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
$8.05
7-Day Straddle
$8.05
Avg IV
0.5%
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 | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260925 | $8.05 | $8.05 | 0.5% | 31% |
| 20260924 | $7.97 | $7.97 | 0.5% | 35% |
| 20260923 | $8.45 | $8.45 | 0.5% | 32% |
| 20260922 | $8.05 | $8.05 | 0.4% | 27% |
| 20260921 | $8.20 | $8.20 | 0.4% | 22% |
| 20260918 | $9.25 | $2.38 | 0.4% | 20% |
| 20260917 | $9.62 | $2.75 | 0.4% | 7% |
| 20260916 | $9.77 | $3.65 | 0.4% | 19% |
| 20260915 | $10.00 | $3.98 | 0.4% | 18% |
| 20260914 | $10.85 | $4.90 | 0.4% | 14% |
| 20260911 | $11.30 | $5.12 | 0.4% | 14% |
| 20260910 | $10.78 | $4.05 | 0.4% | 13% |
| 20260909 | $11.55 | $5.80 | 0.4% | 11% |
| 20260908 | $11.45 | $6.40 | 0.4% | 8% |
| 20260904 | $11.05 | $6.85 | 0.3% | 5% |
| 20260903 | $11.55 | $6.65 | 0.3% | 0% |
| 20260902 | $7.50 | $7.50 | 0.4% | 18% |
| 20260901 | $7.83 | $7.83 | 0.5% | 26% |
| 20260831 | $7.58 | $7.58 | 0.5% | 26% |
| 20260828 | $8.10 | $8.10 | 0.4% | 18% |
| 20260827 | $8.20 | $8.20 | 0.4% | 11% |
| 20260826 | $8.32 | $8.32 | 0.5% | 23% |
| 20260825 | $9.10 | $9.10 | 0.5% | 20% |
| 20260824 | $9.95 | $9.95 | 0.4% | 16% |
| 20260821 | $9.80 | $3.58 | 0.4% | 11% |
| 20260820 | $9.85 | $3.32 | 0.5% | 20% |
| 20260819 | $9.50 | $2.90 | 0.4% | 5% |
| 20260818 | $9.55 | $3.10 | 0.4% | 14% |
| 20260817 | $9.00 | $4.80 | 0.4% | 12% |
| 20260814 | $9.10 | $4.92 | 0.3% | 0% |
| 20260813 | $10.07 | $5.75 | 0.4% | 2% |
| 20260812 | $11.50 | $6.28 | 0.4% | 7% |
| 20260811 | $10.90 | $6.38 | 0.4% | 2% |
| 20260810 | $12.20 | $6.35 | 0.4% | 0% |
| 20260806 | $12.05 | $7.60 | 0.4% | 0% |
| 20260805 | $8.10 | $8.10 | 0.7% | 57% |
| 20260804 | $8.65 | $8.65 | 0.6% | 43% |
| 20260803 | $8.78 | $8.78 | 0.5% | 22% |
| 20260731 | $10.00 | $10.00 | 0.4% | 12% |
| 20260730 | $17.10 | $17.10 | 0.5% | 27% |
| 20260729 | $16.90 | $16.90 | 0.7% | 55% |
| 20260728 | $17.45 | $17.45 | 0.5% | 15% |
| 20260727 | $16.75 | $16.75 | 0.5% | 30% |
| 20260724 | $17.25 | $17.25 | 0.4% | 10% |
| 20260723 | $17.10 | $17.10 | 0.6% | 36% |
| 20260722 | $17.20 | $17.20 | 0.6% | 45% |
| 20260721 | $17.90 | $17.90 | 0.5% | 21% |
| 20260720 | $17.50 | $17.50 | 0.6% | 34% |
| 20260716 | $17.45 | $3.40 | 0.6% | 36% |
| 20260715 | $18.00 | $4.05 | 0.5% | 16% |
| 20260714 | $18.35 | $5.85 | 0.5% | 30% |
| 20260713 | $19.35 | $4.43 | 0.5% | 31% |
| 20260710 | $19.05 | $5.83 | 0.5% | 22% |
| 20260709 | $19.75 | $6.07 | 0.5% | 29% |
| 20260708 | $20.50 | $6.35 | 0.6% | 38% |
| 20260707 | $20.20 | $7.60 | 0.5% | 32% |
| 20260706 | $19.40 | $6.67 | 0.5% | 19% |
| 20260702 | $7.15 | $7.15 | 0.6% | 34% |
| 20260701 | $7.40 | $7.40 | 0.4% | 11% |