NBIX (Neurocrine Biosciences Inc)
Expected Move & Straddle Price History
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).
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.
Current NBIX Expected Move
30-Day Straddle
$9.60
7-Day Straddle
$9.60
Avg IV
0.4%
IV Rank
14%
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 | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260626 | $9.60 | $9.60 | 0.4% | 14% |
| 20260625 | $9.90 | $9.90 | 0.5% | 31% |
| 20260624 | $10.40 | $10.40 | 0.5% | 28% |
| 20260623 | $9.60 | $9.60 | 0.5% | 21% |
| 20260622 | $11.00 | $11.00 | 0.4% | 7% |
| 20260618 | $11.05 | $3.27 | 0.5% | 19% |
| 20260617 | $11.40 | $4.60 | 0.5% | 19% |
| 20260616 | $10.90 | $5.55 | 0.4% | 9% |
| 20260615 | $11.85 | $5.85 | 0.4% | 8% |
| 20260613 | $13.45 | $7.80 | 0.5% | 30% |
| 20260612 | $13.45 | $7.60 | 0.4% | 14% |
| 20260611 | $13.75 | $8.57 | 0.4% | 15% |
| 20260610 | $14.40 | $9.65 | 0.5% | 21% |
| 20260609 | $14.20 | $9.45 | 0.5% | 16% |
| 20260608 | $15.60 | $9.80 | 0.5% | 17% |
| 20260605 | $15.25 | $9.55 | 0.5% | 17% |
| 20260604 | $16.40 | $11.07 | 0.4% | 12% |
| 20260603 | $16.30 | $10.65 | 0.4% | 12% |
| 20260602 | $10.30 | $10.30 | 0.8% | 81% |
| 20260601 | $11.05 | $11.05 | 0.8% | 72% |
| 20260529 | $11.45 | $11.45 | 0.6% | 45% |
| 20260528 | $11.55 | $11.55 | 0.7% | 65% |
| 20260527 | $11.70 | $11.70 | 0.7% | 67% |
| 20260526 | $12.05 | $12.05 | 0.8% | 68% |
| 20260522 | $11.75 | $11.75 | 0.6% | 47% |
| 20260521 | $11.95 | $11.95 | 0.7% | 55% |
| 20260520 | $12.15 | $12.15 | 0.6% | 50% |
| 20260519 | $12.25 | $12.25 | 0.5% | 26% |
| 20260518 | $13.05 | $13.05 | 0.5% | 21% |
| 20260515 | $12.85 | $3.55 | 0.4% | 11% |
| 20260514 | $14.20 | $3.10 | 0.5% | 25% |
| 20260513 | $14.90 | $7.20 | 0.5% | 25% |
| 20260512 | $14.20 | $6.53 | 0.5% | 18% |
| 20260511 | $14.55 | $6.83 | 0.6% | 42% |
| 20260510 | $15.00 | $7.38 | 0.6% | 36% |
| 20260508 | $15.00 | $7.38 | 0.5% | 24% |
| 20260507 | $14.30 | $8.10 | 0.5% | 29% |
| 20260506 | $14.15 | $7.62 | 0.5% | 31% |
| 20260505 | $16.95 | $12.10 | 0.6% | 40% |
| 20260504 | $16.55 | $12.60 | 0.5% | 30% |
| 20260502 | $12.85 | $12.85 | 0.9% | 100% |
| 20260501 | $12.75 | $12.75 | 0.9% | 99% |
| 20260430 | $12.95 | $12.95 | 0.9% | 86% |
| 20260429 | $12.65 | $12.65 | 0.9% | 81% |
| 20260428 | $12.60 | $12.60 | 0.9% | 80% |
| 20260427 | $12.20 | $12.20 | 0.8% | 74% |
| 20260424 | $12.75 | $12.75 | 0.8% | 70% |
| 20260423 | $13.20 | $13.20 | 0.7% | 61% |
| 20260422 | $13.15 | $13.15 | 0.7% | 50% |
| 20260421 | $13.45 | $13.45 | 0.7% | 54% |
| 20260420 | $13.75 | $13.75 | 0.7% | 55% |
| 20260417 | $13.35 | $2.50 | 0.6% | 50% |
| 20260416 | $14.65 | $4.65 | 0.7% | 56% |
| 20260415 | $14.05 | $4.08 | 0.6% | 51% |
| 20260414 | $13.95 | $4.72 | 0.6% | 42% |
| 20260413 | $14.15 | $5.03 | 0.7% | 51% |
| 20260410 | $15.20 | $5.78 | 0.6% | 39% |
| 20260409 | $15.00 | $5.53 | 0.6% | 37% |
| 20260408 | $15.10 | $6.60 | 0.5% | 29% |
| 20260407 | $15.90 | $6.65 | 0.6% | 32% |