IMCR · Expected Move
Immunocore Holdings plc American Depositary Shares
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).
IMCR 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 IMCR Expected Move
30-Day Straddle
$5.10
7-Day Straddle
$5.10
30-Day ATM IV
62.9%
IV Rank
51%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $5.10 | $5.10 | 62.9% | 51% |
| 20261023 | $6.05 | $6.05 | 79.0% | 100% |
| 20261022 | $5.82 | $5.82 | 73.1% | 85% |
| 20261021 | $5.58 | $5.58 | 69.0% | 72% |
| 20261020 | $5.60 | $5.60 | 62.1% | 50% |
| 20261019 | $4.33 | $4.33 | 62.1% | 50% |
| 20261016 | $5.60 | $1.00 | 78.0% | 100% |
| 20261015 | $5.40 | $2.45 | 72.4% | 86% |
| 20261014 | $5.95 | $3.90 | 76.6% | 100% |
| 20261013 | $5.53 | $3.88 | 76.2% | 100% |
| 20261012 | $4.75 | $3.30 | 65.7% | 70% |
| 20261009 | $5.45 | $1.55 | 67.1% | 75% |
| 20261008 | $5.72 | $2.17 | 70.7% | 88% |
| 20261007 | $5.40 | $1.65 | 68.0% | 78% |
| 20261006 | $5.70 | $1.57 | 67.0% | 74% |
| 20261005 | $5.85 | $1.68 | 66.7% | 73% |
| 20261002 | $3.78 | $3.78 | 71.6% | 91% |
| 20261001 | $3.28 | $3.28 | 65.1% | 71% |
| 20260930 | $2.00 | $2.00 | 54.5% | 37% |
| 20260929 | $2.65 | $2.65 | 59.0% | 52% |
| 20260928 | $2.52 | $2.52 | 58.7% | 51% |
| 20260925 | $3.67 | $3.67 | 66.8% | 76% |
| 20260924 | $3.50 | $3.50 | 63.2% | 65% |
| 20260923 | $3.45 | $3.45 | 56.1% | 42% |
| 20260922 | $3.65 | $3.65 | 52.6% | 31% |
| 20260921 | $3.85 | $3.85 | 56.0% | 42% |
| 20260918 | $3.65 | $3.18 | 49.0% | 20% |
| 20260917 | $4.08 | $3.30 | 51.7% | 29% |
| 20260916 | $3.52 | $3.08 | — | — |
| 20260915 | $3.95 | $3.35 | 50.6% | 25% |
| 20260914 | $4.58 | $3.73 | 52.1% | 30% |
| 20260911 | $4.68 | $5.40 | 54.1% | 36% |
| 20260910 | $4.42 | $4.93 | 54.4% | 37% |
| 20260909 | $4.65 | $1.70 | 51.8% | 25% |
| 20260908 | $4.80 | $2.08 | 52.1% | 25% |
| 20260904 | $4.97 | $3.78 | 49.3% | 18% |
| 20260903 | $5.42 | $4.08 | 50.8% | 22% |
| 20260902 | $3.25 | $3.25 | 50.1% | 20% |
| 20260901 | $3.60 | $3.60 | 57.2% | 39% |
| 20260831 | $3.18 | $3.18 | 50.1% | 20% |
| 20260828 | $3.20 | $3.20 | 48.3% | 15% |
| 20260827 | $3.40 | $3.40 | 60.2% | 47% |
| 20260826 | $3.80 | $3.80 | 56.3% | 37% |
| 20260825 | $3.78 | $3.78 | 56.0% | 36% |
| 20260824 | $3.55 | $3.55 | 54.5% | 32% |
| 20260821 | $5.30 | $4.90 | 64.7% | 60% |
| 20260820 | $5.20 | $2.95 | 46.0% | 9% |
| 20260819 | $5.70 | $2.83 | 63.5% | 56% |
| 20260818 | $4.88 | $2.00 | 54.3% | 31% |
| 20260817 | $4.93 | $3.50 | 59.7% | 46% |
| 20260814 | $4.95 | $2.58 | 56.4% | 37% |
| 20260813 | $5.28 | $2.62 | 58.6% | 43% |
| 20260812 | $5.28 | $4.20 | 65.5% | 62% |
| 20260811 | $5.15 | $4.95 | 60.5% | 48% |
| 20260810 | $5.25 | $2.83 | 60.7% | 49% |
| 20260807 | — | — | 59.9% | 47% |
| 20260806 | $5.40 | $3.45 | 57.7% | 41% |
| 20260805 | $4.28 | $4.28 | 65.9% | 63% |
| 20260804 | $4.40 | $4.40 | 66.2% | 64% |
| 20260803 | $4.55 | $4.55 | 70.0% | 74% |
More on IMCR
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.