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Neurocrine Biosciences, Inc. Common Stock NBIX

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Market datapartial · fetched 2026-10-23T19:42:45.759Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T19:42:25.839598657Z

FundamentalsAlpha Vantage · unavailable

Share price$142.66
1D-0.2%
$140.72$141.42$142.12$142.82$143.525:30 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$1.29$7.26$13.24$19.21$25.18$118.54$130.16$141.78$153.40$165.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NBIX spot · $142.66NBIX PRICE$1.94$2.62$3.34$4.06$4.86$5.75$6.68$7.67$8.70$10.07$11.44$13.17$14.93$2.38$3.26$4.23$5.06$5.82$6.84$7.90$9.45$11.24$13.58$16.24$19.43$23.46
PutsExpensive1.63×
CallsExpensive1.57×
SkewBearish+4.46 pp
Implied moveBearish±$14.58
TiltBearish15.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ161.1446.8%14.3%128.5649.7%11.6%
25Δ157.5446.0%12.3%131.3750.9%10.2%
30Δ154.6446.0%10.7%134.0951.6%9.0%
35Δ151.7446.1%9.2%136.8150.3%7.6%
40Δ149.0446.1%7.9%139.5547.8%6.3%
45Δ146.6245.9%6.8%141.9346.8%5.3%
50Δ144.2645.6%5.8%144.2446.0%4.4%
55Δ142.0144.9%4.9%146.7446.6%3.8%
60Δ139.7544.3%4.1%149.3447.9%3.2%
65Δ137.4744.2%3.4%152.4149.5%2.7%
70Δ135.1944.2%2.8%155.7851.3%2.2%
75Δ132.6944.0%2.2%159.6752.8%1.7%
80Δ130.1743.7%1.7%164.3754.5%1.2%

20Δ

Calls
Pseudo strike
161.14
IV
46.8%
B/E move
14.3%
Puts
Pseudo strike
128.56
IV
49.7%
B/E move
11.6%

25Δ

Calls
Pseudo strike
157.54
IV
46.0%
B/E move
12.3%
Puts
Pseudo strike
131.37
IV
50.9%
B/E move
10.2%

30Δ

Calls
Pseudo strike
154.64
IV
46.0%
B/E move
10.7%
Puts
Pseudo strike
134.09
IV
51.6%
B/E move
9.0%

35Δ

Calls
Pseudo strike
151.74
IV
46.1%
B/E move
9.2%
Puts
Pseudo strike
136.81
IV
50.3%
B/E move
7.6%

40Δ

Calls
Pseudo strike
149.04
IV
46.1%
B/E move
7.9%
Puts
Pseudo strike
139.55
IV
47.8%
B/E move
6.3%

45Δ

Calls
Pseudo strike
146.62
IV
45.9%
B/E move
6.8%
Puts
Pseudo strike
141.93
IV
46.8%
B/E move
5.3%

50Δ

Calls
Pseudo strike
144.26
IV
45.6%
B/E move
5.8%
Puts
Pseudo strike
144.24
IV
46.0%
B/E move
4.4%

55Δ

Calls
Pseudo strike
142.01
IV
44.9%
B/E move
4.9%
Puts
Pseudo strike
146.74
IV
46.6%
B/E move
3.8%

60Δ

Calls
Pseudo strike
139.75
IV
44.3%
B/E move
4.1%
Puts
Pseudo strike
149.34
IV
47.9%
B/E move
3.2%

65Δ

Calls
Pseudo strike
137.47
IV
44.2%
B/E move
3.4%
Puts
Pseudo strike
152.41
IV
49.5%
B/E move
2.7%

70Δ

Calls
Pseudo strike
135.19
IV
44.2%
B/E move
2.8%
Puts
Pseudo strike
155.78
IV
51.3%
B/E move
2.2%

75Δ

Calls
Pseudo strike
132.69
IV
44.0%
B/E move
2.2%
Puts
Pseudo strike
159.67
IV
52.8%
B/E move
1.7%

80Δ

Calls
Pseudo strike
130.17
IV
43.7%
B/E move
1.7%
Puts
Pseudo strike
164.37
IV
54.5%
B/E move
1.2%

Options history

No recorded observations