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Incyte Corp. Common Stock INCY

i

Market datapartial · fetched 2026-11-06T22:01:10.710Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-06T21:12:16.381507004Z

FundamentalsAlpha Vantage · unavailable

Share price$119.55
1D+2.2%
AH$115$116$118$119$1205:30 AM6:30 AM9:00 AM1:00 PM2:00 PMINCY
Sold putSold callAH

Incyte Corp. Common Stock options

Live interpolated INCY call and put midpoint premiums by absolute delta.Incyte Corp. Common Stock$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEINCY PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend36.79%
Daily close
INCY33.4%43.9%54.4%2026-08-10: 35.26%2026-08-11: 35.93%2026-08-12: 34.95%2026-08-13: 34.90%2026-08-14: 36.37%2026-08-17: 36.63%2026-08-19: 39.38%2026-08-21: 35.63%2026-08-24: 36.60%2026-08-25: 35.47%2026-08-26: 34.81%2026-08-27: 35.86%2026-08-28: 36.47%2026-08-31: 37.72%2026-09-01: 36.30%2026-09-02: 35.38%2026-09-03: 36.03%2026-09-04: 36.07%2026-09-08: 37.69%2026-09-09: 36.59%2026-09-10: 37.71%2026-09-11: 37.20%2026-09-14: 38.73%2026-09-15: 43.73%2026-09-16: 40.15%2026-09-18: 40.65%2026-09-21: 38.00%2026-09-22: 40.43%2026-09-23: 40.11%2026-09-24: 38.51%2026-09-25: 41.45%2026-09-28: 42.64%2026-09-29: 41.23%2026-09-30: 41.06%2026-10-01: 42.07%2026-10-02: 41.27%2026-10-05: 43.07%2026-10-06: 43.46%2026-10-07: 42.93%2026-10-08: 43.29%2026-10-09: 43.45%2026-10-12: 48.83%2026-10-13: 47.90%2026-10-14: 51.89%2026-10-15: 52.92%2026-10-16: 42.70%2026-10-19: 42.46%2026-10-20: 43.05%2026-10-21: 44.95%2026-10-22: 44.53%2026-10-23: 43.98%2026-10-26: 41.12%2026-10-27: 40.18%2026-10-28: 40.89%2026-10-29: 36.68%2026-10-30: 36.79%Aug 10Sep 22Oct 30
56 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
35.26%
35.93%
34.95%
34.90%
36.37%
36.63%
39.38%
35.63%
36.60%
35.47%
34.81%
35.86%
36.47%
37.72%
36.30%
35.38%
36.03%
36.07%
37.69%
36.59%
37.71%
37.20%
38.73%
43.73%
40.15%
40.65%
38.00%
40.43%
40.11%
38.51%
41.45%
42.64%
41.23%
41.06%
42.07%
41.27%
43.07%
43.46%
42.93%
43.29%
43.45%
48.83%
47.90%
51.89%
52.92%
42.70%
42.46%
43.05%
44.95%
44.53%
43.98%
41.12%
40.18%
40.89%
36.68%
36.79%