NBIX · Expected Move
Neurocrine Biosciences Inc
The expected move for NBIX is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
NBIX straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current NBIX Expected Move
30-Day Straddle
$14.00
7-Day Straddle
$8.28
30-Day ATM IV
31.9%
IV Rank
31%
Implied one-standard-deviation move through the next 30 days. Compare to NBIX's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
NBIX Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $14.00 | $8.28 | 31.9% | 31% |
| 20261106 | $14.55 | $9.30 | 33.4% | 37% |
| 20261105 | $14.85 | $9.50 | 34.7% | 42% |
| 20261104 | $8.60 | $8.60 | 28.2% | 17% |
| 20261103 | $9.90 | $9.90 | 34.2% | 40% |
| 20261102 | $15.00 | $15.00 | 49.1% | 100% |
| 20261030 | $14.95 | $14.95 | 46.8% | 100% |
| 20261029 | $13.95 | $13.95 | 44.4% | 93% |
| 20261028 | $13.75 | $13.75 | 43.8% | 90% |
| 20261027 | $13.35 | $13.35 | 42.7% | 85% |
| 20261026 | $14.25 | $14.25 | 44.6% | 94% |
| 20261023 | $15.35 | $15.35 | 45.6% | 99% |
| 20261022 | $14.85 | $14.85 | 45.1% | 96% |
| 20261021 | $14.85 | $14.85 | 45.5% | 98% |
| 20261020 | $14.90 | $14.90 | 45.9% | 100% |
| 20261019 | $13.60 | $13.60 | 42.6% | 88% |
| 20261016 | $15.25 | $2.48 | 45.2% | 100% |
| 20261015 | $15.15 | $4.15 | 42.7% | 94% |
| 20261014 | $15.30 | $4.75 | 44.0% | 100% |
| 20261013 | $14.90 | $5.12 | 43.0% | 97% |
| 20261012 | $15.95 | $6.30 | 43.5% | 100% |
| 20261009 | $16.50 | $6.92 | 42.3% | 94% |
| 20261008 | $16.20 | $6.65 | 41.9% | 91% |
| 20261007 | $17.15 | $8.07 | 42.5% | 95% |
| 20261006 | $17.20 | $9.82 | 43.6% | 100% |
| 20261005 | $17.10 | $9.25 | 42.4% | 96% |
| 20261002 | $8.25 | $8.25 | 37.6% | 71% |
| 20261001 | $7.10 | $7.10 | 35.6% | 60% |
| 20260930 | $7.85 | $7.85 | 36.0% | 62% |
| 20260929 | $7.55 | $7.55 | 35.7% | 61% |
| 20260928 | $7.05 | $7.05 | 34.7% | 55% |
| 20260925 | $7.30 | $7.30 | 32.6% | 44% |
| 20260924 | $7.97 | $7.97 | 33.0% | 46% |
| 20260923 | $8.45 | $8.45 | 33.3% | 48% |
| 20260922 | $8.05 | $8.05 | 30.9% | 36% |
| 20260921 | $8.20 | $8.20 | 30.3% | 32% |
| 20260918 | $9.25 | $2.38 | 27.4% | 17% |
| 20260917 | $9.62 | $2.75 | 27.1% | 16% |
| 20260916 | $9.77 | $3.65 | 28.5% | 23% |
| 20260915 | $10.00 | $3.98 | 28.7% | 24% |
| 20260914 | $10.85 | $4.90 | 28.1% | 16% |
| 20260911 | $11.30 | $5.12 | 28.9% | 19% |
| 20260910 | $10.78 | $4.05 | 27.4% | 13% |
| 20260909 | $11.55 | $5.80 | 29.4% | 21% |
| 20260908 | $11.45 | $6.40 | 28.9% | 19% |
| 20260904 | $11.05 | $6.85 | 26.5% | 9% |
| 20260903 | $11.55 | $6.65 | 25.9% | 7% |
| 20260902 | $7.50 | $7.50 | 27.4% | 13% |
| 20260901 | $7.83 | $7.83 | 28.4% | 17% |
| 20260831 | $7.58 | $7.58 | 27.4% | 13% |
| 20260828 | $8.10 | $8.10 | 26.7% | 10% |
| 20260827 | $8.20 | $8.20 | 26.4% | 9% |
| 20260826 | $8.32 | $8.32 | 26.7% | 10% |
| 20260825 | $9.10 | $9.10 | 28.1% | 15% |
| 20260824 | $9.95 | $9.95 | 28.9% | 19% |
| 20260821 | $9.80 | $3.58 | 28.8% | 18% |
| 20260820 | $9.85 | $3.32 | 27.6% | 14% |
| 20260819 | $9.50 | $2.90 | 26.5% | 9% |
| 20260818 | $9.55 | $3.10 | 26.3% | 9% |
| 20260817 | $9.00 | $4.80 | 24.4% | 1% |
More on NBIX
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.