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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Incyte Corporation (INCY) - NASDAQ Next Earnings Date: OS Estimate: Feb. 11, 2025 BO
OS Projected Window: Feb. 10, 2025 to Feb. 15, 2025
EVR: 2.2
Avg Daily Volume: 2,235,447    Market Cap: 13.10B
Sector: Healthcare    Short Interest: 4.15
Live Interactive Chart
Days to Next Earnings: 81 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 65
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
Oct. 29, 2024 BO 2.0 $65.69 @$65.00 $4.95
($65.69)
7.62% 12.75% O 12.04% O $73.60 $9.40
( $73.60 )
89.9%
July 30, 2024 BO 2.0 $68.59 @$67.50 $5.22
($68.59)
7.73% -5.61% I -1.16% I $67.79 $2.05
( $67.79 )
-60.73%
April 30, 2024 BO 2.1 $52.56 @$52.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 13, 2024 BO 2.2 $57.84 @$57.50
Oct. 31, 2023 BO 2.3 $52.16 @$52.50
Aug. 1, 2023 BO 2.4 $63.72 @$62.50
May 2, 2023 BO 2.2 $75.34 @$75.00
Feb. 7, 2023 BO 2.3 $84.36 @$85.00
Nov. 1, 2022 BO 2.1 $74.34 @$75.00
Aug. 2, 2022 BO 2.0 $77.40 @$77.50

 
 
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