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Incyte Corp. Common Stock INCY

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-08T09:15:32.925Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

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 · 2026-11-06T23:46:37.575449024Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-08T09:10:26.943568+00:00

Share price$120.00
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$1.01$4.10$7.19$10.29$13.38$104.02$113.14$122.26$131.37$140.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive INCY spot · $120.00INCY PRICE$1.34$1.79$2.30$2.82$3.31$3.77$4.23$4.77$5.37$5.97$6.58$7.48$8.63$1.51$1.88$2.25$2.78$3.32$3.86$4.73$5.98$7.22$8.40$9.52$10.63$12.49
PutsFair0.95×
CallsCheap0.67×
SkewBearish+2.30 pp
Implied moveBearish±$8.96
TiltBearish12.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ131.8856.2%11.0%110.3758.1%9.3%
25Δ129.6857.7%9.6%112.6254.9%7.7%
30Δ127.7757.7%8.4%114.8751.7%6.2%
35Δ125.8657.7%7.2%116.3550.8%5.4%
40Δ124.0956.4%6.2%117.7950.0%4.6%
45Δ122.4454.0%5.2%119.2349.2%3.9%
50Δ120.7951.6%4.2%120.7850.1%3.3%
55Δ119.3449.6%3.4%122.4453.2%3.0%
60Δ118.0847.9%2.9%124.0956.2%2.6%
65Δ116.8346.3%2.3%125.7557.2%2.2%
70Δ115.5744.6%1.8%127.4155.7%1.8%
75Δ114.1743.5%1.4%129.0754.2%1.3%
80Δ112.6542.7%1.1%131.3954.5%0.9%

20Δ

Calls
Pseudo strike
131.88
IV
56.2%
B/E move
11.0%
Puts
Pseudo strike
110.37
IV
58.1%
B/E move
9.3%

25Δ

Calls
Pseudo strike
129.68
IV
57.7%
B/E move
9.6%
Puts
Pseudo strike
112.62
IV
54.9%
B/E move
7.7%

30Δ

Calls
Pseudo strike
127.77
IV
57.7%
B/E move
8.4%
Puts
Pseudo strike
114.87
IV
51.7%
B/E move
6.2%

35Δ

Calls
Pseudo strike
125.86
IV
57.7%
B/E move
7.2%
Puts
Pseudo strike
116.35
IV
50.8%
B/E move
5.4%

40Δ

Calls
Pseudo strike
124.09
IV
56.4%
B/E move
6.2%
Puts
Pseudo strike
117.79
IV
50.0%
B/E move
4.6%

45Δ

Calls
Pseudo strike
122.44
IV
54.0%
B/E move
5.2%
Puts
Pseudo strike
119.23
IV
49.2%
B/E move
3.9%

50Δ

Calls
Pseudo strike
120.79
IV
51.6%
B/E move
4.2%
Puts
Pseudo strike
120.78
IV
50.1%
B/E move
3.3%

55Δ

Calls
Pseudo strike
119.34
IV
49.6%
B/E move
3.4%
Puts
Pseudo strike
122.44
IV
53.2%
B/E move
3.0%

60Δ

Calls
Pseudo strike
118.08
IV
47.9%
B/E move
2.9%
Puts
Pseudo strike
124.09
IV
56.2%
B/E move
2.6%

65Δ

Calls
Pseudo strike
116.83
IV
46.3%
B/E move
2.3%
Puts
Pseudo strike
125.75
IV
57.2%
B/E move
2.2%

70Δ

Calls
Pseudo strike
115.57
IV
44.6%
B/E move
1.8%
Puts
Pseudo strike
127.41
IV
55.7%
B/E move
1.8%

75Δ

Calls
Pseudo strike
114.17
IV
43.5%
B/E move
1.4%
Puts
Pseudo strike
129.07
IV
54.2%
B/E move
1.3%

80Δ

Calls
Pseudo strike
112.65
IV
42.7%
B/E move
1.1%
Puts
Pseudo strike
131.39
IV
54.5%
B/E move
0.9%

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%