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Neurocrine Biosciences, Inc. Common Stock NBIX

HEALTHCARE · DRUG MANUFACTURERS - SPECIALTY & GENERIC
i

Market dataready · fetched 2026-11-12T19:51:57.275Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T19:51:52.030869989Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T19:51:56.725032+00:00

Share price$170.40
1D-2.4%
$170$171$172$174$1755:30 AM6:30 AM9:00 AM1:00 PMNBIX
Sold putSold call

Neurocrine Biosciences, Inc. Common Stock options

Live interpolated NBIX call and put midpoint premiums by absolute delta.Neurocrine Biosciences, Inc. Common Stock$0.97$3.53$6.10$8.66$11.23$156.34$163.21$170.08$176.94$183.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive NBIX spot · $170.40NBIX PRICE$1.75$1.44$1.71$2.18$2.80$3.42$4.04$4.74$5.62$6.49$7.36$8.84$10.49$1.68$1.24$1.54$1.84$2.14$2.44$2.91$3.44$3.96$4.49$5.01
Puts——
CallsExpensive1.23×
Skew——
Implied moveBullish±$6.95
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ185.9565.1%10.2%159.5156.1%7.4%
25Δ178.0639.8%5.3%165.2632.2%3.7%
30Δ175.9236.8%4.2%166.3931.1%3.3%
35Δ174.3336.3%3.6%167.5130.0%2.8%
40Δ173.1537.8%3.3%168.6428.9%2.3%
45Δ171.9639.2%2.9%169.7727.8%1.8%
50Δ170.7840.6%2.6%170.7027.3%1.5%
55Δ169.5341.6%2.3%171.5927.0%1.3%
60Δ168.1241.9%2.0%172.4826.8%1.1%
65Δ166.7242.2%1.6%173.3726.5%0.9%
70Δ165.3142.5%1.3%174.2526.3%0.7%
75Δ163.4143.7%1.1%
80Δ161.3745.1%0.9%

20Δ

Calls
Pseudo strike
185.95
IV
65.1%
B/E move
10.2%
Puts
Pseudo strike
159.51
IV
56.1%
B/E move
7.4%

25Δ

Calls
Pseudo strike
178.06
IV
39.8%
B/E move
5.3%
Puts
Pseudo strike
165.26
IV
32.2%
B/E move
3.7%

30Δ

Calls
Pseudo strike
175.92
IV
36.8%
B/E move
4.2%
Puts
Pseudo strike
166.39
IV
31.1%
B/E move
3.3%

35Δ

Calls
Pseudo strike
174.33
IV
36.3%
B/E move
3.6%
Puts
Pseudo strike
167.51
IV
30.0%
B/E move
2.8%

40Δ

Calls
Pseudo strike
173.15
IV
37.8%
B/E move
3.3%
Puts
Pseudo strike
168.64
IV
28.9%
B/E move
2.3%

45Δ

Calls
Pseudo strike
171.96
IV
39.2%
B/E move
2.9%
Puts
Pseudo strike
169.77
IV
27.8%
B/E move
1.8%

50Δ

Calls
Pseudo strike
170.78
IV
40.6%
B/E move
2.6%
Puts
Pseudo strike
170.70
IV
27.3%
B/E move
1.5%

55Δ

Calls
Pseudo strike
169.53
IV
41.6%
B/E move
2.3%
Puts
Pseudo strike
171.59
IV
27.0%
B/E move
1.3%

60Δ

Calls
Pseudo strike
168.12
IV
41.9%
B/E move
2.0%
Puts
Pseudo strike
172.48
IV
26.8%
B/E move
1.1%

65Δ

Calls
Pseudo strike
166.72
IV
42.2%
B/E move
1.6%
Puts
Pseudo strike
173.37
IV
26.5%
B/E move
0.9%

70Δ

Calls
Pseudo strike
165.31
IV
42.5%
B/E move
1.3%
Puts
Pseudo strike
174.25
IV
26.3%
B/E move
0.7%

75Δ

Calls
Pseudo strike
163.41
IV
43.7%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
161.37
IV
45.1%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend41.90%
Daily EOD
NBIX39.1%40.6%42.1%2026-10-19: 39.34%2026-10-20: 39.50%2026-10-21: 40.34%2026-10-22: 40.64%2026-10-23: 40.06%2026-10-26: 40.18%2026-10-27: 40.09%2026-10-28: 39.94%2026-10-29: 40.15%2026-10-30: 41.90%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
39.34%
39.50%
40.34%
40.64%
40.06%
40.18%
40.09%
39.94%
40.15%
41.90%