 8,413 7,269 2024-10-04 $113.88 $130.00 22.1% 9.3% 19.0% 3.4% 32.4% 2.1% -0.5% -1.3M 33.9M -161.6K 0.56 88.80 N/A N/A 171 95 8,430 7,350 2024-10-07 $112.50 $130.00 25.4% 9.8% 19.2% 7.8% 33.7% 3.5% -2.6% -1.2M 38.4M -152.0K 10.65 88.62 N/A N/A 34 362 8,437 7,401 2024-10-08 $112.14 $130.00 21.6% 10.3% 19.2% 2.6% 34.0% 17.3% -4.2% -1.2M 40.5M -156.7K 0.10 93.56 N/A N/A 305 31 8,448 7,753 2024-10-09 $111.53 $130.00 34.0% 9.8% 18.0% 19.6% 31.0% 6.7% -3.2% -1.1M 42.3M -145.1K 0.05 91.69 N/A N/A 278 14 8,650 7,743 2024-10-10 $112.10 $130.00 34.2% 9.8% 18.3% 19.8% 31.4% 3.5% -3.9% -1.1M 40.2M -150.6K 0.55 90.37 N/A N/A 93 51 8,728 7,746 2024-10-11 $115.26 $130.00 32.1% 9.2% 21.0% 16.9% 33.7% 3.7% -2.3% -1.3M 29.7M -174.8K 4.00 88.27 N/A N/A 160 640 8,795 7,748 2024-10-14 $116.60 $130.00 33.6% 9.6% 21.5% 19.1% 34.0% 15.5% -3.3% -1.5M 27.7M -172.0K 0.10 91.68 N/A N/A 194 20 8,938 7,958 2024-10-15 $117.12 $125.00 38.9% 11.2% 21.6% 26.3% 37.0% 4.3% -6.4% -1.7M 24.2M -168.5K 0.15 88.74 N/A N/A 1,237 184 9,106 7,960 2024-10-16 $118.97 $120.00 36.4% 10.4% 21.5% 22.9% 38.3% 2.5% -5.9% -2.2M 13.0M -183.4K 1.64 87.51 N/A N/A 424 696 9,825 8,044 2024-10-17 $118.89 $120.00 35.2% 10.1% 21.4% 21.1% 31.4% 5.2% -5.1% -1.9M 13.2M -184.0K 0.56 90.23 N/A N/A 48 27 9,934 8,129 2024-10-18 $118.07 $120.00 33.6% 9.6% 19.7% 19.0% 36.6% 7.1% -2.1% -143.6K 24.5M -173.3K 8.16 94.64 N/A N/A 56 457 9,929 8,124 2024-10-21 $116.50 $120.00 36.6% 10.5% 20.2% 23.1% 31.7% -14.7% -6.3% -176.1K 10.6M -168.4K 0.36 89.31 N/A N/A 180 65 7,849 5,974 2024-10-22 $116.88 $120.00 35.5% 10.2% 20.1% 21.6% 31.9% -14.6% -3.6% -135.8K 9.5M -171.9K 0.05 91.93 N/A N/A 227 12 8,125 6,000 2024-10-23 $115.10 $120.00 37.6% 10.8% 20.0% 24.5% 38.2% 2.6% -6.0% -176.0K 11.0M -169.8K 0.24 84.49 N/A N/A 238 56 8,309 6,008 2024-10-24 $115.04 $120.00 33.7% 9.6% 19.1% 19.1% 38.4% 2.2% -3.9% -129.1K 8.3M -180.3K 1.11 88.95 N/A N/A 36 40 8,514 6,007 2024-10-25 $116.38 $120.00 40.6% 11.7% 19.2% 28.6% 30.4% 5.9% -10.9% -34.8K 6.5M -176.6K 0.29 89.53 N/A N/A 28 8 8,535 6,023 2024-10-28 $116.39 $120.00 43.1% 12.3% 19.1% 31.9% 42.4% -6.1% -11.4% -38.3K 6.7M -175.1K 2.71 88.85 N/A N/A 86 233 8,556 6,023 2024-10-29 $116.48 $120.00 46.9% 13.5% 18.8% 37.1% 41.4% 0.8% -15.4% -76.1K 7.0M -173.3K 0.19 87.16 N/A N/A 276 52 8,597 6,141 2024-10-30 $125.09 $120.00 35.0% 10.0% 31.2% 20.9% 32.2% -0.5% -8.4% 728.1K -17.7M -184.4K 0.27 95.91 N/A N/A 471 128 8,773 6,126 2024-10-31 $121.42 $120.00 29.0% 8.3% 32.6% 12.7% 28.6% 6.7% -1.7% 425.1K -7.6M -168.9K 1.52 94.51 N/A N/A 40 61 8,830 6,154
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