INCY · Incyte Corp

Track INCY — free Ask ALVIS about INCY

$117.68 +0.99 (+0.84%) At close · Jul 24

Market Cap

$23.51B

199.78M

Options Chain

15-min delayed Underlying $117.68 · today Options Calculator

Positioning

Aug 21, 2026 · 26 days to expiry · 38 contracts

Put / call OI

0.21

Call-heavy positioning

Open interest

1,895

contracts outstanding

Volume

235

traded today

Max pain

$110.00

$7.68 below spot

ATM implied vol

38.5%

market's expected move

Open interest by strike

Calls Puts

100

105

110

115

120

125

130

135

140

145

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 26d Sep 18 54d Dec 18 145d Jan 15 173d Mar 19 236d Dec 17 509d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	165.8%	0.973	—		$0.08	-0.037	184.4%	24	12
Call · $55 In the money Last — Breakeven — Implied vol 165.8% Delta 0.973 ≈97% ITM Gamma 0.001 Theta -0.067 Vega 0.021 Open interest 0 Model this call Put · $55 Last $0.08 Breakeven $54.92 Implied vol 184.4% Delta -0.037 ≈4% ITM Gamma 0.001 Theta -0.089 Vega 0.021 Open interest 12 Model this put
0	—	146%	0.972	—		—	—	—	—	0
Call · $60 In the money Last — Breakeven — Implied vol 146% Delta 0.972 ≈97% ITM Gamma 0.001 Theta -0.062 Vega 0.022 Open interest 0 Model this call Put · $60 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	127.9%	0.971	—		—	—	—	—	0
Call · $65 In the money Last — Breakeven — Implied vol 127.9% Delta 0.971 ≈97% ITM Gamma 0.002 Theta -0.057 Vega 0.023 Open interest 0 Model this call Put · $65 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	121.5%	0.96	—		—	—	—	—	0
Call · $70 In the money Last — Breakeven — Implied vol 121.5% Delta 0.96 ≈96% ITM Gamma 0.002 Theta -0.069 Vega 0.024 Open interest 0 Model this call Put · $70 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	107.6%	0.956	—		—	-0.032	96.6%	—	0
Call · $75 In the money Last — Breakeven — Implied vol 107.6% Delta 0.956 ≈96% ITM Gamma 0.003 Theta -0.068 Vega 0.025 Open interest 0 Model this call Put · $75 Last — Breakeven — Implied vol 96.6% Delta -0.032 ≈3% ITM Gamma 0.002 Theta -0.04 Vega 0.025 Open interest 0 Model this put
0	—	98.8%	0.944	—		—	-0.036	84.5%	—	0
Call · $80 In the money Last — Breakeven — Implied vol 98.8% Delta 0.944 ≈94% ITM Gamma 0.004 Theta -0.074 Vega 0.045 Open interest 0 Model this call Put · $80 Last — Breakeven — Implied vol 84.5% Delta -0.036 ≈4% ITM Gamma 0.003 Theta -0.039 Vega 0.026 Open interest 0 Model this put
0	—	78.9%	0.95	—		—	-0.043	74.2%	—	0
Call · $85 In the money Last — Breakeven — Implied vol 78.9% Delta 0.95 ≈95% ITM Gamma 0.004 Theta -0.057 Vega 0.027 Open interest 0 Model this call Put · $85 Last — Breakeven — Implied vol 74.2% Delta -0.043 ≈4% ITM Gamma 0.004 Theta -0.04 Vega 0.027 Open interest 0 Model this put
0	—	73.5%	0.925	—		—	-0.048	62.6%	—	0
Call · $90 In the money Last — Breakeven — Implied vol 73.5% Delta 0.925 ≈93% ITM Gamma 0.006 Theta -0.07 Vega 0.048 Open interest 0 Model this call Put · $90 Last — Breakeven — Implied vol 62.6% Delta -0.048 ≈5% ITM Gamma 0.005 Theta -0.037 Vega 0.027 Open interest 0 Model this put
2	2	63.4%	0.907	$21.05		$0.30	-0.057	52.6%	5	12
Call · $95 In the money Last $21.05 Breakeven $116.05 Implied vol 63.4% Delta 0.907 ≈91% ITM Gamma 0.008 Theta -0.072 Vega 0.049 Open interest 2 Model this call Put · $95 Last $0.30 Breakeven $94.70 Implied vol 52.6% Delta -0.057 ≈6% ITM Gamma 0.007 Theta -0.036 Vega 0.029 Open interest 12 Model this put
