Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Neurocrine Biosciences (NBIX) - NASDAQ Next Earnings Date: Feb. 11, 2026 AC
EVR: 3.7
Avg Daily Volume: 1,060,400    Market Cap: 13.6B
Sector: Healthcare    Short Interest: 3.51
Live Interactive Chart
Days to Next Earnings: 1 Days
Implied Move Monthly: 8.67%       Expires on: Feb. 20, 2026

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 70
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
Feb. 11, 2026 AC None $0.00 @$140.00 $12.10
($139.56)
8.67% -None% -None% $0.00 $0.00
( N/A )
None%
Oct. 28, 2025 AC 3.7 $147.38 @$145.00 $15.25
($147.38)
10.52% -9.34% I -6.35% I $138.02 $13.15
( $138.02 )
-13.77%
July 30, 2025 AC 3.7 $136.76 @$135.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
May 1, 2024 BO 2.2 $137.54 @$140.00
Feb. 7, 2024 BO 2.1 $142.96 @$145.00
Oct. 31, 2023 BO 2.3 $107.13 @$105.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US