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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Neurocrine Biosciences (NBIX) - NASDAQ Next Earnings Date: Estimated on May 1, 2024
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 2.2
Avg Daily Volume: 888,463    Market Cap: 13.72B
Sector: Healthcare    Short Interest: 2.9
Live Interactive Chart
Days to Next Earnings: 7 Days
Implied Move Monthly: 7.50%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 63
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
May 1, 2024 BO None $0.00 @$140.00 $10.50
($140.09)
7.5% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 7, 2024 BO 2.1 $142.96 @$145.00 $9.75
($142.96)
6.72% -10.46% O -4.66% I $136.29 $9.62
( $136.29 )
-1.33%
Oct. 31, 2023 BO 2.3 $107.13 @$105.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 1, 2023 BO 2.4 $101.89 @$100.00
May 3, 2023 BO 2.5 $103.45 @$105.00
Feb. 6, 2023 BO 2.7 $110.03 @$110.00
Nov. 1, 2022 BO 2.6 $115.12 @$115.00
Aug. 4, 2022 AC 2.5 $95.93 @$95.00
May 4, 2022 BO 2.5 $88.70 @$90.00
Feb. 11, 2022 BO 2.6 $79.60 @$80.00

 
 
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