← Back to Stock / ETF implied volatility screenerINCY - Incyte
INCY - Incyte
Implied Volatility Analysis
Implied Volatility:
35.4%
35.4%
Put/Call-Ratio:
0.34
0.34
Incyte has an Implied Volatility (IV) of 35.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for INCY is 13 and the Implied Volatility Percentile (IVP) is 9. The current Implied Volatility Index for INCY is -1.39 standard deviations away from its 1 year mean.
| Market Cap | $17.29B |
|---|---|
| Next Earnings Date | 5/2/2023 (42d) |
| Implied Volatility (IV) 30d | 35.41 |
| Implied Volatility Rank (IVR) 1y | 12.93 |
| Implied Volatility Percentile (IVP) 1y | 8.54 |
| Historical Volatility (HV) 30d | 18.89 |
| IV / HV | 1.87 |
| Open Interest | 11.41K |
| Option Volume | 260.00 |
| Put/Call Ratio (Volume) | 0.34 |
Data was calculated after the 3/20/2023 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.