5	1	56.3%	0.872	$15.77		$0.60	-0.074	42.7%	10	13
Call · $100 In the money Last $15.77 Breakeven $115.77 Implied vol 56.3% Delta 0.872 ≈87% ITM Gamma 0.012 Theta -0.079 Vega 0.076 Open interest 5 Model this call Put · $100 Last $0.60 Breakeven $99.40 Implied vol 42.7% Delta -0.074 ≈7% ITM Gamma 0.01 Theta -0.035 Vega 0.05 Open interest 13 Model this put
41	1	55.1%	0.797	$13.95		$1.25	-0.145	40.9%	7	89
Call · $105 In the money Last $13.95 Breakeven $118.95 Implied vol 55.1% Delta 0.797 ≈80% ITM Gamma 0.017 Theta -0.103 Vega 0.102 Open interest 41 Model this call Put · $105 Last $1.25 Breakeven $103.75 Implied vol 40.9% Delta -0.145 ≈14% ITM Gamma 0.018 Theta -0.054 Vega 0.077 Open interest 89 Model this put
359	2	44.4%	0.724	$10.30		$2.23	-0.275	44%	5	163
Call · $110 In the money Last $10.30 Breakeven $120.30 Implied vol 44.4% Delta 0.724 ≈72% ITM Gamma 0.024 Theta -0.096 Vega 0.104 Open interest 359 Model this call Put · $110 Last $2.23 Breakeven $107.77 Implied vol 44% Delta -0.275 ≈28% ITM Gamma 0.024 Theta -0.085 Vega 0.104 Open interest 163 Model this put
177	1	45.6%	0.588	$6.90		$3.95	-0.408	39.6%	4	34
Call · $115 In the money Last $6.90 Breakeven $121.90 Implied vol 45.6% Delta 0.588 ≈59% ITM Gamma 0.027 Theta -0.113 Vega 0.123 Open interest 177 Model this call Put · $115 Last $3.95 Breakeven $111.05 Implied vol 39.6% Delta -0.408 ≈41% ITM Gamma 0.032 Theta -0.088 Vega 0.123 Open interest 34 Model this put
Underlying $117.68
199	4	38.2%	0.433	$4.35		$6.76	-0.569	38.7%	2	11
Call · $120 Last $4.35 Breakeven $124.35 Implied vol 38.2% Delta 0.433 ≈43% ITM Gamma 0.033 Theta -0.095 Vega 0.127 Open interest 199 Model this call Put · $120 In the money Last $6.76 Breakeven $113.24 Implied vol 38.7% Delta -0.569 ≈57% ITM Gamma 0.033 Theta -0.085 Vega 0.127 Open interest 11 Model this put
490	3	43.8%	0.317	$2.55		—	-0.729	37%	—	0
Call · $125 Last $2.55 Breakeven $127.55 Implied vol 43.8% Delta 0.317 ≈32% ITM Gamma 0.026 Theta -0.097 Vega 0.114 Open interest 490 Model this call Put · $125 In the money Last — Breakeven — Implied vol 37% Delta -0.729 ≈73% ITM Gamma 0.03 Theta -0.067 Vega 0.113 Open interest 0 Model this put
64	7	41.4%	0.194	$1.58		$17.00	-0.879	33.1%	1	1
Call · $130 Last $1.58 Breakeven $131.58 Implied vol 41.4% Delta 0.194 ≈19% ITM Gamma 0.021 Theta -0.07 Vega 0.09 Open interest 64 Model this call Put · $130 In the money Last $17.00 Breakeven $113.00 Implied vol 33.1% Delta -0.879 ≈88% ITM Gamma 0.022 Theta -0.033 Vega 0.058 Open interest 1 Model this put
70	1	45%	0.135	$0.80		—	—	—	—	0
Call · $135 Last $0.80 Breakeven $135.80 Implied vol 45% Delta 0.135 ≈13% ITM Gamma 0.015 Theta -0.06 Vega 0.061 Open interest 70 Model this call Put · $135 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
1	3	43.6%	0.072	$0.90		—	—	—	—	0
Call · $140 Last $0.90 Breakeven $140.90 Implied vol 43.6% Delta 0.072 ≈7% ITM Gamma 0.01 Theta -0.037 Vega 0.036 Open interest 1 Model this call Put · $140 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
152	152	49.8%	0.064	$0.10		—	—	—	—	0
Call · $145 Last $0.10 Breakeven $145.10 Implied vol 49.8% Delta 0.064 ≈6% ITM Gamma 0.008 Theta -0.038 Vega 0.037 Open interest 152 Model this call Put · $145 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 879169 CUSIP 45337C102 13F (30d) 198 filings 192 filers Visit website