INCY · IV Rank History

Incyte Genomics Inc

IV rank shows where INCY's implied volatility sits within its own recent range: 0 is the lowest reading in the window, 100 the highest. This page gives the 52-week version, the 90-session version our screeners use, the IV percentile, and the daily history.

INCY's 30-day at-the-money implied volatility was 50.5% as of Oct 23, 2026. Its 52-week IV rank is 58 and its IV percentile is 89%: IV was lower on 89% of the past year's sessions. Over those 52 weeks it ranged from 28.8% (Jun 18, 2026) to 66.2% (Oct 31, 2025). On the 90-session window our screeners use, the IV rank is 89.

INCY IV rank history

504 sessions

Filled line: 90-session IV rank (0–100, left axis). Dashed line: 30-day at-the-money implied volatility (right axis).

INCY IV rank and implied volatility as of 2026-10-23

52-Week IV Rank
58
0 = year low, 100 = year high
IV Percentile
89%
of past-year sessions had lower IV
90-Session IV Rank
89
used by our screeners
30-Day ATM IV
50.5%
1-year average 40.0%
52-Week IV High
66.2%
2025-10-31
52-Week IV Low
28.8%
2026-06-18
History Since
2023-05-02
849 sessions

How these are measured. Implied volatility here is INCY's 30-day at-the-money IV: the implied volatility of the calls and puts struck nearest the share price, blended between the expirations on either side of 30 days so every reading covers the same horizon. It's the IV level options traders usually quote, and it doesn't jump when the nearest expiration rolls from a weekly to a monthly. The 7-day figure is the same measure a week out, so it reacts first to near-term events such as earnings.

52-week IV rank = (today's IV − 52-week low) ÷ (52-week high − 52-week low) × 100. IV percentile is the share of the past year's sessions that closed with lower IV than today. The 90-session IV rank applies the same rank formula to the last 90 sessions, so it reacts faster.

A high reading means INCY options are expensive relative to their own recent history, which is common ahead of earnings or after a sharp move. It says nothing about which way the stock will go. The Vol Arb Screener ranks every tracked symbol by these measures.

INCY implied volatility by month

MonthAvg ATM IVHighLowAvg IV Rank (90-session)
Oct 2026 (to date) 46.3% 53.1% 41.9% 95
Sep 2026 37.4% 43.9% 33.4% 63
Aug 2026 33.6% 38.3% 29.5% 27
Jul 2026 37.7% 41.9% 32.9% 50
Jun 2026 34.3% 41.6% 28.8% 26
May 2026 36.9% 40.7% 31.9% 35
Apr 2026 39.0% 46.6% 35.6% 43
Mar 2026 37.0% 41.9% 31.6% 15
Feb 2026 37.0% 42.0% 33.2% 10
Jan 2026 39.5% 44.7% 34.2% 30
Dec 2025 41.5% 53.5% 34.2% 39
Nov 2025 56.8% 62.2% 52.2% 77
Oct 2025 44.8% 66.2% 35.6% 83
Sep 2025 32.4% 40.2% 26.8% 38
Aug 2025 29.4% 34.5% 25.2% 20
Jul 2025 33.4% 39.0% 28.7% 24
Jun 2025 34.3% 42.2% 24.0% 18
May 2025 32.3% 45.8% 29.1% 9
Apr 2025 43.9% 55.3% 29.4% 37
Mar 2025 45.0% 65.1% 31.3% 40
Feb 2025 49.9% 59.9% 37.7% 54
Jan 2025 43.1% 48.3% 35.9% 42
Dec 2024 45.4% 56.7% 39.4% 53
Nov 2024 47.4% 65.9% 31.8% 76
Oct 2024 34.4% 38.0% 31.4% 78
Sep 2024 31.2% 38.5% 27.8% 59
Aug 2024 26.7% 33.3% 22.5% 36
Jul 2024 27.7% 36.7% 22.7% 41
Jun 2024 24.3% 31.4% 20.3% 17
May 2024 23.7% 27.1% 19.5% 7
Apr 2024 32.2% 39.6% 27.0% 34
Mar 2024 28.4% 31.2% 26.8% 17
Feb 2024 31.4% 47.2% 24.6% 36
Jan 2024 30.9% 34.9% 25.0% 55
Dec 2023 28.5% 31.6% 25.6% 46
Nov 2023 28.0% 32.1% 25.2% 44
Oct 2023 30.2% 41.7% 24.0% 66
Sep 2023 21.9% 26.9% 17.1% 33
Aug 2023 25.2% 33.2% 20.1% 49
Jul 2023 31.1% 35.7% 24.9% 80
Jun 2023 25.7% 31.5% 20.2% 55
May 2023 24.1% 34.3% 15.0% 50

INCY IV rank: last 30 sessions

DateIV Rank (90-session)30-Day ATM IV7-Day ATM IV
2026-10-23 89 50.5% —
2026-10-22 81 48.6% —
2026-10-21 100 53.1% —
2026-10-20 98 47.6% —
2026-10-19 94 46.9% —
2026-10-16 93 46.7% —
2026-10-15 92 46.5% —
2026-10-14 92 46.5% 71.1%
2026-10-13 100 48.1% 58.0%
2026-10-12 100 47.5% 58.6%
2026-10-09 100 45.4% 42.3%
2026-10-08 100 43.9% 43.5%
2026-10-07 99 43.7% 43.9%
2026-10-06 94 43.0% 44.4%
2026-10-05 100 43.9% 46.0%
2026-10-02 87 41.9% 41.3%
2026-10-01 94 43.0% 42.5%
2026-09-30 84 41.5% 37.7%
2026-09-29 78 40.6% 37.7%
2026-09-28 100 43.9% 40.9%
2026-09-25 97 41.5% 41.0%
2026-09-24 63 37.0% —
2026-09-23 91 40.7% —
2026-09-22 85 39.9% —
2026-09-21 50 35.4% —
2026-09-18 88 40.3% —
2026-09-17 67 37.5% —
2026-09-16 79 39.2% 37.3%
2026-09-15 55 36.0% 57.6%
2026-09-14 53 35.8% 36.6%

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.