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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: Feb. 22, 2018 BO
OS Projected Window: Feb. 18, 2018 to Feb. 27, 2018
EVR: 3.2
Avg Daily Volume: 1,780,879    Market Cap: 1.55B
Sector: Healthcare    Short Interest: 31.29
Live Interactive Chart
Days to Next Earnings: 69 Days
Current 7 Day Implied Movement: 4.82%       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: 16

 
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
Nov. 1, 2017 BO $61.63 7.79% 6.36% 4.65% $64.50 $64.86 5.78% 2.06% 10.33% 6.97% 5.42%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 23, 2017 BO $122.79
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

 
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