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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Neurocrine Biosciences (NBIX) - NASDAQ Next Earnings Date: Estimated on April 30, 2025
OS Projected Window: April 28, 2025 to May 3, 2025
EVR: 3.2
Avg Daily Volume: 1,280,308    Market Cap: 11.3B
Sector: Healthcare    Short Interest: 3.05
Live Interactive Chart
Days to Next Earnings: 29 Days
Implied Move Monthly: 12.06%       Expires on: May 16, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 67
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
April 30, 2025 AC None $0.00 @$105.00 $12.90
($107.00)
12.06% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 6, 2025 AC 2.6 $150.51 @$150.00 $11.25
($150.51)
7.5% -20.43% O -18.53% O $122.62 $26.90
( $122.62 )
139.11%
Oct. 30, 2024 BO 2.4 $116.19 @$115.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
May 3, 2023 BO 2.5 $103.45 @$105.00
Feb. 6, 2023 BO 2.7 $110.03 @$110.00

 
 
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