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Implied Movement: 7 Day Implied Movement Based on Weekly Options   
Get Weekly Volatility For:
Intercept Pharmaceuticals, Inc. (ICPT) - NASDAQ Next Earnings Date: OS Estimate: Nov. 8, 2018 BO
OS Projected Window: Oct. 30, 2018 to Nov. 14, 2018
EVR: 3.1
Avg Daily Volume: 659.25k    Market Cap: 3.36B
Sector: Healthcare    Short Interest: 25.66
Live Interactive Chart
Days to Next Earnings: 73 Days
Current 7 Day Implied Movement: 5.28%       Theoretical Expires in 7 days


 
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Sample Chart


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    Most Recent ICPT Strategy Testing:
    psingathi    Closed a long Straddle position @$270.00 Expires May 15, 2015    PnL: $790.00
       May 14, 2015, 3:55 p.m.
    ms_bolden    Closed a long Straddle position @$157.50 Expires Jan. 23, 2015    PnL: $403.99
       Jan. 23, 2015, 4 p.m.
    ms_bolden    Closed a long Straddle position @$157.50 Expires Jan. 23, 2015    PnL: $106.99
       Jan. 23, 2015, 4 p.m.

 
Weekly Implied Movement Before and After Earnings:
 
Historical Tracking Available: 19

 
Earnings Date Pre Earnings Post Earnings Open Post Earnings Mean of Previous 2 Earnings
Close Price 7 Day IM 7 Day HM Open Close 7 Day IM 7 Day HM One Day Max Move Pre Earnings Post Earnings
Aug. 2, 2018 BO $91.78 7.10% 10.45% 3.5% $95.00 $100.83 5.83% N/A 10.91% 8.68% 6.64%
May 8, 2018 BO $70.33 7.32% 3.87% -2.11% $68.84 $70.15 5.65% N/A -3.95% 8.91% 6.71%
Feb. 14, 2018 BO $53.41 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 1, 2017 BO $61.63
July 31, 2017 BO $135.03
May 4, 2017 BO $112.72
Feb. 23, 2017 BO $122.79
Nov. 3, 2016 BO $117.55
Aug. 4, 2016 BO $172.59
May 5, 2016 AC $136.99

 
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