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NBIX - Neurocrine Biosciences
Implied Volatility Analysis

Implied Volatility:
45.1%

Neurocrine Biosciences has an Implied Volatility (IV) of 45.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for NBIX is 14 and the Implied Volatility Percentile (IVP) is 6. The current Implied Volatility Index for NBIX is -1.24 standard deviations away from its 1 year mean.

Market Cap$11.44B
Next Earnings Date2/9/2023 (74d)
Implied Volatility (IV) 30d
45.10
Implied Volatility Rank (IVR) 1y
13.54
Implied Volatility Percentile (IVP) 1y
5.95
Historical Volatility (HV) 30d
33.40
IV / HV
1.35
Open Interest
8.88K
Option Volume
32.00

Data was calculated after the 11/25/2022 closing.

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