IMMR (Immersion Corp)
Expected Move & Straddle Price History
The expected move for IMMR 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 IMMR Expected Move
30-Day Straddle
$1.00
7-Day Straddle
$1.48
Avg IV
1.4%
IV Rank
47%
Implied one-standard-deviation move through the next 30 days. Compare to IMMR'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.
IMMR Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260608 | $1.00 | $1.48 | 1.4% | 47% |
| 20260605 | $11.10 | $1.12 | 1.4% | 46% |
| 20260604 | $1.45 | $1.18 | 1.0% | 21% |
| 20260603 | $1.38 | $0.90 | 1.3% | 41% |
| 20260602 | $0.85 | $0.85 | 1.1% | 27% |
| 20260601 | $1.35 | $1.35 | 1.2% | 35% |
| 20260529 | $1.18 | $1.18 | 0.9% | 19% |
| 20260528 | $1.23 | $1.23 | 1.0% | 21% |
| 20260527 | $1.23 | $1.23 | 0.9% | 18% |
| 20260526 | $11.22 | $11.22 | 0.9% | 19% |
| 20260522 | $11.30 | $11.30 | 1.2% | 35% |
| 20260521 | $1.35 | $1.35 | 1.1% | 27% |
| 20260520 | $2.08 | $2.08 | 0.8% | 15% |
| 20260519 | $1.50 | $1.50 | 1.2% | 33% |
| 20260518 | $1.65 | $1.65 | 1.1% | 28% |
| 20260515 | $1.78 | $1.12 | 1.1% | 31% |
| 20260514 | $1.20 | $1.60 | 1.3% | 39% |
| 20260513 | $1.28 | $1.20 | 0.8% | 14% |
| 20260512 | $1.20 | $2.33 | 1.1% | 31% |
| 20260511 | $1.10 | $0.85 | 1.0% | 25% |
| 20260510 | $1.38 | $3.30 | 0.8% | 13% |
| 20260508 | $1.38 | $3.30 | 0.8% | 13% |
| 20260507 | $8.57 | $1.02 | 1.0% | 23% |
| 20260506 | $1.25 | $1.00 | 0.8% | 12% |
| 20260505 | $1.93 | $1.07 | 1.2% | 35% |
| 20260504 | $1.40 | $1.12 | 1.0% | 24% |
| 20260502 | $1.40 | $1.40 | 1.1% | 30% |
| 20260501 | $1.40 | $1.40 | 1.0% | 23% |
| 20260430 | $1.20 | $1.20 | 1.0% | 25% |
| 20260429 | $1.05 | $1.05 | 0.8% | 14% |
| 20260428 | $1.18 | $1.18 | 0.6% | 0% |
| 20260427 | $2.42 | $2.42 | 0.9% | 19% |
| 20260424 | $8.65 | $8.65 | 0.7% | 10% |
| 20260423 | $1.53 | $1.53 | 0.9% | 20% |
| 20260422 | $1.05 | $1.05 | 0.9% | 17% |
| 20260421 | $1.05 | $1.05 | 0.8% | 14% |
| 20260420 | $1.15 | $1.15 | 0.7% | 6% |
| 20260417 | $1.40 | $2.10 | 0.7% | 7% |
| 20260416 | $1.23 | $1.18 | 0.6% | 0% |
| 20260415 | $1.20 | $1.45 | 0.7% | 6% |
| 20260414 | $1.32 | $1.10 | 0.7% | 4% |
| 20260413 | $0.85 | $0.65 | 0.6% | 0% |
| 20260410 | $0.88 | $0.70 | 1.2% | 27% |
| 20260409 | $0.98 | $0.75 | 1.3% | 36% |
| 20260408 | $0.93 | $1.68 | 1.2% | 26% |
| 20260407 | $0.88 | $1.93 | 1.4% | 38% |
| 20260406 | $2.20 | $0.72 | 1.2% | 29% |
| 20260402 | $10.78 | $1.58 | 1.2% | 30% |
| 20260401 | $10.53 | $10.53 | 1.9% | 70% |
| 20260331 | $0.62 | $0.62 | 1.6% | 50% |
| 20260330 | $0.70 | $0.70 | 1.9% | 70% |
| 20260327 | $1.15 | $1.15 | 2.4% | 100% |
| 20260326 | $2.02 | $2.02 | 1.5% | 52% |
| 20260325 | $3.17 | $3.17 | 1.0% | 21% |
| 20260324 | $1.48 | $1.48 | 1.1% | 25% |
| 20260323 | $1.68 | $1.68 | 1.0% | 23% |
| 20260320 | $1.50 | $0.97 | 1.6% | 64% |
| 20260319 | $2.05 | $1.25 | 1.6% | 61% |
| 20260318 | $1.88 | $1.38 | 2.1% | 95% |
| 20260317 | $1.60 | $1.07 | 1.1% | 24% |