NBIX Options History — June 2025

In June 2025, NBIX traded between $124.02 and $128.18. ATM implied volatility averaged 30.6%, placing in the 15.0% IV rank vs the trailing year. The 30-day expected move averaged 8.7%. IV traded above realized volatility by 12.4% (HV 20d: 18.3%). Max pain ranged from $115.00 to $120.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 19 of 20 days. Put/call ratio averaged 0.50.

Notable Days

  • 2025-06-20: Highest Volume — 494 contracts
  • 2025-06-10: Largest IV drop — 16.4% change
  • 2025-06-16: Highest IV Rank — 23.3%
  • 2025-06-16: Largest Expected Move — 10.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$125.63$124.02$128.18$124.64$125.81
Max Pain$118.00$115.00$120.00$120.00$120.00
ATM IV30.6%25.2%36.7%31.6%25.2%
Expected Move8.7%7.2%10.5%9.0%7.2%
HV 20d18.3%13.7%35.5%35.5%15.2%
HV 60d42.2%41.2%43.5%43.5%41.2%
IV Rank15.0%7.6%23.3%16.2%7.6%
IV Percentile33.1%11.1%63.5%37.7%11.1%
Term Structure8.0%-0.1%18.2%0.4%11.0%
VWIV30.2%25.8%40.0%26.3%25.8%
Skew 25d1.9%-6.4%12.5%4.5%8.3%
Skew 10d5.7%-13.5%24.4%11.1%11.6%
Call IV 25d29.2%18.2%37.1%29.9%25.0%
Put IV 25d31.1%22.9%37.8%34.5%33.3%
Bid-Ask Spread %93.3681.55103.0698.4792.16
Gamma HHI0.270.130.690.240.16
Net GEX1.1M437.5K2.7M792.0K539.7K
Net DEX-18.3M-28.2M-12.8M-17.8M-12.8M
Net VEX-96.7K-130.6K-73.0K-130.6K-73.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.500.006.290.030.02
Total Volume97.2249411948
Total OI9,233.25,94510,88510,3376,099

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-06-02$124.64$120.0031.6%9.0%35.5%16.2%26.3%4.5%0.4%792.0K-17.8M-130.6K0.0398.47N/AN/A11635,6424,695
2025-06-03$125.38$120.0030.9%8.9%35.5%15.3%31.2%10.8%1.1%971.1K-20.8M-121.6K0.0796.61N/AN/A5645,7454,694
2025-06-04$124.90$120.0030.1%8.6%25.2%14.2%30.1%5.2%-0.1%968.2K-18.7M-121.7K0.0096.33N/AN/A505,7814,696
2025-06-05$124.69$120.0033.8%9.7%23.0%19.2%30.4%5.2%6.2%902.3K-17.5M-120.6K0.0085.89N/AN/A12305,7854,696
2025-06-06$125.25$120.0032.0%8.5%19.6%16.9%0.0%5.5%10.3%1.0M-18.4M-115.1K0.0095.55N/AN/A505,8094,696
2025-06-09$125.93$120.0035.2%9.0%18.6%21.1%26.5%6.7%7.5%1.1M-20.8M-111.4K6.2987.94N/AN/A352205,8104,696
2025-06-10$124.71$115.0029.4%8.0%16.3%13.3%35.7%-3.8%14.0%1.3M-19.5M-106.1K0.7388.18N/AN/A1581165,8374,696
2025-06-11$124.53$115.0030.7%8.8%14.5%15.1%35.3%3.7%9.1%1.3M-18.7M-106.1K0.7081.55N/AN/A27195,9864,683
2025-06-12$125.22$115.0031.9%9.1%14.5%16.7%29.4%2.2%8.6%1.3M-19.2M-103.3K0.0085.55N/AN/A4505,9744,702
2025-06-13$124.02$115.0033.1%9.5%14.9%18.3%0.0%-4.2%7.5%1.4M-17.7M-99.1K1.0093.74N/AN/A116,0144,702
2025-06-16$125.52$115.0036.7%10.5%15.0%23.3%36.6%-5.9%2.8%1.8M-20.1M-93.8K0.1091.76N/AN/A1016,0144,701
2025-06-17$124.83$115.0031.0%8.9%14.5%15.5%31.9%-6.4%5.9%1.5M-17.6M-87.0K0.0394.83N/AN/A3416,0204,702
2025-06-18$127.18$115.0034.2%9.8%15.8%19.8%27.6%-0.3%5.2%2.2M-27.1M-85.1K0.04103.06N/AN/A20396,0504,701
2025-06-20$126.09$115.0028.6%8.2%14.4%12.2%28.8%2.2%11.9%2.7M-28.2M-82.2K0.0790.36N/AN/A463316,1794,706
2025-06-23$125.32$120.0030.9%8.9%13.7%15.4%25.9%12.5%6.6%437.5K-13.0M-77.7K0.2095.58N/AN/A2043,6772,268
2025-06-24$128.09$120.0027.4%7.9%15.3%10.6%26.4%-2.9%8.9%508.9K-15.5M-74.7K0.0193.34N/AN/A12613,6902,281
2025-06-25$128.18$120.0026.3%7.5%14.2%9.1%0.0%0.8%12.4%542.7K-15.3M-75.5K0.0096.40N/AN/A2103,7902,281
2025-06-26$126.75$120.0025.4%7.3%14.7%7.8%40.0%-0.8%18.2%532.3K-14.3M-75.6K0.36100.28N/AN/A1453,8022,281
2025-06-27$125.50$120.0028.3%8.1%15.2%11.8%26.0%-5.0%11.7%487.0K-13.1M-73.5K0.3699.55N/AN/A1453,7992,284
2025-06-30$125.81$120.0025.2%7.2%15.2%7.6%25.8%8.3%11.0%539.7K-12.8M-73.0K0.0292.16N/AN/A4713,8122,287