Incyte Corporation (INCY)
NASDAQ: INCY
· Real-Time Price · USD
86.06
-0.19 (-0.21%)
At close: Sep 11, 2025, 9:49 AM
INCY Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for INCY across all expirations is 13,104.58 shares per 1% move, with 20,975.04 from calls and 7,870.46 from puts. The put-call GEX ratio of 0.38 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.
INCY GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Sep 19, 25 | 10,660.37 | -3,402.67 | 7,257.7 | 0.32 |
| Oct 17, 25 | 2,758.95 | -284.05 | 2,474.9 | 0.10 |
| Dec 19, 25 | 4,195.93 | -2,326.73 | 1,869.2 | 0.55 |
| Jan 16, 26 | 2,536.62 | -1,371.07 | 1,165.55 | 0.54 |
| Mar 20, 26 | 474.99 | -415.86 | 59.13 | 0.88 |
| Jan 15, 27 | 348.18 | -70.08 | 278.1 | 0.20 |