Exclusive Update    Optionslam.com has confirmed NASDAQ:YNDX next earnings date on Thu Apr 25, 2019 BO
 

   Optionslam.com

   
    Log In | Join US    
Implied Movement: 7 Day Implied Movement Based on Weekly Options   
Get Weekly Volatility For:
Intercept Pharmaceuticals, Inc. (ICPT) - NASDAQ Next Earnings Date: Estimated on May 2, 2019
OS Projected Window: May 3, 2019 to May 10, 2019
EVR: 3.4
Avg Daily Volume: 1,089,643    Market Cap: 2.83B
Sector: Healthcare    Short Interest: 25.71
Live Interactive Chart
Days to Next Earnings: 11 Days
Current 7 Day Implied Movement: 6.48%       Theoretical Expires in 7 days
Implied Move Weekly: 11.39%       Expires on: May 3, 2019
Implied Move Monthly: 13.52%       Expires on: None


 
Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


    Help Topics:
  • Read here for details about how Implied Volatility data is calculated
  • Read here to find out details about this chart

 
Weekly Implied Movement Before and After Earnings:
 
Historical Tracking Available: 21

 
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
Feb. 28, 2019 BO $92.76 9.75% 11.75% 10.6% $102.60 $99.74 8.38% N/A 14.27% 8.44% 7.05%
Oct. 31, 2018 BO $87.21 9.78% 21.37% 1.94% $88.91 $96.01 8.28% N/A 13.16% 7.21% 5.74%
Aug. 2, 2018 BO $91.78 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 8, 2018 BO $70.33
Feb. 14, 2018 BO $53.41
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

 
[hide] [show]
Strategy Test
  • Main
  • Statistics
     
    My Account
  • Log In
  • Join US