NBIX · Neurocrine Biosciences Inc

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$180.81 -2.03 (-1.11%) At close · Jul 29 Earnings today

Market Cap

$18.18B

100.55M

Options Chain

15-min delayed Underlying $180.81 · today Options Calculator

Positioning

Aug 21, 2026 · 22 days to expiry · 54 contracts

Put / call OI

0.46

Call-heavy positioning

Open interest

2,306

contracts outstanding

Volume

449

traded today

Max pain

$145.00

$35.81 below spot

ATM implied vol

46.3%

market's expected move

Open interest by strike

Calls Puts

100

105

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115

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135

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145

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220

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 22d Sep 18 50d Nov 20 113d Dec 18 141d Jan 15 169d Feb 19 204d Mar 19 232d Dec 17 505d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	183.5%	0.978	—		—	—	—	—	0
Call · $80 In the money Last — Breakeven — Implied vol 183.5% Delta 0.978 ≈98% ITM Gamma 0.001 Theta -0.102 Vega 0.03 Open interest 0 Model this call Put · $80 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	173.9%	0.975	—		—	—	—	—	0
Call · $85 In the money Last — Breakeven — Implied vol 173.9% Delta 0.975 ≈97% ITM Gamma 0.001 Theta -0.109 Vega 0.031 Open interest 0 Model this call Put · $85 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	156.9%	0.976	—		$0.58	—	—	1	1
Call · $90 In the money Last — Breakeven — Implied vol 156.9% Delta 0.976 ≈98% ITM Gamma 0.001 Theta -0.095 Vega 0.032 Open interest 0 Model this call Put · $90 Last $0.58 Breakeven $89.42 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put
0	—	147%	0.974	—		$1.70	—	—	1	3
Call · $95 In the money Last — Breakeven — Implied vol 147% Delta 0.974 ≈97% ITM Gamma 0.001 Theta -0.097 Vega 0.033 Open interest 0 Model this call Put · $95 Last $1.70 Breakeven $93.30 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this put
1	1	136.2%	0.972	$53.35		$2.30	-0.02	126.4%	1	4
Call · $100 In the money Last $53.35 Breakeven $153.35 Implied vol 136.2% Delta 0.972 ≈97% ITM Gamma 0.001 Theta -0.096 Vega 0.033 Open interest 1 Model this call Put · $100 Last $2.30 Breakeven $97.70 Implied vol 126.4% Delta -0.02 ≈2% ITM Gamma 0.001 Theta -0.061 Vega 0.017 Open interest 4 Model this put
9	1	128.8%	0.967	$75.10		—	-0.022	118.3%	—	0
Call · $105 In the money Last $75.10 Breakeven $180.10 Implied vol 128.8% Delta 0.967 ≈97% ITM Gamma 0.001 Theta -0.102 Vega 0.034 Open interest 9 Model this call Put · $105 Last — Breakeven — Implied vol 118.3% Delta -0.022 ≈2% ITM Gamma 0.001 Theta -0.062 Vega 0.034 Open interest 0 Model this put
1	1	117.5%	0.967	$52.55		$1.34	-0.021	106.4%	1	5
Call · $110 In the money Last $52.55 Breakeven $162.55 Implied vol 117.5% Delta 0.967 ≈97% ITM Gamma 0.001 Theta -0.096 Vega 0.035 Open interest 1 Model this call Put · $110 Last $1.34 Breakeven $108.66 Implied vol 106.4% Delta -0.021 ≈2% ITM Gamma 0.001 Theta -0.054 Vega 0.018 Open interest 5 Model this put
5	1	110.9%	0.961	$39.93		$2.40	-0.023	98.1%	1	2
Call · $115 In the money Last $39.93 Breakeven $154.93 Implied vol 110.9% Delta 0.961 ≈96% ITM Gamma 0.002 Theta -0.103 Vega 0.036 Open interest 5 Model this call Put · $115 Last $2.40 Breakeven $112.60 Implied vol 98.1% Delta -0.023 ≈2% ITM Gamma 0.001 Theta -0.053 Vega 0.036 Open interest 2 Model this put
