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Incyte Corp. Common Stock INCY

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-12T16:42:10.654Z

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 · 2026-11-12T16:42:02.77035462Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T16:37:20.349409+00:00

Share price$123.17
1D+0.7%
$121.21$121.73$122.24$122.76$123.285:30 AM6:30 AM9:00 AM1:00 PMINCY
Sold putSold call

Incyte Corp. Common Stock options

Live interpolated INCY call and put midpoint premiums by absolute delta.Incyte Corp. Common Stock$0.91$3.70$6.48$9.27$12.05$111.38$116.82$122.25$127.69$133.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive INCY spot · $123.17INCY PRICE$1.29$1.70$2.11$2.51$2.95$3.46$3.97$4.48$4.99$5.61$6.29$6.97$1.21$1.56$1.92$2.27$2.74$3.20$3.66$4.12$5.19$6.63$8.08$9.64$11.25
PutsExpensive1.32×
Calls——
Skew——
Implied moveBearish±$7.12
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ115.1657.0%7.5%
25Δ129.7848.9%6.4%116.8154.9%6.4%
30Δ128.5149.1%5.7%118.4552.8%5.4%
35Δ127.2449.3%5.0%120.0650.7%4.4%
40Δ125.9749.5%4.3%121.1949.6%3.8%
45Δ124.7449.4%3.7%122.3148.5%3.3%
50Δ123.6448.5%3.2%123.4447.3%2.8%
55Δ122.5547.7%2.7%124.5746.2%2.2%
60Δ121.4546.8%2.2%126.0448.4%1.9%
65Δ120.3545.9%1.8%127.7452.8%1.7%
70Δ119.3144.2%1.4%129.4557.1%1.5%
75Δ118.3042.0%1.2%131.3458.6%1.2%
80Δ117.2939.9%0.9%133.3358.8%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
115.16
IV
57.0%
B/E move
7.5%

25Δ

Calls
Pseudo strike
129.78
IV
48.9%
B/E move
6.4%
Puts
Pseudo strike
116.81
IV
54.9%
B/E move
6.4%

30Δ

Calls
Pseudo strike
128.51
IV
49.1%
B/E move
5.7%
Puts
Pseudo strike
118.45
IV
52.8%
B/E move
5.4%

35Δ

Calls
Pseudo strike
127.24
IV
49.3%
B/E move
5.0%
Puts
Pseudo strike
120.06
IV
50.7%
B/E move
4.4%

40Δ

Calls
Pseudo strike
125.97
IV
49.5%
B/E move
4.3%
Puts
Pseudo strike
121.19
IV
49.6%
B/E move
3.8%

45Δ

Calls
Pseudo strike
124.74
IV
49.4%
B/E move
3.7%
Puts
Pseudo strike
122.31
IV
48.5%
B/E move
3.3%

50Δ

Calls
Pseudo strike
123.64
IV
48.5%
B/E move
3.2%
Puts
Pseudo strike
123.44
IV
47.3%
B/E move
2.8%

55Δ

Calls
Pseudo strike
122.55
IV
47.7%
B/E move
2.7%
Puts
Pseudo strike
124.57
IV
46.2%
B/E move
2.2%

60Δ

Calls
Pseudo strike
121.45
IV
46.8%
B/E move
2.2%
Puts
Pseudo strike
126.04
IV
48.4%
B/E move
1.9%

65Δ

Calls
Pseudo strike
120.35
IV
45.9%
B/E move
1.8%
Puts
Pseudo strike
127.74
IV
52.8%
B/E move
1.7%

70Δ

Calls
Pseudo strike
119.31
IV
44.2%
B/E move
1.4%
Puts
Pseudo strike
129.45
IV
57.1%
B/E move
1.5%

75Δ

Calls
Pseudo strike
118.30
IV
42.0%
B/E move
1.2%
Puts
Pseudo strike
131.34
IV
58.6%
B/E move
1.2%

80Δ

Calls
Pseudo strike
117.29
IV
39.9%
B/E move
0.9%
Puts
Pseudo strike
133.33
IV
58.8%
B/E move
0.9%

Options history

IV · four-Friday blend36.79%
Daily close
INCY33.4%43.9%54.4%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 14Sep 24Oct 30
52 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
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%