IntraAlpha
Create free account Start free

Incyte Corp. Common Stock INCY

i

Market datapartial · fetched 2026-10-23T02:59:30.836Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:48:40.181961299Z

FundamentalsAlpha Vantage · unavailable

Share price$117.65
1D+3.2%
AH$113$114$115$116$1175:30 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$1.32$6.85$12.38$17.90$23.43$95.47$105.59$115.71$125.83$135.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive INCY spot · $117.65INCY PRICE$1.92$2.03$2.64$3.26$4.04$4.82$5.46$5.98$6.49$7.61$9.01$10.47$12.42$2.31$3.05$3.82$4.73$5.65$6.76$7.89$9.26$10.72$12.60$14.73$17.91$21.84
PutsExpensive1.32×
CallsExpensive1.09×
SkewBearish+11.77 pp
Implied moveBearish±$13.35
TiltBearish22.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ136.0054.6%17.2%104.2657.5%13.3%
25Δ129.0943.0%11.5%107.2456.5%11.4%
30Δ126.9743.8%10.2%110.0555.5%9.7%
35Δ124.8544.5%8.9%112.4555.0%8.4%
40Δ122.9145.1%7.9%114.8654.5%7.2%
45Δ120.9645.7%6.9%117.1254.2%6.2%
50Δ119.1044.7%5.9%119.3953.9%5.2%
55Δ117.3341.9%4.8%121.7253.7%4.4%
60Δ115.5539.2%3.7%124.0753.7%3.7%
65Δ113.6639.2%3.1%126.7354.1%3.0%
70Δ111.7240.6%2.6%129.5854.9%2.4%
75Δ109.7241.8%2.2%133.3757.0%1.9%
80Δ107.2642.6%1.7%137.8859.3%1.4%

20Δ

Calls
Pseudo strike
136.00
IV
54.6%
B/E move
17.2%
Puts
Pseudo strike
104.26
IV
57.5%
B/E move
13.3%

25Δ

Calls
Pseudo strike
129.09
IV
43.0%
B/E move
11.5%
Puts
Pseudo strike
107.24
IV
56.5%
B/E move
11.4%

30Δ

Calls
Pseudo strike
126.97
IV
43.8%
B/E move
10.2%
Puts
Pseudo strike
110.05
IV
55.5%
B/E move
9.7%

35Δ

Calls
Pseudo strike
124.85
IV
44.5%
B/E move
8.9%
Puts
Pseudo strike
112.45
IV
55.0%
B/E move
8.4%

40Δ

Calls
Pseudo strike
122.91
IV
45.1%
B/E move
7.9%
Puts
Pseudo strike
114.86
IV
54.5%
B/E move
7.2%

45Δ

Calls
Pseudo strike
120.96
IV
45.7%
B/E move
6.9%
Puts
Pseudo strike
117.12
IV
54.2%
B/E move
6.2%

50Δ

Calls
Pseudo strike
119.10
IV
44.7%
B/E move
5.9%
Puts
Pseudo strike
119.39
IV
53.9%
B/E move
5.2%

55Δ

Calls
Pseudo strike
117.33
IV
41.9%
B/E move
4.8%
Puts
Pseudo strike
121.72
IV
53.7%
B/E move
4.4%

60Δ

Calls
Pseudo strike
115.55
IV
39.2%
B/E move
3.7%
Puts
Pseudo strike
124.07
IV
53.7%
B/E move
3.7%

65Δ

Calls
Pseudo strike
113.66
IV
39.2%
B/E move
3.1%
Puts
Pseudo strike
126.73
IV
54.1%
B/E move
3.0%

70Δ

Calls
Pseudo strike
111.72
IV
40.6%
B/E move
2.6%
Puts
Pseudo strike
129.58
IV
54.9%
B/E move
2.4%

75Δ

Calls
Pseudo strike
109.72
IV
41.8%
B/E move
2.2%
Puts
Pseudo strike
133.37
IV
57.0%
B/E move
1.9%

80Δ

Calls
Pseudo strike
107.26
IV
42.6%
B/E move
1.7%
Puts
Pseudo strike
137.88
IV
59.3%
B/E move
1.4%

Options history

No recorded observations