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Neurocrine Biosciences, Inc. Common Stock NBIX

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Market datapartial · fetched 2026-10-22T23:10:33.153Z

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 · 2026-10-22T21:19:32.817030731Z

FundamentalsAlpha Vantage · unavailable

Share price$143.27
1D+1.7%
AH$140.69$141.50$142.31$143.12$143.935:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNBIX
Sold putSold callAH

Neurocrine Biosciences, Inc. Common Stock options

Live interpolated NBIX call and put midpoint premiums by absolute delta.Neurocrine Biosciences, Inc. Common Stock$1.27$6.95$12.63$18.31$23.99$119.50$130.98$142.47$153.96$165.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NBIX spot · $143.27NBIX PRICE$1.89$2.49$3.13$3.86$4.64$5.52$6.44$7.71$8.98$10.45$11.95$13.78$15.69$2.16$3.06$3.95$4.89$5.86$7.23$8.60$10.14$11.71$13.47$15.47$18.28$22.35
PutsExpensive1.50×
CallsExpensive1.47×
SkewBearish+3.96 pp
Implied moveBearish±$15.04
TiltBearish13.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ160.9444.2%13.7%130.2444.8%10.6%
25Δ157.4943.7%11.7%132.6946.3%9.5%
30Δ154.3743.2%9.9%135.1447.7%8.4%
35Δ151.8043.1%8.6%137.6847.3%7.3%
40Δ149.3143.0%7.5%140.2047.0%6.2%
45Δ147.0442.9%6.5%142.6447.9%5.5%
50Δ144.7642.9%5.5%145.0948.8%4.7%
55Δ142.5343.9%4.9%147.6648.8%4.0%
60Δ140.2944.8%4.2%150.2448.8%3.3%
65Δ137.9045.1%3.5%152.9148.3%2.7%
70Δ135.4945.3%2.9%155.7748.0%2.1%
75Δ132.8545.2%2.3%159.2848.9%1.6%
80Δ130.1645.2%1.8%163.9851.0%1.1%

20Δ

Calls
Pseudo strike
160.94
IV
44.2%
B/E move
13.7%
Puts
Pseudo strike
130.24
IV
44.8%
B/E move
10.6%

25Δ

Calls
Pseudo strike
157.49
IV
43.7%
B/E move
11.7%
Puts
Pseudo strike
132.69
IV
46.3%
B/E move
9.5%

30Δ

Calls
Pseudo strike
154.37
IV
43.2%
B/E move
9.9%
Puts
Pseudo strike
135.14
IV
47.7%
B/E move
8.4%

35Δ

Calls
Pseudo strike
151.80
IV
43.1%
B/E move
8.6%
Puts
Pseudo strike
137.68
IV
47.3%
B/E move
7.3%

40Δ

Calls
Pseudo strike
149.31
IV
43.0%
B/E move
7.5%
Puts
Pseudo strike
140.20
IV
47.0%
B/E move
6.2%

45Δ

Calls
Pseudo strike
147.04
IV
42.9%
B/E move
6.5%
Puts
Pseudo strike
142.64
IV
47.9%
B/E move
5.5%

50Δ

Calls
Pseudo strike
144.76
IV
42.9%
B/E move
5.5%
Puts
Pseudo strike
145.09
IV
48.8%
B/E move
4.7%

55Δ

Calls
Pseudo strike
142.53
IV
43.9%
B/E move
4.9%
Puts
Pseudo strike
147.66
IV
48.8%
B/E move
4.0%

60Δ

Calls
Pseudo strike
140.29
IV
44.8%
B/E move
4.2%
Puts
Pseudo strike
150.24
IV
48.8%
B/E move
3.3%

65Δ

Calls
Pseudo strike
137.90
IV
45.1%
B/E move
3.5%
Puts
Pseudo strike
152.91
IV
48.3%
B/E move
2.7%

70Δ

Calls
Pseudo strike
135.49
IV
45.3%
B/E move
2.9%
Puts
Pseudo strike
155.77
IV
48.0%
B/E move
2.1%

75Δ

Calls
Pseudo strike
132.85
IV
45.2%
B/E move
2.3%
Puts
Pseudo strike
159.28
IV
48.9%
B/E move
1.6%

80Δ

Calls
Pseudo strike
130.16
IV
45.2%
B/E move
1.8%
Puts
Pseudo strike
163.98
IV
51.0%
B/E move
1.1%

Options history

No recorded observations