1	1	100.5%	0.96	$22.10		$0.20	-0.025	89.7%	1	302
Call · $120 In the money Last $22.10 Breakeven $142.10 Implied vol 100.5% Delta 0.96 ≈96% ITM Gamma 0.002 Theta -0.097 Vega 0.037 Open interest 1 Model this call Put · $120 Last $0.20 Breakeven $119.80 Implied vol 89.7% Delta -0.025 ≈3% ITM Gamma 0.001 Theta -0.052 Vega 0.037 Open interest 302 Model this put
2	2	94.6%	0.953	$43.41		—	-0.057	101.8%	—	0
Call · $125 In the money Last $43.41 Breakeven $168.41 Implied vol 94.6% Delta 0.953 ≈95% ITM Gamma 0.002 Theta -0.103 Vega 0.038 Open interest 2 Model this call Put · $125 Last — Breakeven — Implied vol 101.8% Delta -0.057 ≈6% ITM Gamma 0.003 Theta -0.115 Vega 0.065 Open interest 0 Model this put
46	1	86.3%	0.95	$46.00		$10.10	-0.03	73.8%	1	0
Call · $130 In the money Last $46.00 Breakeven $176.00 Implied vol 86.3% Delta 0.95 ≈95% ITM Gamma 0.003 Theta -0.101 Vega 0.038 Open interest 46 Model this call Put · $130 Last $10.10 Breakeven $119.90 Implied vol 73.8% Delta -0.03 ≈3% ITM Gamma 0.002 Theta -0.049 Vega 0.038 Open interest 0 Model this put
314	10	79.1%	0.943	$34.80		$0.50	-0.026	63.2%	1	4
Call · $135 In the money Last $34.80 Breakeven $169.80 Implied vol 79.1% Delta 0.943 ≈94% ITM Gamma 0.003 Theta -0.102 Vega 0.067 Open interest 314 Model this call Put · $135 Last $0.50 Breakeven $134.50 Implied vol 63.2% Delta -0.026 ≈3% ITM Gamma 0.002 Theta -0.037 Vega 0.039 Open interest 4 Model this put
5	1	78.5%	0.917	$31.59		$5.05	-0.04	60.5%	2	2
Call · $140 In the money Last $31.59 Breakeven $171.59 Implied vol 78.5% Delta 0.917 ≈92% ITM Gamma 0.004 Theta -0.13 Vega 0.069 Open interest 5 Model this call Put · $140 Last $5.05 Breakeven $134.95 Implied vol 60.5% Delta -0.04 ≈4% ITM Gamma 0.003 Theta -0.05 Vega 0.04 Open interest 2 Model this put
303	300	72.9%	0.902	$37.05		$1.12	-0.056	58.5%	23	308
Call · $145 In the money Last $37.05 Breakeven $182.05 Implied vol 72.9% Delta 0.902 ≈90% ITM Gamma 0.005 Theta -0.138 Vega 0.07 Open interest 303 Model this call Put · $145 Last $1.12 Breakeven $143.88 Implied vol 58.5% Delta -0.056 ≈6% ITM Gamma 0.004 Theta -0.065 Vega 0.041 Open interest 308 Model this put
38	6	66.7%	0.886	$24.25		$0.80	-0.062	50.5%	10	26
Call · $150 In the money Last $24.25 Breakeven $174.25 Implied vol 66.7% Delta 0.886 ≈89% ITM Gamma 0.007 Theta -0.142 Vega 0.107 Open interest 38 Model this call Put · $150 Last $0.80 Breakeven $149.20 Implied vol 50.5% Delta -0.062 ≈6% ITM Gamma 0.005 Theta -0.06 Vega 0.071 Open interest 26 Model this put
31	2	62.9%	0.851	$27.82		$2.00	-0.091	47.5%	3	16
Call · $155 In the money Last $27.82 Breakeven $182.82 Implied vol 62.9% Delta 0.851 ≈85% ITM Gamma 0.008 Theta -0.157 Vega 0.109 Open interest 31 Model this call Put · $155 Last $2.00 Breakeven $153.00 Implied vol 47.5% Delta -0.091 ≈9% ITM Gamma 0.008 Theta -0.075 Vega 0.072 Open interest 16 Model this put
270	7	62.4%	0.803	$24.06		$1.93	-0.153	49.7%	1	14
Call · $160 In the money Last $24.06 Breakeven $184.06 Implied vol 62.4% Delta 0.803 ≈80% ITM Gamma 0.01 Theta -0.186 Vega 0.111 Open interest 270 Model this call Put · $160 Last $1.93 Breakeven $158.07 Implied vol 49.7% Delta -0.153 ≈15% ITM Gamma 0.011 Theta -0.113 Vega 0.11 Open interest 14 Model this put
57	5	58.3%	0.753	$19.58		$2.75	-0.207	47.5%	2	13
