How often does Incyte move more than the options market prices?

3 of the last 8 reports moved at least as far as the implied move.

INCYNasdaqServices-Commercial Physical & Biological Research

Incyte Corp (INCY) earnings date, market-implied expected move, and options open interest by expiry

122.94

+5.35 · +4.55%

post 122.94 0.00%

After hours16:00 ETdelayed

Open117.90Volume2.2MMkt cap$24.0BP/E58.82EPS2.09

Day117.60 – 122.9999%52-wk89.25 – 132.6078%

INCY

Incyte Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Feb 9

before open · in 97 days

est.Q4 FY26

Calendar

Next report

Last report

−0.06%

vs ±7.5% implied · ×0.01

shaded = implied · ▲▼ = realized

Oct 29 '26 · confirmed

Implied vs realized

Linked news

News

Largest filed tie

13F top-10 QoQ

−0.87%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

861 managers

Top fund weight

1.03%

INCY weight · FTC

N-PORTJul 31 '26

11 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

Incyte (INCY) is expected to report on Feb 9 before open (estimated date).

Implied vs realized

8 reports

3 of 8≥ implied

avg implied: ±7.4%
avg realized: ±5.1%

Feb 10 '25Feb 10 '25confirmed±10.0%▼−7.86%×0.78

Apr 29 '25Apr 29 '25confirmed±5.5%▲+1.53%×0.28

Jul 29 '25Jul 29 '25confirmed±5.3%▲+10.28%×1.95

Oct 28 '25Oct 28 '25confirmed±10.5%▼−1.54%×0.15

Feb 10 '26Feb 10 '26confirmed±6.2%▼−8.24%×1.34

Q1 FY26Apr 28 '26confirmed±6.9%▲+2.12%×0.31

Q2 FY26Jul 28 '26confirmed±7.4%▲+9.30%×1.26

Q3 FY26Oct 29 '26confirmed±7.5%▼−0.06%×0.01

quarterimplied−15%0+15%realized×

Q3 FY26±7.5%▼−0.06%×0.01

Q2 FY26±7.4%

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 4 expiries · Oct 30 close

0.25OI · 4 expiries · Oct 30 closeP/C open interest · Mar 19 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

2,642−5%Nov 2016d1.102,393+16%1.10

12,420−3%Dec 1844d3.773,295+4%3.77

2,3640%Jan 1572d0.812,925+1%0.81

report · Feb 9 · before open · est.

267+29%Mar 19135d1,060+5%

ExpiryPutsCallsP/C

Nov 2016d2,642−5%2,393+16%1.10

Dec 1844d12,420−3%3,295+4%3.77

Jan 1572d2,3640%2,925+1%0.81

report · Feb 9 · before open · est.

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

No implied move.

Linked exposure

Revenue flow

as filedQ3 FY26

−50.40%as filednet margin · revenue −6.98% QoQ · +14.00% YoY

Revenue$1.6B−6.98%

Gross profit$1.4B93.02%−7.69%

Operating income−$708M−45.49%−201.50%

Pre-tax income−$689M−191.66%

Net income−$785M−50.40%−234.02%

Cost of revenue$109M+3.61%

Operating expenses$2.2B+147.57%

Tax$96M−42.16%

Other income$20M−63.61%

Source: SEC filings · standardized · QE Sep 30 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ down · bars = volume, 15mSource: market data · 16:00 ET

Intraday

Event sensitivity

PCE ×1.09· ±1.6% vs ±1.4% · 19 releases

eventrelease day|move|up · n×base

PCEpersonal income & outlays±1.6%9 of 19×1.09

GDPgross domestic product±1.6%9 of 19×1.09

FOMCrate decision±1.4%12 of 24×1.00

CPROFcorporate profits±1.4%6 of 12×1.00

NFPjobs report±1.4%5 of 10×0.99

PPIproducer prices±1.4%5 of 10×0.98

CPIconsumer prices±1.1%3 of 10×0.79

Bar = avg |move| to ±2% · tick = ±1.4% avg day · ×base = |move| ÷ ±1.4% · min 6 releases

Earnings history

EPS -3.86 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 29 '26 · confirmed	-3.86	—
Q2 FY26	Jul 28 '26 · confirmed	2.81	—
Q1 FY26	Apr 28 '26 · confirmed	1.47	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod