INCY·Incyte Corporation

Realized volatility (21d)

29.8% 33rd pct

Below its peak

-28.3%

vs 200-day average

+1.4%

Up days (1y)

50%

Incyte Corporation is currently running 29.8% annualised volatility over the last 21 sessions. Measured against INCY's own 13 years of daily returns rather than a market-wide average, that is the 33rd percentile — on the quiet side for this stock, against a typical reading of 34.9%. The distinction matters because a number that looks calm for one stock is turbulent for another, and the absolute figure on its own tells you neither.

INCY is trading -28.3% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -32.2%, and the deepest was -42.6% in 2018. The current pullback is therefore shallower than what this stock gives back in a typical year, which is context worth having before treating it as a dislocation.

Price sits +1.4% from its 200-day moving average. Against every other day in its history, that gap ranks at the 49th percentile — close to the gap it normally carries. Over the past year INCY closed higher on 50% of sessions, and it is currently 2 sessions into a falling streak.

On October specifically: over 13 years of records, INCY finished the month higher 6 of 13 times, with a median return of -0.3% and an average of +4.1%. Its strongest month historically has been October at +4.1% on average, its weakest September at -4.6%. Seasonality is a weak signal on its own — a decade is a small sample and regimes change — but it is a real distribution rather than a rule of thumb.

Overnight risk is measurable too: INCY has opened more than 2% away from the prior close in 219 of 3,267 sessions (6.7% of the time), with the largest gaps running +10.7% and -19.3%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

Across the last 3 dated reports on file, INCY moved an average of 1.6% in the session after earnings, closing higher 1 of those 3 times, with a median move of -0.6% and a largest of -2.2%.

All figures computed from 3,268 daily closes between 2013-10-15 and 2026-10-13, split-adjusted, recomputed daily. Percentiles are against INCY's own 13-year history, not a peer group or index.