NBIX Moves

Neurocrine Biosciences Inc NBIX 164.63 4.87 3.05%

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Expected move

November 06, 2026 close · $164.77

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.6% ±$2.65	$162.12 – $167.42	$161.59 – $167.95	$159.09 – $170.45
2 sessions	±2.2% ±$3.69	$161.08 – $168.46	$160.30 – $169.24	$156.83 – $172.71
3 sessions	±2.8% ±$4.65	$160.12 – $169.42	$159.23 – $170.31	$154.88 – $174.66
1 week	±3.6% ±$5.90	$158.87 – $170.67	$157.55 – $171.99	$152.20 – $177.34
2 weeks	±5.0% ±$8.27	$156.50 – $173.04	$154.54 – $175.00	$147.11 – $182.43
3 weeks	±6.0% ±$9.89	$154.88 – $174.66	$152.48 – $177.06	$143.88 – $185.66
1 month	±7.0% ±$11.52	$153.25 – $176.29	$150.40 – $179.14	$140.35 – $189.19

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 →