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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Neurocrine Biosciences (NBIX) - NASDAQ Next Earnings Date: OS Estimate: Nov. 5, 2025 AC
OS Projected Window: Nov. 3, 2025 to Nov. 8, 2025
EVR: 3.7
Avg Daily Volume: 931,084    Market Cap: 13.2B
Sector: Healthcare    Short Interest: 3.57
Live Interactive Chart
Days to Next Earnings: 90 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 68
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
July 30, 2025 AC None $136.76 @$135.00 $11.45
($136.76)
8.48% -6.95% I -6.23% I $128.23 $7.77
( $128.23 )
-32.14%
May 5, 2025 AC 3.2 $109.75 @$110.00 $13.70
($109.75)
12.45% 18.87% O 8.35% I $118.92 $11.12
( $118.92 )
-18.83%
Feb. 6, 2025 AC 2.6 $150.51 @$150.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Aug. 1, 2023 BO 2.4 $101.89 @$100.00
May 3, 2023 BO 2.5 $103.45 @$105.00

 
 
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