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Neurocrine Biosciences, Inc. Common Stock NBIX

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Market datapartial · fetched 2026-10-22T18:24:24.438Z

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 · 2026-10-22T18:23:24.295969436Z

FundamentalsAlpha Vantage · unavailable

Share price$143.65
1D+1.9%
$140.69$141.48$142.28$143.07$143.865:30 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$1.17$7.35$13.53$19.71$25.89$119.09$130.58$142.08$153.58$165.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NBIX spot · $143.65NBIX PRICE$1.84$2.44$3.07$3.77$4.51$5.39$6.26$7.31$8.37$9.74$11.31$12.98$14.76$2.26$3.14$4.03$5.00$6.05$7.44$8.88$10.46$12.18$14.19$16.46$19.07$24.11
PutsExpensive1.52×
CallsExpensive1.33×
SkewBearish+7.71 pp
Implied moveBearish±$15.14
TiltBearish18.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ160.8143.0%13.2%130.0946.7%11.0%
25Δ157.5042.5%11.3%132.7347.7%9.8%
30Δ154.4942.2%9.7%135.3648.5%8.6%
35Δ151.9441.8%8.4%137.9648.1%7.4%
40Δ149.4741.6%7.2%140.5348.1%6.4%
45Δ147.2841.6%6.3%143.0249.1%5.6%
50Δ145.0941.6%5.4%145.5450.0%4.9%
55Δ142.9741.5%4.6%148.1950.1%4.1%
60Δ140.8641.3%3.9%150.9250.3%3.4%
65Δ138.6041.6%3.3%153.8350.5%2.8%
70Δ136.2542.3%2.7%156.9550.6%2.2%
75Δ133.8342.3%2.2%160.3650.8%1.6%
80Δ131.3341.7%1.7%165.9854.4%1.2%

20Δ

Calls
Pseudo strike
160.81
IV
43.0%
B/E move
13.2%
Puts
Pseudo strike
130.09
IV
46.7%
B/E move
11.0%

25Δ

Calls
Pseudo strike
157.50
IV
42.5%
B/E move
11.3%
Puts
Pseudo strike
132.73
IV
47.7%
B/E move
9.8%

30Δ

Calls
Pseudo strike
154.49
IV
42.2%
B/E move
9.7%
Puts
Pseudo strike
135.36
IV
48.5%
B/E move
8.6%

35Δ

Calls
Pseudo strike
151.94
IV
41.8%
B/E move
8.4%
Puts
Pseudo strike
137.96
IV
48.1%
B/E move
7.4%

40Δ

Calls
Pseudo strike
149.47
IV
41.6%
B/E move
7.2%
Puts
Pseudo strike
140.53
IV
48.1%
B/E move
6.4%

45Δ

Calls
Pseudo strike
147.28
IV
41.6%
B/E move
6.3%
Puts
Pseudo strike
143.02
IV
49.1%
B/E move
5.6%

50Δ

Calls
Pseudo strike
145.09
IV
41.6%
B/E move
5.4%
Puts
Pseudo strike
145.54
IV
50.0%
B/E move
4.9%

55Δ

Calls
Pseudo strike
142.97
IV
41.5%
B/E move
4.6%
Puts
Pseudo strike
148.19
IV
50.1%
B/E move
4.1%

60Δ

Calls
Pseudo strike
140.86
IV
41.3%
B/E move
3.9%
Puts
Pseudo strike
150.92
IV
50.3%
B/E move
3.4%

65Δ

Calls
Pseudo strike
138.60
IV
41.6%
B/E move
3.3%
Puts
Pseudo strike
153.83
IV
50.5%
B/E move
2.8%

70Δ

Calls
Pseudo strike
136.25
IV
42.3%
B/E move
2.7%
Puts
Pseudo strike
156.95
IV
50.6%
B/E move
2.2%

75Δ

Calls
Pseudo strike
133.83
IV
42.3%
B/E move
2.2%
Puts
Pseudo strike
160.36
IV
50.8%
B/E move
1.6%

80Δ

Calls
Pseudo strike
131.33
IV
41.7%
B/E move
1.7%
Puts
Pseudo strike
165.98
IV
54.4%
B/E move
1.2%

Options history

No recorded observations