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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Neurocrine Biosciences (NBIX) - NASDAQ Next Earnings Date: OS Estimate: Feb. 10, 2027 AC
OS Projected Window: Feb. 8, 2027 to Feb. 13, 2027
EVR: 4.2
Avg Daily Volume: 1,472,782    Market Cap: 14.9B
Sector: Healthcare    Short Interest: 6.34
Live Interactive Chart
Days to Next Earnings: 96 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 73
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
Nov. 2, 2026 AC 3.9 $145.35 @$145.00 $15.00
($145.35)
10.34% 16.63% O 13.41% O $164.85 $21.93
( $164.85 )
46.2%
July 30, 2026 AC 3.8 $185.50 @$185.00 $17.35
($185.50)
9.38% -11.28% O -10.08% O $166.80 $18.52
( $166.80 )
6.74%
May 5, 2026 AC 3.9 $135.06 @$135.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 11, 2026 AC 3.7 $137.44 @$135.00
Oct. 28, 2025 AC 3.7 $147.38 @$145.00
July 30, 2025 AC 3.7 $136.76 @$135.00
May 5, 2025 AC 3.2 $109.75 @$110.00
Feb. 6, 2025 AC 2.6 $150.51 @$150.00
Oct. 30, 2024 BO 2.4 $116.19 @$115.00
Aug. 1, 2024 BO 2.2 $141.57 @$140.00

 
 
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