IBRX · Expected Move
ImmunityBio, Inc. Common Stock
The expected move for IBRX is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
IBRX straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current IBRX Expected Move
30-Day Straddle
$1.62
7-Day Straddle
$0.42
30-Day ATM IV
105.8%
IV Rank
51%
Implied one-standard-deviation move through the next 30 days. Compare to IBRX's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
IBRX Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $1.62 | $0.42 | 105.8% | 51% |
| 20261023 | $1.43 | $0.65 | 87.7% | 33% |
| 20261022 | $2.25 | $0.73 | 115.3% | 60% |
| 20261021 | $2.45 | $0.88 | 104.3% | 49% |
| 20261020 | $1.82 | $0.82 | 101.4% | 46% |
| 20261019 | $2.78 | $0.53 | 133.4% | 78% |
| 20261016 | $1.97 | $0.82 | 100.8% | 46% |
| 20261015 | $2.20 | $1.05 | 98.7% | 44% |
| 20261014 | $2.55 | $1.20 | 117.5% | 62% |
| 20261013 | $2.08 | $1.15 | 96.0% | 41% |
| 20261012 | $3.08 | $0.75 | 119.0% | 64% |
| 20261009 | $2.33 | $1.02 | 100.1% | 45% |
| 20261008 | $1.95 | $1.10 | 97.3% | 42% |
| 20261007 | $2.33 | $1.18 | 105.8% | 51% |
| 20261006 | $2.33 | $1.05 | 98.8% | 44% |
| 20261005 | $2.35 | $0.90 | 96.4% | 41% |
| 20261002 | $2.35 | $1.25 | 101.1% | 46% |
| 20261001 | $2.33 | $0.82 | 100.7% | 46% |
| 20260930 | $2.00 | $1.25 | 93.5% | 39% |
| 20260929 | $1.93 | $1.07 | 86.5% | 32% |
| 20260928 | $1.75 | $0.68 | 87.1% | 32% |
| 20260925 | $1.57 | $0.75 | 85.0% | 30% |
| 20260924 | $1.52 | $0.80 | 77.7% | 23% |
| 20260923 | $2.00 | $0.95 | 97.6% | 43% |
| 20260922 | $2.42 | $1.25 | 103.4% | 48% |
| 20260921 | $2.00 | $0.55 | 98.3% | 43% |
| 20260918 | $1.88 | $0.68 | 95.5% | 41% |
| 20260917 | $1.62 | $0.90 | 102.1% | 47% |
| 20260916 | $1.43 | $0.57 | 78.9% | 24% |
| 20260915 | $1.55 | $0.70 | 81.9% | 27% |
| 20260914 | $1.68 | $0.62 | 89.5% | 35% |
| 20260911 | $1.07 | $0.57 | 68.4% | 14% |
| 20260910 | $1.25 | $0.68 | 72.6% | 18% |
| 20260909 | $1.02 | $0.73 | 65.8% | 11% |
| 20260908 | $1.73 | $0.85 | 80.8% | 26% |
| 20260904 | $1.25 | $0.57 | 75.8% | 21% |
| 20260903 | $1.48 | $0.55 | 76.3% | 22% |
| 20260902 | $1.27 | $0.48 | 70.5% | 16% |
| 20260901 | $1.38 | $0.65 | 74.9% | 20% |
| 20260831 | $1.18 | $0.45 | 75.1% | 21% |
| 20260828 | $1.23 | $0.62 | 67.8% | 13% |
| 20260827 | $1.42 | $0.65 | 73.5% | 19% |
| 20260826 | $1.02 | $0.62 | 54.2% | 0% |
| 20260825 | $1.18 | $0.80 | 66.6% | 5% |
| 20260824 | $1.07 | $0.45 | 66.4% | 4% |
| 20260821 | $1.23 | $0.70 | 68.0% | 6% |
| 20260820 | $1.08 | $0.50 | 62.2% | 0% |
| 20260819 | $1.27 | $0.70 | 68.8% | 5% |
| 20260818 | $1.23 | $0.70 | 67.9% | 4% |
| 20260817 | $1.20 | $0.38 | 65.3% | 1% |
| 20260814 | $1.38 | $0.53 | 64.4% | 0% |
| 20260813 | $1.12 | $0.60 | 69.5% | 0% |
| 20260812 | $1.90 | $0.65 | 93.3% | 21% |
| 20260811 | $1.12 | $0.65 | 83.4% | 8% |
| 20260810 | $1.40 | $0.50 | 78.2% | 1% |
| 20260807 | — | — | 79.9% | 4% |
| 20260806 | $1.35 | $0.73 | 81.5% | 6% |
| 20260805 | $1.23 | $0.72 | 98.0% | 27% |
| 20260804 | $1.40 | $0.95 | 88.0% | 14% |
| 20260803 | $1.48 | $0.62 | 88.5% | 14% |
More on IBRX
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