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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Neurocrine Biosciences (NBIX) - NASDAQ Next Earnings Date: OS Estimate: July 28, 2026 AC
OS Projected Window: July 27, 2026 to Aug. 1, 2026
EVR: 3.8
Avg Daily Volume: 1,232,567    Market Cap: 12.8B
Sector: Healthcare    Short Interest: 5.61
Live Interactive Chart
Days to Next Earnings: 78 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 71
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 5, 2026 AC 3.9 $135.06 @$135.00 $12.15
($135.06)
9.0% 10.3% O 8.85% I $147.02 $13.03
( $147.02 )
7.24%
Feb. 11, 2026 AC 3.7 $137.44 @$135.00 $11.05
($137.44)
8.19% -11.13% O -10.43% O $123.10 $13.08
( $123.10 )
18.37%
Oct. 28, 2025 AC 3.7 $147.38 @$145.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
May 1, 2024 BO 2.2 $137.54 @$140.00
Feb. 7, 2024 BO 2.1 $142.96 @$145.00

 
 
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