NBIX Moves

Neurocrine Biosciences Inc NBIX 159.76 -6.29 -3.79%

Previous-day view · Thu Nov 5 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 05, 2026 close · $160.31

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.7% ±$2.73	$157.58 – $163.04	$157.02 – $163.60	$154.46 – $166.16
2 sessions	±2.4% ±$3.80	$156.51 – $164.11	$155.71 – $164.91	$152.12 – $168.50
3 sessions	±3.0% ±$4.78	$155.53 – $165.09	$154.60 – $166.02	$150.13 – $170.49
1 week	±3.8% ±$6.08	$154.23 – $166.39	$152.87 – $167.75	$147.36 – $173.26
2 weeks	±5.3% ±$8.53	$151.78 – $168.84	$149.76 – $170.86	$142.11 – $178.51
3 weeks	±6.3% ±$10.15	$150.16 – $170.46	$147.69 – $172.93	$138.86 – $181.76
1 month	±7.3% ±$11.69	$148.62 – $172.00	$145.72 – $174.90	$135.54 – $185.08

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta

The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move

±8.65%

Average actual move

9.64%

Beyond the implied move

1 / 2

Reaction session	Implied	Actual	Used	ATM IV before → after
May 06, 2026	±8.92%	+8.86%	0.99×	—
February 12, 2026	±8.39%	-10.43%	1.24×	—

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →