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INCYTE CORP (INCY) Options Risk Score

Real-time risk analysis for INCY options traders — updated every 30 minutes.

67
MEDIUM Risk
85.5
IV Rank
48.5%
IV %
2026-10-27
Next Earnings
Services-Commercial Physical & Biological Research
Sector

Data last updated: 2026-09-06

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Is it risky to sell options on INCYTE CORP (INCY) right now?

Over a 4-week expiry window, INCYTE CORP (INCY) scores 67 out of 100 for options catalyst risk (MEDIUM). What pushes it there: an upcoming earnings report, 8 recent news items and 6 active legal filings, all landing inside the 4-week window. A mid-range score (45–69) means INCY is neither clear nor obviously dangerous over this window — check which specific date is driving it before choosing a strike. The number reflects event exposure only.

INCY shows an IV Rank of 86 — implied volatility is near the top of its own one-year range, so INCY options are historically expensive, which favours premium-selling strategies, with a current implied volatility of about 48%. Read IV Rank alongside the catalyst score: it says how expensive INCY options are, while the score says whether that price is justified by a scheduled event.

INCY reports on 2026-10-27. Any expiry beyond that date carries the gap, and the implied volatility priced in beforehand typically collapses the morning after.

INCYTE CORP (INCY) current implied volatility and IV Rank

INCY is trading at an IV Rank of 86 with implied volatility around 48%, alongside a TickerRisk options-risk score of 67/100. That sits near the top of its own 12-month range, so the chain is pricing richly. Sellers are being paid well here — but rich premium and a scheduled event usually arrive together, so check the catalyst list before writing anything.

IV Rank is an index, not a percentage — it says where INCY's implied volatility sits inside its own 1-year range. How to read IV Rank →

INCYTE CORP (INCY) next earnings date — 2026-10-27

INCYTE CORP (INCY) reports earnings on 2026-10-27 — about 51 days away, which falls inside a typical options expiry window. INCY's IV Rank is currently 86. Earnings are the single biggest scheduled catalyst for an overnight gap: implied volatility usually runs up into the report and collapses immediately after (the IV crush). Selling premium into the event captures that crush but exposes you to the gap; buying premium needs a move large enough to beat the elevated IV you paid.

TickerRisk provides risk scoring for informational purposes only. This is not financial advice. Options trading involves substantial risk of loss. Full disclaimer