NBIX Options History — April 2025

In April 2025, NBIX traded between $87.23 and $107.99. ATM implied volatility averaged 57.5%, placing in the 51.6% IV rank vs the trailing year. The 30-day expected move averaged 17.1%. IV traded above realized volatility by 4.5% (HV 20d: 53.0%). Max pain ranged from $115.00 to $120.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 4.08.

Notable Days

  • 2025-04-17: Highest Volume — 3,901 contracts
  • 2025-04-04: Largest IV spike — 38.9% change
  • 2025-04-25: Highest IV Rank — 68.1%
  • 2025-04-25: Largest Expected Move — 20.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$100.00$87.23$107.99$107.21$106.92
Max Pain$115.24$115.00$120.00$120.00$115.00
ATM IV57.5%28.0%69.7%28.0%68.6%
Expected Move17.1%12.0%20.0%12.0%19.7%
HV 20d53.0%27.9%62.2%28.0%60.8%
HV 60d55.7%48.7%58.6%48.7%58.6%
IV Rank51.6%11.3%68.1%11.3%66.6%
IV Percentile83.6%24.6%93.3%24.6%92.9%
Term Structure-10.7%-24.9%11.9%11.9%-13.0%
VWIV59.2%38.3%82.9%41.5%82.9%
Skew 25d12.5%-7.0%37.0%0.8%11.1%
Skew 10d11.1%-3.6%39.0%15.2%10.2%
Call IV 25d52.5%30.0%71.3%30.0%64.9%
Put IV 25d64.9%30.7%77.2%30.7%76.1%
Bid-Ask Spread %91.0483.3398.1185.0497.08
Gamma HHI0.410.270.700.480.30
Net GEX397.9K-6.2K954.1K738.2K79.9K
Net DEX19.5M4.8M36.3M32.6M15.6M
Net VEX-127.9K-171.9K-83.7K-160.1K-158.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio4.080.0140.300.0140.30
Total Volume432.28623,901222413
Total OI15,842.95214,19717,87815,36717,878

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-04-01$107.21$120.0028.0%12.0%28.0%11.3%41.5%0.8%11.9%738.2K32.6M-160.1K0.0185.04N/AN/A21939,0676,300
2025-04-02$107.99$115.0032.0%12.6%27.9%16.8%0.0%9.5%-4.6%894.4K33.3M-159.4K0.0283.33N/AN/A573109,2676,300
2025-04-03$102.87$115.0035.2%12.8%32.3%21.2%45.7%3.8%-6.4%954.1K36.3M-141.6K0.2192.30N/AN/A195409,8396,308
2025-04-04$95.81$115.0048.9%14.6%39.4%39.9%38.3%12.9%-7.1%552.7K30.4M-110.3K0.3885.97N/AN/A201769,9865,192
2025-04-07$93.16$115.0053.0%18.3%39.5%45.4%66.0%8.9%-8.7%489.9K30.5M-104.5K3.3893.31N/AN/A15452010,2835,243
2025-04-08$87.23$115.0066.8%18.5%43.6%64.2%67.1%-7.0%-6.2%334.5K19.5M-83.7K3.4987.07N/AN/A8730410,3903,807
2025-04-09$94.90$115.0057.4%16.5%54.7%51.5%63.3%8.3%-7.8%269.2K20.5M-96.2K0.1891.08N/AN/A671210,4544,853
2025-04-10$90.37$115.0067.8%19.4%56.6%65.6%0.0%14.3%-14.7%165.9K21.3M-92.8K1.0090.82N/AN/A1110,4584,856
2025-04-11$90.37$115.0065.3%18.7%56.2%62.2%38.7%15.5%-7.6%69.2K22.6M-84.1K2.0092.19N/AN/A1210,4594,851
2025-04-14$95.48$115.0063.4%18.2%60.1%59.5%55.2%13.7%-8.9%240.0K20.1M-88.5K5.2593.77N/AN/A42110,4604,849
2025-04-15$95.98$115.0062.1%17.8%60.0%57.8%58.1%3.6%-12.6%408.1K15.9M-102.6K0.1387.33N/AN/A8110,4634,849
2025-04-16$98.97$115.0058.8%16.9%61.2%53.4%59.8%15.9%-12.5%636.0K15.8M-100.7K0.0994.77N/AN/A1371210,4634,850
2025-04-17$101.50$115.0062.0%17.8%62.2%57.7%65.7%10.2%-14.6%711.3K9.7M-120.1K18.1289.03N/AN/A2043,69710,5714,860
2025-04-21$101.05$115.0063.0%18.1%61.6%59.1%59.1%2.5%-14.0%150.0K16.6M-143.7K1.7390.22N/AN/A33578,9486,956
2025-04-22$101.91$115.0061.1%17.5%60.8%56.5%65.9%24.8%-13.3%161.0K17.1M-142.1K1.0090.81N/AN/A11118,9467,012
2025-04-23$102.50$115.0059.9%17.2%60.8%54.8%60.2%-0.3%-11.1%251.2K13.1M-147.5K0.2493.10N/AN/A119298,9507,023
2025-04-24$105.27$115.0059.3%17.0%61.9%54.0%58.8%25.5%-15.0%403.2K9.7M-154.8K0.0488.75N/AN/A2718,9847,040
2025-04-25$106.50$115.0069.7%20.0%62.2%68.1%71.0%37.0%-21.3%536.4K4.8M-156.6K4.3993.63N/AN/A3191,4008,9907,039
2025-04-28$106.37$115.0060.4%17.3%62.1%55.5%66.3%16.9%-11.3%-6.2K11.2M-171.9K1.3394.05N/AN/A15209,0848,739
2025-04-29$107.61$115.0065.6%18.8%62.2%62.6%60.5%33.6%-24.9%316.1K11.9M-165.2K2.4898.11N/AN/A21529,0868,749
2025-04-30$106.92$115.0068.6%19.7%60.8%66.6%82.9%11.1%-13.0%79.9K15.6M-158.8K40.3097.08N/AN/A104039,0898,789