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 Date | 8/3/2022 (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.