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
$4.68
7-Day Straddle
$5.40
Avg IV
1.0%
IV Rank
36%
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 |
|---|---|---|---|---|
| 20260911 | $4.68 | $5.40 | 1.0% | 36% |
| 20260910 | $4.42 | $4.93 | 1.0% | 14% |
| 20260909 | $4.65 | $1.70 | 1.0% | 15% |
| 20260908 | $4.80 | $2.08 | 0.9% | 12% |
| 20260904 | $4.97 | $3.78 | 1.0% | 15% |
| 20260903 | $5.42 | $4.08 | 0.8% | 9% |
| 20260902 | $3.25 | $3.25 | 1.0% | 15% |
| 20260901 | $3.60 | $3.60 | 0.9% | 13% |
| 20260831 | $3.18 | $3.18 | 1.0% | 14% |
| 20260828 | $3.20 | $3.20 | 0.8% | 9% |
| 20260827 | $3.40 | $3.40 | 0.9% | 13% |
| 20260826 | $3.80 | $3.80 | 0.8% | 9% |
| 20260825 | $3.78 | $3.78 | 0.8% | 10% |
| 20260824 | $3.55 | $3.55 | 0.9% | 12% |
| 20260821 | $5.30 | $4.90 | 0.9% | 12% |
| 20260820 | $5.20 | $2.95 | 0.8% | 8% |
| 20260819 | $5.70 | $2.83 | 0.8% | 9% |
| 20260818 | $4.88 | $2.00 | 0.8% | 9% |
| 20260817 | $4.93 | $3.50 | 0.7% | 5% |
| 20260814 | $4.95 | $2.58 | 0.7% | 7% |
| 20260813 | $5.28 | $2.62 | 0.8% | 8% |
| 20260812 | $5.28 | $4.20 | 0.8% | 9% |
| 20260811 | $5.15 | $4.95 | 0.8% | 10% |
| 20260810 | $5.25 | $2.83 | 0.8% | 8% |
| 20260806 | $5.40 | $3.45 | 0.7% | 5% |
| 20260805 | $4.28 | $4.28 | 1.1% | 18% |
| 20260804 | $4.40 | $4.40 | 1.1% | 18% |
| 20260803 | $4.55 | $4.55 | 1.2% | 22% |
| 20260731 | $6.03 | $6.03 | 1.0% | 15% |
| 20260730 | $5.00 | $5.00 | 0.9% | 13% |
| 20260729 | $4.95 | $4.95 | 1.0% | 17% |
| 20260728 | $5.05 | $5.05 | 1.0% | 14% |
| 20260727 | $4.90 | $4.90 | 1.1% | 20% |
| 20260724 | $4.93 | $4.93 | 0.8% | 11% |
| 20260723 | $5.05 | $5.05 | 1.0% | 15% |
| 20260722 | $4.10 | $4.10 | 0.9% | 13% |
| 20260721 | $4.90 | $4.90 | 0.6% | 3% |
| 20260720 | $5.00 | $5.00 | 1.0% | 17% |
| 20260716 | $5.32 | $2.90 | 1.0% | 14% |
| 20260715 | $5.03 | $4.75 | 0.7% | 5% |
| 20260714 | $5.38 | $4.55 | 0.7% | 6% |
| 20260713 | $5.65 | $3.35 | 0.8% | 10% |
| 20260710 | $6.62 | $3.75 | 0.9% | 13% |
| 20260709 | $4.62 | $5.00 | 0.8% | 9% |
| 20260708 | $5.12 | $4.75 | 0.7% | 7% |
| 20260707 | $5.38 | $4.75 | 0.7% | 7% |
| 20260706 | $5.85 | $3.90 | 0.8% | 10% |
| 20260702 | $3.65 | $3.65 | 1.8% | 41% |
| 20260701 | $4.95 | $4.95 | 1.8% | 42% |
| 20260630 | $4.93 | $4.93 | 1.9% | 43% |
| 20260629 | $3.38 | $3.38 | 1.9% | 45% |
| 20260626 | $4.85 | $4.85 | 1.7% | 38% |
| 20260625 | $3.60 | $3.60 | 1.8% | 42% |
| 20260624 | $2.52 | $2.52 | 1.6% | 33% |
| 20260623 | $3.48 | $3.48 | 1.7% | 39% |
| 20260622 | $3.75 | $3.75 | 1.6% | 35% |
| 20260618 | $3.75 | $3.12 | 1.4% | 27% |
| 20260617 | $4.47 | $2.62 | 1.4% | 28% |
| 20260616 | $5.15 | $2.58 | 1.4% | 29% |
| 20260615 | $3.42 | $4.90 | 1.3% | 25% |