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
36%
Subdued — neutral to long-vol
30-Day Avg
12%
60-Day Avg
17%
90-Day Avg
16%
90-Day Low
0%
90-Day High
45%
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 |
|---|---|---|
| 20260911 | 36% | 1.0% |
| 20260910 | 14% | 1.0% |
| 20260909 | 15% | 1.0% |
| 20260908 | 12% | 0.9% |
| 20260904 | 15% | 1.0% |
| 20260903 | 9% | 0.8% |
| 20260902 | 15% | 1.0% |
| 20260901 | 13% | 0.9% |
| 20260831 | 14% | 1.0% |
| 20260828 | 9% | 0.8% |
| 20260827 | 13% | 0.9% |
| 20260826 | 9% | 0.8% |
| 20260825 | 10% | 0.8% |
| 20260824 | 12% | 0.9% |
| 20260821 | 12% | 0.9% |
| 20260820 | 8% | 0.8% |
| 20260819 | 9% | 0.8% |
| 20260818 | 9% | 0.8% |
| 20260817 | 5% | 0.7% |
| 20260814 | 7% | 0.7% |
| 20260813 | 8% | 0.8% |
| 20260812 | 9% | 0.8% |
| 20260811 | 10% | 0.8% |
| 20260810 | 8% | 0.8% |
| 20260806 | 5% | 0.7% |
| 20260805 | 18% | 1.1% |
| 20260804 | 18% | 1.1% |
| 20260803 | 22% | 1.2% |
| 20260731 | 15% | 1.0% |
| 20260730 | 13% | 0.9% |
| 20260729 | 17% | 1.0% |
| 20260728 | 14% | 1.0% |
| 20260727 | 20% | 1.1% |
| 20260724 | 11% | 0.8% |
| 20260723 | 15% | 1.0% |
| 20260722 | 13% | 0.9% |
| 20260721 | 3% | 0.6% |
| 20260720 | 17% | 1.0% |
| 20260716 | 14% | 1.0% |
| 20260715 | 5% | 0.7% |
| 20260714 | 6% | 0.7% |
| 20260713 | 10% | 0.8% |
| 20260710 | 13% | 0.9% |
| 20260709 | 9% | 0.8% |
| 20260708 | 7% | 0.7% |
| 20260707 | 7% | 0.7% |
| 20260706 | 10% | 0.8% |
| 20260702 | 41% | 1.8% |
| 20260701 | 42% | 1.8% |
| 20260630 | 43% | 1.9% |
| 20260629 | 45% | 1.9% |
| 20260626 | 38% | 1.7% |
| 20260625 | 42% | 1.8% |
| 20260624 | 33% | 1.6% |
| 20260623 | 39% | 1.7% |
| 20260622 | 35% | 1.6% |
| 20260618 | 27% | 1.4% |
| 20260617 | 28% | 1.4% |
| 20260616 | 29% | 1.4% |
| 20260615 | 25% | 1.3% |
| 20260613 | 27% | 1.4% |
| 20260612 | 27% | 1.4% |
| 20260611 | 22% | 1.2% |
| 20260610 | 29% | 1.4% |
| 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% |