NBIX Options History — December 2024

In December 2024, NBIX traded between $125.91 and $139.20. ATM implied volatility averaged 28.1%, placing in the 11.5% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded above realized volatility by 3.6% (HV 20d: 24.5%). Max pain ranged from $120.00 to $125.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 0.43.

Notable Days

  • 2024-12-18: Highest Volume — 1,293 contracts
  • 2024-12-09: Largest IV spike — 35.9% change
  • 2024-12-13: Highest IV Rank — 24.1%
  • 2024-12-13: Largest Expected Move — 10.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$132.14$125.91$139.20$126.36$136.12
Max Pain$123.57$120.00$125.00$120.00$125.00
ATM IV28.1%20.6%37.3%34.4%22.4%
Expected Move8.1%5.9%10.7%9.8%6.4%
HV 20d24.5%22.2%27.6%27.6%23.6%
HV 60d27.3%26.5%28.3%26.7%27.5%
IV Rank11.5%1.2%24.1%20.0%3.8%
IV Percentile30.8%0.4%78.6%66.3%3.2%
Term Structure4.6%-4.5%12.2%-3.4%10.4%
VWIV27.3%18.0%35.6%29.9%27.3%
Skew 25d-0.4%-14.4%16.5%-8.1%-2.6%
Skew 10d-2.2%-13.3%14.7%4.2%-4.9%
Call IV 25d27.3%17.4%36.6%27.6%28.5%
Put IV 25d26.9%15.6%37.1%19.6%25.9%
Bid-Ask Spread %97.9584.99103.5398.13102.65
Gamma HHI0.200.160.350.190.17
Net GEX833.5K41.2K2.6M41.2K572.8K
Net DEX-26.2M-45.6M-13.3M-13.3M-25.1M
Net VEX-124.1K-137.6K-105.8K-133.9K-115.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.430.002.570.080.18
Total Volume347.714141,2936633
Total OI13,098.1437,82416,13814,5967,883

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-12-02$126.36$120.0034.4%9.8%27.6%20.0%29.9%-8.1%-3.4%41.2K-13.3M-133.9K0.0898.13N/AN/A6158,3186,278
2024-12-03$125.91$120.0031.4%9.0%26.9%16.0%0.0%-9.4%2.1%152.1K-14.9M-134.4K1.4499.48N/AN/A9138,2996,279
2024-12-04$127.39$120.0031.4%9.0%26.8%16.0%31.9%3.6%2.6%438.6K-19.0M-137.6K0.0298.78N/AN/A13638,3056,289
2024-12-05$126.36$120.0031.0%9.3%25.0%15.4%30.2%3.2%1.1%227.8K-15.2M-128.7K0.0084.99N/AN/A11608,4836,289
2024-12-06$128.13$120.0025.5%9.2%25.2%8.0%33.2%1.3%-0.9%519.9K-20.1M-123.6K0.0791.42N/AN/A6048,4666,289
2024-12-09$128.45$120.0034.6%9.7%24.9%20.4%35.6%-14.4%0.1%500.3K-20.7M-119.9K0.5695.82N/AN/A7214018,4906,292
2024-12-10$129.26$125.0032.2%8.9%24.6%17.1%33.8%-7.8%2.1%750.1K-22.7M-132.0K0.0397.80N/AN/A2918,5836,691
2024-12-11$128.51$125.0031.0%8.9%24.7%15.4%26.8%6.2%8.0%547.2K-19.8M-134.0K1.0194.95N/AN/A83848,5996,692
2024-12-12$127.07$125.0034.4%9.9%24.9%20.1%34.1%-2.8%0.9%490.1K-19.1M-121.9K1.8895.07N/AN/A581098,6536,692
2024-12-13$126.84$125.0037.3%10.7%23.3%24.1%32.1%5.4%-4.5%249.4K-15.3M-135.3K2.5799.26N/AN/A2225718,6016,741
2024-12-16$133.46$125.0029.7%8.5%24.1%13.7%29.0%16.5%1.1%1.7M-34.9M-114.9K0.0397.23N/AN/A831278,5276,747
2024-12-17$136.43$125.0023.9%6.8%24.4%5.7%24.4%-7.9%6.2%2.6M-42.6M-105.8K0.49100.65N/AN/A6323098,6116,738
2024-12-18$134.38$125.0024.5%7.0%25.6%6.6%25.4%-6.0%12.2%1.7M-40.4M-126.4K0.0197.48N/AN/A1,281128,7267,034
2024-12-19$135.36$125.0025.1%7.2%23.7%7.4%20.7%1.4%10.1%1.8M-43.0M-128.1K0.06102.86N/AN/A375228,9487,045
2024-12-20$136.21$125.0025.8%7.4%23.2%8.4%25.3%4.2%6.9%2.3M-45.6M-130.4K0.1698.04N/AN/A352589,0857,053
2024-12-23$136.28$125.0022.2%6.4%23.2%3.4%20.1%1.7%11.7%455.5K-24.8M-124.8K0.1099.30N/AN/A269274,2763,548
2024-12-24$137.08$125.0027.8%8.0%23.2%11.0%23.0%2.8%1.1%618.4K-26.5M-120.6K0.1097.56N/AN/A111114,3103,550
2024-12-26$138.78$125.0021.1%6.1%23.2%2.0%18.0%-1.5%9.9%592.4K-29.7M-113.2K0.02101.02N/AN/A18844,2943,560
2024-12-27$139.20$125.0020.6%5.9%22.2%1.2%25.2%8.0%9.3%636.0K-30.4M-110.5K0.17103.53N/AN/A1224,3293,563
2024-12-30$137.40$125.0023.3%6.7%23.1%5.0%20.3%-3.1%10.0%583.0K-27.5M-114.5K0.00100.93N/AN/A6004,3403,565
2024-12-31$136.12$125.0022.4%6.4%23.6%3.8%27.3%-2.6%10.4%572.8K-25.1M-115.9K0.18102.65N/AN/A2854,3173,566