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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Incyte Corporation (INCY) - NASDAQ Next Earnings Date: OS Estimate: July 28, 2026 BO
OS Projected Window: July 27, 2026 to Aug. 1, 2026
EVR: 2.4
Avg Daily Volume: 1,390,361    Market Cap: 18.8B
Sector: Healthcare    Short Interest: 6.02
Live Interactive Chart
Days to Next Earnings: 77 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 71
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
April 28, 2026 BO 2.6 $95.72 @$95.00 $7.88
($95.72)
8.29% -3.06% I 2.11% I $97.74 $6.33
( $97.74 )
-19.67%
Feb. 10, 2026 BO 2.5 $109.03 @$110.00 $7.90
($109.03)
7.18% -9.41% O -8.23% O $100.05 $9.98
( $100.05 )
26.33%
Oct. 28, 2025 BO 2.4 $93.08 @$92.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 29, 2025 BO 2.2 $70.16 @$70.00
April 29, 2025 BO 2.3 $59.52 @$60.00
Feb. 10, 2025 BO 2.2 $74.13 @$75.00
Oct. 29, 2024 BO 2.0 $65.69 @$65.00
July 30, 2024 BO 2.0 $68.59 @$67.50
April 30, 2024 BO 2.1 $52.56 @$52.50
Feb. 13, 2024 BO 2.2 $57.84 @$57.50

 
 
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