NBIX Options History — November 2024

In November 2024, NBIX traded between $117.70 and $127.90. ATM implied volatility averaged 26.9%, placing in the 9.9% IV rank vs the trailing year. The 30-day expected move averaged 7.5%. IV traded below realized volatility by 7.6% (HV 20d: 34.6%). Max pain ranged from $120.00 to $120.00. Net GEX was positive for 15 of 20 trading days. Term structure was in contango for 19 of 20 days. Put/call ratio averaged 2.15.

Notable Days

  • 2024-11-15: Highest Volume — 1,172 contracts
  • 2024-11-11: Largest IV spike — 54.8% change
  • 2024-11-11: Highest IV Rank — 20.6%
  • 2024-11-27: Largest Expected Move — 9.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$123.90$117.70$127.90$122.19$126.42
Max Pain$120.00$120.00$120.00$120.00$120.00
ATM IV26.9%22.3%34.8%24.3%25.9%
Expected Move7.5%6.4%9.1%7.0%7.4%
HV 20d34.6%27.7%38.5%32.1%27.7%
HV 60d42.7%26.7%50.4%49.1%26.7%
IV Rank9.9%3.6%20.6%6.4%8.5%
IV Percentile22.7%2.0%68.3%5.2%14.3%
Term Structure4.2%-1.4%6.6%-1.4%5.5%
VWIV26.3%18.2%33.2%23.5%28.4%
Skew 25d0.2%-10.8%9.4%-0.5%5.9%
Skew 10d2.1%-7.7%8.9%0.2%6.3%
Call IV 25d25.7%17.7%30.0%27.7%30.0%
Put IV 25d25.9%17.3%35.8%27.1%35.8%
Bid-Ask Spread %97.4092.23101.9797.78100.14
Gamma HHI0.200.150.250.180.18
Net GEX393.5K-589.6K1.3M454.7K251.2K
Net DEX-13.1M-26.8M9.6M-7.9M-15.9M
Net VEX-150.1K-181.8K-136.6K-158.0K-142.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.150.0029.004.730.00
Total Volume282.8221,1721,164109
Total OI14,964.813,32215,99315,00714,493

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-11-01$122.19$120.0024.3%7.0%32.1%6.4%23.5%-0.5%-1.4%454.7K-7.9M-158.0K4.7397.78N/AN/A2039618,8456,162
2024-11-04$120.18$120.0026.5%7.7%32.4%9.3%26.5%-0.4%4.5%-71.6K-1.4M-170.8K29.0099.11N/AN/A72038,9806,894
2024-11-05$121.73$120.0029.6%7.9%32.5%13.6%32.8%9.4%3.4%297.3K-5.3M-181.8K1.1392.23N/AN/A16188,9846,849
2024-11-06$125.35$120.0029.1%7.1%33.4%12.9%27.7%2.2%4.8%911.4K-21.0M-152.4K0.1795.92N/AN/A4078,9856,854
2024-11-07$124.21$120.0023.8%7.1%33.9%5.6%25.2%3.9%5.7%532.1K-15.7M-158.0K0.44100.14N/AN/A59268,9856,850
2024-11-08$125.63$120.0022.5%6.7%32.9%3.8%23.8%7.3%5.8%1.1M-20.7M-159.6K0.2896.01N/AN/A68199,0056,845
2024-11-11$127.30$120.0034.8%7.5%33.0%20.6%18.2%1.5%6.2%1.3M-26.8M-144.2K2.5898.03N/AN/A601558,9946,849
2024-11-12$126.98$120.0031.0%7.5%33.0%15.5%25.8%-0.5%4.6%1.3M-24.4M-142.1K0.2194.60N/AN/A4299,0016,984
2024-11-13$126.01$120.0024.8%7.1%33.0%7.0%25.0%2.2%4.4%1.1M-21.5M-147.1K0.1096.64N/AN/A2029,0076,986
2024-11-14$123.13$120.0022.8%6.5%34.2%4.2%25.9%-4.4%4.1%560.4K-13.8M-143.2K0.02101.97N/AN/A31678,9956,985
2024-11-15$118.29$120.0029.8%8.5%37.3%13.8%27.4%-6.6%3.0%-507.0K9.6M-140.0K1.1099.60N/AN/A5586148,9506,971
2024-11-18$117.70$120.0025.6%7.3%37.0%8.0%24.8%-1.5%5.4%-589.6K2.6M-145.5K0.0096.24N/AN/A17507,4985,824
2024-11-19$119.07$120.0028.3%8.1%37.2%11.9%25.3%-3.1%1.2%-469.7K955.9K-149.1K0.2195.47N/AN/A72157,6045,824
2024-11-20$122.99$120.0024.9%7.1%38.2%7.2%25.1%-4.2%3.4%-64.8K-10.1M-144.2K0.9497.65N/AN/A78737,6345,840
2024-11-21$125.16$120.0027.1%7.8%38.5%10.2%26.5%-7.0%2.6%113.5K-14.9M-144.7K0.0699.61N/AN/A655387,6655,836
2024-11-22$125.37$120.0026.4%7.6%38.4%9.1%27.6%8.3%5.4%285.9K-16.6M-145.2K1.0092.99N/AN/A1561568,1335,904
2024-11-25$126.26$120.0027.8%8.0%38.4%11.1%23.7%1.4%4.9%380.3K-18.4M-148.0K0.0195.38N/AN/A18118,2076,048
2024-11-26$127.90$120.0022.3%6.4%38.5%3.6%29.0%0.4%6.6%626.2K-21.9M-136.6K0.00100.22N/AN/A5508,3526,049
2024-11-27$126.19$120.0031.7%9.1%29.9%16.5%33.2%-10.8%3.7%371.7K-18.4M-148.8K0.9998.36N/AN/A2422408,3766,049
2024-11-29$126.42$120.0025.9%7.4%27.7%8.5%28.4%5.9%5.5%251.2K-15.9M-142.8K0.00100.14N/AN/A10908,2156,278