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ICPT

Intercept Pharmaceuticals

$11.12
-0.67% ($3.63)
Market Cap: $447.30M
Open Interest: 41.6K
Option Volume: 480.0
Dividend

Next Earnings
8/3/2023 (59d)
Implied Volatility
85.7%
IV Min 1y:
68.0%
IV Max 1y:
152.4%
IV Rank 1y
21
IV Percentile 1y
34
IV ZScore 1y
-0.66
Historical Volatility 30d
137.53%
IV/HV
0.62
Put/Call Ratio
0.96
Intercept Pharmaceuticals has an Implied Volatility (IV) of 85.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ICPT is 21 and the Implied Volatility Percentile (IVP) is 34. The current Implied Volatility Index for ICPT is -0.7 standard deviations away from its 1 year mean of 97.2%.
Data as of 6/2/2023

This stock chart shows ICPT Implied Volatility Index (IV), Historical Volatility (HV), Implied Volatility Rank (IVR) and Implied Volatility Percentile (IVP) for ICPT Intercept Pharmaceuticals over a one year time horizon.