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NBIX - Neurocrine Biosciences
Implied Volatility Analysis

Implied Volatility:
50.6%
Put/Call-Ratio:
0.01

Neurocrine Biosciences has an Implied Volatility (IV) of 50.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for NBIX is 18 and the Implied Volatility Percentile (IVP) is 31. The current Implied Volatility Index for NBIX is -0.57 standard deviations away from its 1 year mean.

Market Cap$9.26B
Next Earnings Date8/3/2022 (34d)
Implied Volatility (IV) 30d
50.61
Implied Volatility Rank (IVR) 1y
18.45
Implied Volatility Percentile (IVP) 1y
31.17
Historical Volatility (HV) 30d
36.28
IV / HV
1.39
Open Interest
17.75K
Option Volume
187.00
Put/Call Ratio (Volume)
0.01

Data was calculated after the 6/29/2022 closing.

This stock chart shows NBIX Implied Volatility Index (IV), Historical Volatility (HV), Implied Volatility Rank (IVR) and Implied Volatility Percentile (IVP) for NBIX Neurocrine Biosciences over a one year time horizon.
Tradingview Chart →

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