IMCR (Immunocore Holdings plc American Depositary Shares)
Historical IV Rank & Volatility Regime
IV Rank measures where IMCR's current 30-day implied volatility sits in its trailing 90-day distribution (0% = lowest in 90 days, 100% = highest). It's the most reliable signal for whether options on IMCR are priced rich or cheap relative to its own recent 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.
IMCR IV Rank Summary
Current
28%
Subdued — neutral to long-vol
30-Day Avg
19%
60-Day Avg
40%
90-Day Avg
34%
90-Day Low
0%
90-Day High
100%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically
precede mean reversion in IMCR's implied vol; sustained sub-25% readings
often coincide with low-realized regimes ahead of catalyst events. See the
Vol Arb Screener for symbols where current IV
rank diverges most from realized volatility.
IMCR IV Rank — Last 90 Trading Days
| Date | IV Rank | Avg IV |
|---|---|---|
| 20260609 | 28% | 1.4% |
| 20260608 | 28% | 1.4% |
| 20260605 | 21% | 1.2% |
| 20260604 | 22% | 1.2% |
| 20260603 | 23% | 1.2% |
| 20260602 | 14% | 1.0% |
| 20260601 | 15% | 1.0% |
| 20260529 | 7% | 0.7% |
| 20260528 | 5% | 0.7% |
| 20260527 | 14% | 0.9% |
| 20260526 | 8% | 0.8% |
| 20260522 | 11% | 0.9% |
| 20260521 | 5% | 0.7% |
| 20260520 | 8% | 0.8% |
| 20260519 | 2% | 0.6% |
| 20260518 | 6% | 0.7% |
| 20260515 | 7% | 0.7% |
| 20260514 | 4% | 0.7% |
| 20260513 | 6% | 0.7% |
| 20260512 | 4% | 0.7% |
| 20260511 | 8% | 0.8% |
| 20260510 | 9% | 0.8% |
| 20260508 | 8% | 0.8% |
| 20260507 | 7% | 0.7% |
| 20260506 | 0% | 0.5% |
| 20260505 | 2% | 0.7% |
| 20260504 | 0% | 0.6% |
| 20260502 | 100% | 3.6% |
| 20260501 | 100% | 3.6% |
| 20260430 | 100% | 3.1% |
| 20260429 | 97% | 2.9% |
| 20260428 | 100% | 3.0% |
| 20260427 | 100% | 2.9% |
| 20260424 | 79% | 2.4% |
| 20260423 | 92% | 2.7% |
| 20260422 | 85% | 2.5% |
| 20260421 | 89% | 2.6% |
| 20260420 | 100% | 2.9% |
| 20260417 | 88% | 2.0% |
| 20260416 | 92% | 2.1% |
| 20260415 | 92% | 2.1% |
| 20260414 | 87% | 2.0% |
| 20260413 | 100% | 2.2% |
| 20260410 | 27% | 0.9% |
| 20260409 | 20% | 0.8% |
| 20260408 | 25% | 0.8% |
| 20260407 | 16% | 0.8% |
| 20260406 | 1% | 0.6% |
| 20260402 | 14% | 0.7% |
| 20260401 | 63% | 1.2% |
| 20260331 | 59% | 1.2% |
| 20260330 | 65% | 1.2% |
| 20260327 | 58% | 1.1% |
| 20260326 | 57% | 1.1% |
| 20260325 | 54% | 1.1% |
| 20260324 | 40% | 1.0% |
| 20260323 | 38% | 1.0% |
| 20260320 | 37% | 1.0% |
| 20260319 | 37% | 0.9% |
| 20260318 | 43% | 1.0% |
| 20260317 | 36% | 0.9% |
| 20260316 | 35% | 0.9% |
| 20260313 | 30% | 0.9% |
| 20260312 | 36% | 0.9% |
| 20260311 | 21% | 0.8% |
| 20260310 | 24% | 0.8% |
| 20260309 | 15% | 0.7% |
| 20260308 | 16% | 0.8% |
| 20260306 | 18% | 0.8% |
| 20260305 | 11% | 0.7% |
| 20260304 | 34% | 0.9% |
| 20260303 | 30% | 0.9% |
| 20260302 | 9% | 0.7% |
| 20260227 | 3% | 0.6% |
| 20260226 | 8% | 0.7% |
| 20260225 | 14% | 0.7% |
| 20260224 | 0% | 0.6% |
| 20260223 | 21% | 0.8% |
| 20260221 | 20% | 0.8% |
| 20260220 | 18% | 0.8% |
| 20260219 | 11% | 0.7% |
| 20260218 | 27% | 0.8% |
| 20260217 | 31% | 0.9% |
| 20260213 | 36% | 0.9% |
| 20260212 | 37% | 0.9% |
| 20260211 | 13% | 0.7% |
| 20260210 | 25% | 0.8% |
| 20260209 | 9% | 0.6% |
| 20260206 | 11% | 0.7% |
| 20260205 | 21% | 0.8% |