IMCR (Immunocore Holdings plc American Depositary Shares)
Expected Move & Straddle Price History
The expected move for IMCR 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).
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
Current IMCR Expected Move
30-Day Straddle
$5.05
7-Day Straddle
$3.30
Avg IV
1.4%
IV Rank
27%
Implied one-standard-deviation move through the next 30 days. Compare to IMCR'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.
IMCR Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260609 | $5.05 | $3.30 | 1.4% | 27% |
| 20260608 | $5.58 | $2.80 | 1.4% | 28% |
| 20260605 | $5.30 | $2.98 | 1.2% | 21% |
| 20260604 | $4.93 | $2.95 | 1.2% | 22% |
| 20260603 | $4.30 | $3.03 | 1.2% | 23% |
| 20260602 | $3.23 | $3.23 | 1.0% | 14% |
| 20260601 | $3.70 | $3.70 | 1.0% | 15% |
| 20260529 | $4.95 | $4.95 | 0.7% | 7% |
| 20260528 | $3.38 | $3.38 | 0.7% | 5% |
| 20260527 | $3.48 | $3.48 | 0.9% | 14% |
| 20260526 | $4.05 | $4.05 | 0.8% | 8% |
| 20260522 | $3.48 | $3.48 | 0.9% | 11% |
| 20260521 | $3.80 | $3.80 | 0.7% | 5% |
| 20260520 | $2.35 | $2.35 | 0.8% | 8% |
| 20260519 | $3.55 | $3.55 | 0.6% | 2% |
| 20260518 | $3.45 | $3.45 | 0.7% | 6% |
| 20260515 | $5.20 | $4.93 | 0.7% | 7% |
| 20260514 | $5.10 | $4.95 | 0.7% | 4% |
| 20260513 | $3.93 | $5.00 | 0.7% | 6% |
| 20260512 | $3.95 | $4.90 | 0.7% | 4% |
| 20260511 | $3.98 | $3.45 | 0.8% | 8% |
| 20260510 | $4.08 | $2.97 | 0.8% | 9% |
| 20260508 | $4.08 | $2.97 | 0.8% | 8% |
| 20260507 | $5.00 | $2.38 | 0.7% | 7% |
| 20260506 | $3.55 | $3.17 | 0.5% | 0% |
| 20260505 | $4.47 | $3.80 | 0.7% | 2% |
| 20260504 | $4.10 | $4.93 | 0.6% | 0% |
| 20260502 | $5.00 | $5.00 | 3.6% | 100% |
| 20260501 | $5.00 | $5.00 | 3.6% | 100% |
| 20260430 | $4.97 | $4.97 | 3.1% | 100% |
| 20260429 | $3.67 | $3.67 | 2.9% | 97% |
| 20260428 | $4.78 | $4.78 | 3.0% | 100% |
| 20260427 | $4.90 | $4.90 | 2.9% | 100% |
| 20260424 | $5.25 | $5.25 | 2.4% | 79% |
| 20260423 | $3.08 | $3.08 | 2.7% | 92% |
| 20260422 | $4.42 | $4.42 | 2.5% | 85% |
| 20260421 | $4.42 | $4.42 | 2.6% | 89% |
| 20260420 | $3.55 | $3.55 | 2.9% | 100% |
| 20260417 | $5.00 | $2.67 | 2.0% | 88% |
| 20260416 | $5.10 | $2.60 | 2.1% | 92% |
| 20260415 | $5.22 | $2.65 | 2.1% | 92% |
| 20260414 | $4.03 | $2.62 | 2.0% | 87% |
| 20260413 | $5.20 | $3.08 | 2.2% | 100% |
| 20260410 | $4.95 | $3.08 | 0.9% | 27% |
| 20260409 | $5.45 | $2.92 | 0.8% | 20% |
| 20260408 | $5.80 | $3.12 | 0.8% | 25% |
| 20260407 | $5.75 | $3.15 | 0.8% | 16% |
| 20260406 | $5.65 | $3.07 | 0.6% | 1% |
| 20260402 | $5.25 | $3.40 | 0.7% | 14% |
| 20260401 | $2.58 | $2.58 | 1.2% | 63% |
| 20260331 | $3.00 | $3.00 | 1.2% | 59% |
| 20260330 | $2.58 | $2.58 | 1.2% | 65% |
| 20260327 | $3.77 | $3.77 | 1.1% | 58% |
| 20260326 | $2.88 | $2.88 | 1.1% | 57% |
| 20260325 | $3.85 | $3.85 | 1.1% | 54% |
| 20260324 | $3.20 | $3.20 | 1.0% | 40% |
| 20260323 | $3.40 | $3.40 | 1.0% | 38% |
| 20260320 | $3.58 | $3.12 | 1.0% | 37% |
| 20260319 | $4.17 | $4.90 | 0.9% | 37% |
| 20260318 | $4.20 | $4.90 | 1.0% | 43% |