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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. 10, 2017 BO
OS Projected Window: Nov. 3, 2017 to Nov. 10, 2017
EVR: 3.5
Avg Daily Volume: 437,278    Market Cap: 2.68B
Sector: Healthcare
Live Interactive Chart
Days to Next Earnings: 78 Days
Current 7 Day Implied Movement: 5.42%       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: 15

 
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
July 31, 2017 BO $135.03 7.63% 2.96% -5.2% $128.00 $117.13 5.62% N/A -13.41% 6.94% 5.76%
May 4, 2017 BO $112.72 6.30% 3.64% 1.01% $113.86 $117.29 5.21% N/A 10.39% 7.02% 6.94%
Feb. 23, 2017 BO $122.79 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 3, 2016 BO $117.55
Aug. 4, 2016 BO $172.59
May 5, 2016 AC $136.99
Feb. 23, 2016 BO $121.76
Nov. 9, 2015 BO $176.70
Aug. 5, 2015 AC $260.13
May 11, 2015 BO $276.52

 
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