INCY (Incyte Genomics Inc)

Expected Move & Straddle Price History

The expected move for INCY is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.

Current INCY Expected Move
30-Day Straddle
$11.15
7-Day Straddle
$7.47
Avg IV
0.4%
IV Rank
2%
Implied one-standard-deviation move through the next 30 days. Compare to INCY's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
INCY Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260908 $11.15 $7.47 0.4% 2%
20260904 $12.15 $6.53 0.4% 5%
20260903 $11.50 $7.93 0.4% 9%
20260902 $7.38 $7.38 0.8% 47%
20260901 $6.83 $6.83 0.6% 34%
20260831 $8.38 $8.38 0.7% 39%
20260828 $7.88 $7.88 0.6% 35%
20260827 $9.05 $9.05 0.6% 36%
20260826 $7.95 $7.95 0.7% 46%
20260825 $8.18 $8.18 0.7% 39%
20260824 $9.90 $9.90 0.6% 37%
20260821 $9.35 $2.75 0.7% 40%
20260820 $11.00 $3.00 0.6% 33%
20260819 $10.95 $2.95 0.5% 19%
20260818 $8.50 $2.38 0.5% 28%
20260817 $8.90 $4.40 0.5% 23%
20260814 $9.43 $5.38 0.4% 13%
20260813 $9.57 $4.60 0.5% 22%
20260812 $9.60 $4.90 0.5% 20%
20260811 $10.00 $5.72 0.5% 21%
20260810 $11.40 $5.50 0.5% 28%
20260806 $11.75 $7.42 0.5% 25%
20260805 $6.95 $6.95 0.7% 46%
20260804 $6.97 $6.97 0.8% 49%
20260803 $7.03 $7.03 0.6% 34%
20260731 $7.65 $7.65 0.7% 46%
20260730 $8.22 $8.22 0.5% 22%
20260729 $9.25 $9.25 0.5% 28%
20260728 $9.60 $9.60 0.7% 49%
20260727 $10.30 $10.30 0.6% 32%
20260724 $10.12 $10.12 0.5% 21%
20260723 $10.95 $10.95 0.5% 19%
20260722 $9.82 $9.82 0.6% 37%
20260721 $10.85 $10.85 0.6% 33%
20260720 $10.10 $10.10 0.4% 15%
20260716 $11.60 $2.65 0.5% 20%
20260715 $12.10 $3.58 0.4% 11%
20260714 $12.35 $2.85 0.4% 14%
20260713 $11.05 $3.82 0.5% 26%
20260710 $11.80 $5.50 0.4% 12%
20260709 $12.55 $5.03 0.5% 22%
20260708 $12.50 $6.12 0.5% 20%
20260707 $12.30 $5.20 0.4% 14%
20260706 $13.50 $6.25 0.5% 22%
20260702 $6.55 $6.55 0.6% 36%
20260701 $6.25 $6.25 0.7% 42%
20260630 $5.75 $5.75 0.7% 48%
20260629 $6.62 $6.62 0.5% 24%
20260626 $7.17 $7.17 0.5% 24%
20260625 $5.85 $5.85 0.6% 31%
20260624 $6.55 $6.55 0.6% 29%
20260623 $5.97 $5.97 0.6% 31%
20260622 $6.85 $6.85 0.4% 18%
20260618 $6.45 $2.65 0.6% 32%
20260617 $7.65 $2.30 0.5% 26%
20260616 $7.57 $2.70 0.5% 23%
20260615 $7.92 $3.50 0.5% 24%
20260613 $8.73 $4.42 0.4% 9%
20260612 $8.22 $4.30 0.4% 11%
20260611 $8.65 $5.17 0.5% 21%