Call · $165 In the money Last $19.58 Breakeven $184.58 Implied vol 58.3% Delta 0.753 ≈75% ITM Gamma 0.012 Theta -0.194 Vega 0.148 Open interest 57 Model this call Put · $165 Last $2.75 Breakeven $162.25 Implied vol 47.5% Delta -0.207 ≈21% ITM Gamma 0.014 Theta -0.133 Vega 0.147 Open interest 13 Model this put
157	8	55.5%	0.691	$16.00		$5.32	-0.285	46%	7	14
Call · $170 In the money Last $16.00 Breakeven $186.00 Implied vol 55.5% Delta 0.691 ≈69% ITM Gamma 0.014 Theta -0.206 Vega 0.15 Open interest 157 Model this call Put · $170 Last $5.32 Breakeven $164.68 Implied vol 46% Delta -0.285 ≈28% ITM Gamma 0.017 Theta -0.15 Vega 0.15 Open interest 14 Model this put
69	1	52%	0.617	$12.30		$5.89	-0.373	44.5%	1	6
Call · $175 In the money Last $12.30 Breakeven $187.30 Implied vol 52% Delta 0.617 ≈62% ITM Gamma 0.016 Theta -0.207 Vega 0.175 Open interest 69 Model this call Put · $175 Last $5.89 Breakeven $169.11 Implied vol 44.5% Delta -0.373 ≈37% ITM Gamma 0.019 Theta -0.161 Vega 0.175 Open interest 6 Model this put
74	8	51.2%	0.532	$9.80		$9.85	-0.473	41.3%	1	5
Call · $180 In the money Last $9.80 Breakeven $189.80 Implied vol 51.2% Delta 0.532 ≈53% ITM Gamma 0.018 Theta -0.214 Vega 0.178 Open interest 74 Model this call Put · $180 Last $9.85 Breakeven $170.15 Implied vol 41.3% Delta -0.473 ≈47% ITM Gamma 0.022 Theta -0.158 Vega 0.178 Open interest 5 Model this put
Underlying $180.81
53	25	49.3%	0.444	$7.04		—	-0.583	40.1%	—	0
Call · $185 Last $7.04 Breakeven $192.04 Implied vol 49.3% Delta 0.444 ≈44% ITM Gamma 0.018 Theta -0.2 Vega 0.181 Open interest 53 Model this call Put · $185 In the money Last — Breakeven — Implied vol 40.1% Delta -0.583 ≈58% ITM Gamma 0.022 Theta -0.146 Vega 0.181 Open interest 0 Model this put
77	4	45.4%	0.346	$4.65		—	-0.697	37.5%	—	0
Call · $190 Last $4.65 Breakeven $194.65 Implied vol 45.4% Delta 0.346 ≈35% ITM Gamma 0.018 Theta -0.172 Vega 0.162 Open interest 77 Model this call Put · $190 In the money Last — Breakeven — Implied vol 37.5% Delta -0.697 ≈70% ITM Gamma 0.021 Theta -0.119 Vega 0.161 Open interest 0 Model this put
20	2	44.8%	0.259	$3.49		—	-0.803	35.6%	—	0
Call · $195 Last $3.49 Breakeven $198.49 Implied vol 44.8% Delta 0.259 ≈26% ITM Gamma 0.016 Theta -0.15 Vega 0.165 Open interest 20 Model this call Put · $195 In the money Last — Breakeven — Implied vol 35.6% Delta -0.803 ≈80% ITM Gamma 0.018 Theta -0.086 Vega 0.125 Open interest 0 Model this put
28	1	40.3%	0.164	$2.10		—	-0.938	28.8%	—	0
Call · $200 Last $2.10 Breakeven $202.10 Implied vol 40.3% Delta 0.164 ≈16% ITM Gamma 0.014 Theta -0.102 Vega 0.129 Open interest 28 Model this call Put · $200 In the money Last — Breakeven — Implied vol 28.8% Delta -0.938 ≈94% ITM Gamma 0.012 Theta -0.027 Vega 0.061 Open interest 0 Model this put
19	2	50.9%	0.129	$0.85		—	—	—	—	0
Call · $210 Last $0.85 Breakeven $210.85 Implied vol 50.9% Delta 0.129 ≈13% ITM Gamma 0.009 Theta -0.108 Vega 0.088 Open interest 19 Model this call Put · $210 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
1	1	49.4%	0.061	$1.00		—	—	—	—	0
Call · $220 Last $1.00 Breakeven $221.00 Implied vol 49.4% Delta 0.061 ≈6% ITM Gamma 0.005 Theta -0.06 Vega 0.052 Open interest 1 Model this call Put · $220 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 914475 CUSIP 64125C109 13F (30d) 233 filings 206 filers Visit website Investor relations