← Back to Stock / ETF implied volatility screener

ICPT - Intercept Pharmaceuticals
Implied Volatility Analysis

Implied Volatility:
82.4%
Put/Call-Ratio:
0.01

Intercept Pharmaceuticals has an Implied Volatility (IV) of 82.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ICPT is 1 and the Implied Volatility Percentile (IVP) is 1. The current Implied Volatility Index for ICPT is -1.15 standard deviations away from its 1 year mean.

Market Cap$589.78M
Next Earnings Date3/2/2023 (91d)
Implied Volatility (IV) 30d
82.39
Implied Volatility Rank (IVR) 1y
1.22
Implied Volatility Percentile (IVP) 1y
1.31
Historical Volatility (HV) 30d
57.59
IV / HV
1.43
Open Interest
32.40K
Option Volume
208.00
Put/Call Ratio (Volume)
0.01

Data was calculated after the 11/30/2022 closing.

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.