INCY · Expected Move
Incyte Genomics Inc
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).
INCY straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current INCY Expected Move
30-Day Straddle
$13.20
7-Day Straddle
$13.20
30-Day ATM IV
50.5%
IV Rank
89%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $13.20 | $13.20 | 50.5% | 89% |
| 20261022 | $12.85 | $12.85 | 48.6% | 81% |
| 20261021 | $14.25 | $14.25 | 53.1% | 100% |
| 20261020 | $13.45 | $13.45 | 47.6% | 98% |
| 20261019 | $12.80 | $12.80 | 46.9% | 94% |
| 20261016 | $13.15 | $3.47 | 46.7% | 93% |
| 20261015 | $13.15 | $3.65 | 46.5% | 92% |
| 20261014 | $13.35 | $5.35 | 46.5% | 92% |
| 20261013 | $13.75 | $4.65 | 48.1% | 100% |
| 20261012 | $13.65 | $5.95 | 47.5% | 100% |
| 20261009 | $13.70 | $5.42 | 45.4% | 100% |
| 20261008 | $13.85 | $5.60 | 43.9% | 100% |
| 20261007 | $14.00 | $6.40 | 43.7% | 99% |
| 20261006 | $14.15 | $7.55 | 43.0% | 94% |
| 20261005 | $14.00 | $7.47 | 43.9% | 100% |
| 20261002 | $7.45 | $7.45 | 41.9% | 87% |
| 20261001 | $9.15 | $9.15 | 43.0% | 94% |
| 20260930 | $7.75 | $7.75 | 41.5% | 84% |
| 20260929 | $8.30 | $8.30 | 40.6% | 78% |
| 20260928 | $9.05 | $9.05 | 43.9% | 100% |
| 20260925 | $10.00 | $10.00 | 41.5% | 97% |
| 20260924 | $8.62 | $8.62 | 37.0% | 63% |
| 20260923 | $9.80 | $9.80 | 40.7% | 91% |
| 20260922 | $10.70 | $10.70 | 39.9% | 85% |
| 20260921 | $8.48 | $8.48 | 35.4% | 50% |
| 20260918 | $11.20 | $1.55 | 40.3% | 88% |
| 20260917 | $10.82 | $3.48 | 37.5% | 67% |
| 20260916 | $11.20 | $2.80 | 39.2% | 79% |
| 20260915 | $10.43 | $5.38 | 36.0% | 55% |
| 20260914 | $10.57 | $4.35 | 35.8% | 53% |
| 20260911 | $10.75 | $5.05 | 35.4% | 51% |
| 20260910 | $11.15 | $5.17 | 35.7% | 53% |
| 20260909 | $10.85 | $5.38 | 33.8% | 39% |
| 20260908 | $11.05 | $6.65 | 35.1% | 49% |
| 20260904 | $12.15 | $6.53 | 33.6% | 37% |
| 20260903 | $11.50 | $7.93 | 34.2% | 35% |
| 20260902 | $7.38 | $7.38 | 33.4% | 31% |
| 20260901 | $6.83 | $6.83 | 34.7% | 33% |
| 20260831 | $8.38 | $8.38 | 36.2% | 42% |
| 20260828 | $7.88 | $7.88 | 35.0% | 35% |
| 20260827 | $9.05 | $9.05 | 34.2% | 30% |
| 20260826 | $7.95 | $7.95 | 32.1% | 19% |
| 20260825 | $8.18 | $8.18 | 32.9% | 23% |
| 20260824 | $9.90 | $9.90 | 36.0% | 41% |
| 20260821 | $9.35 | $2.75 | 33.5% | 26% |
| 20260820 | $11.00 | $3.00 | 35.5% | 38% |
| 20260819 | $10.95 | $2.95 | 36.0% | 40% |
| 20260818 | $8.50 | $2.38 | 29.5% | 4% |
| 20260817 | $8.90 | $4.40 | 30.1% | 8% |
| 20260814 | $9.43 | $5.38 | 32.2% | 19% |
| 20260813 | $9.57 | $4.60 | 31.5% | 16% |
| 20260812 | $9.60 | $4.90 | 31.3% | 14% |
| 20260811 | $10.00 | $5.72 | 32.4% | 20% |
| 20260810 | $11.40 | $5.50 | 34.3% | 31% |
| 20260807 | — | — | 33.3% | 25% |
| 20260806 | $11.75 | $7.42 | 35.2% | 36% |
| 20260805 | $6.95 | $6.95 | 38.3% | 53% |
| 20260804 | $6.97 | $6.97 | 32.2% | 20% |
| 20260803 | $7.03 | $7.03 | 32.9% | 23% |
| 20260731 | $7.65 | $7.65 | 33.0% | 24% |
More on INCY
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.