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INCY - Incyte
Implied Volatility Analysis

Implied Volatility:
57.1%
Put/Call-Ratio:
0.74

Incyte has an Implied Volatility (IV) of 57.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for INCY is 38 and the Implied Volatility Percentile (IVP) is 79. The current Implied Volatility Index for INCY is 0.48 standard deviations away from its 1 year mean.

Market Cap$14.87B
Next Earnings Date11/1/2022 (39d)
Implied Volatility (IV) 30d
57.14
Implied Volatility Rank (IVR) 1y
38.45
Implied Volatility Percentile (IVP) 1y
79.39
Historical Volatility (HV) 30d
23.80
IV / HV
2.40
Open Interest
16.04K
Option Volume
68.00
Put/Call Ratio (Volume)
0.74

Data was calculated after the 9/22/2022 closing.

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