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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Neurocrine Biosciences (NBIX) - NASDAQ Next Earnings Date: OS Estimate: Feb. 4, 2026 AC
OS Projected Window: Feb. 2, 2026 to Feb. 7, 2026
EVR: 3.7
Avg Daily Volume: 1,122,692    Market Cap: 15.2B
Sector: Healthcare    Short Interest: 4.38
Live Interactive Chart
Days to Next Earnings: 58 Days

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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 69
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
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 $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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Aug. 1, 2023 BO 2.4 $101.89 @$100.00

 
 
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