IMMR · Expected Move
Immersion Corp
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).
IMMR 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 IMMR Expected Move
30-Day Straddle
$0.60
7-Day Straddle
$0.60
30-Day ATM IV
33.0%
IV Rank
5%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $0.60 | $0.60 | 33.0% | 5% |
| 20261021 | $0.65 | $0.65 | 35.9% | 9% |
| 20261020 | $0.75 | $0.75 | 41.0% | 15% |
| 20261019 | $0.75 | $0.75 | 38.4% | 12% |
| 20261016 | $0.95 | $2.38 | 37.2% | 10% |
| 20261015 | $1.07 | $0.50 | 45.2% | 20% |
| 20261014 | $0.93 | $0.53 | 52.5% | 28% |
| 20261013 | $0.85 | $0.55 | 46.2% | 21% |
| 20261012 | $0.78 | $0.75 | 41.9% | 16% |
| 20261009 | $0.70 | $0.35 | 39.2% | 13% |
| 20261008 | $0.93 | $1.73 | 51.1% | 27% |
| 20261007 | $0.70 | $0.57 | 39.6% | 13% |
| 20261006 | $0.93 | $0.65 | 46.6% | 21% |
| 20261005 | $0.88 | $0.55 | 40.7% | 14% |
| 20261002 | $1.27 | $1.27 | 42.0% | 16% |
| 20261001 | $2.38 | $2.38 | — | — |
| 20260930 | $0.65 | $0.65 | 43.9% | 18% |
| 20260929 | $1.75 | $1.75 | 46.5% | 21% |
| 20260928 | $3.02 | $3.02 | — | — |
| 20260925 | $0.68 | $0.68 | 42.9% | 17% |
| 20260924 | $0.55 | $0.55 | 40.7% | 14% |
| 20260923 | $0.53 | $0.53 | 38.9% | 12% |
| 20260922 | $0.55 | $0.55 | 36.0% | 9% |
| 20260921 | $0.50 | $0.50 | 33.2% | 5% |
| 20260918 | $0.52 | $0.43 | 28.6% | 0% |
| 20260917 | $0.65 | $0.38 | 38.6% | 9% |
| 20260916 | $0.70 | $0.30 | 40.7% | 11% |
| 20260915 | $0.75 | $0.55 | 40.8% | 11% |
| 20260914 | $0.57 | $0.35 | 31.8% | 0% |
| 20260911 | $0.57 | $0.40 | 31.6% | 0% |
| 20260910 | $1.00 | $0.40 | 53.2% | 19% |
| 20260909 | $0.85 | $0.40 | 44.6% | 7% |
| 20260908 | $1.05 | $0.55 | 53.5% | 19% |
| 20260904 | $0.88 | $0.50 | 41.1% | 3% |
| 20260903 | $0.98 | $0.50 | 45.9% | 9% |
| 20260902 | $0.50 | $0.50 | 46.1% | 9% |
| 20260901 | $0.50 | $0.50 | 45.0% | 8% |
| 20260831 | $0.65 | $0.65 | 52.0% | 17% |
| 20260828 | $0.62 | $0.62 | 42.8% | 5% |
| 20260827 | $0.75 | $0.75 | 48.1% | 12% |
| 20260826 | $0.68 | $0.68 | 44.6% | 7% |
| 20260825 | $0.68 | $0.68 | 43.6% | 6% |
| 20260824 | $0.82 | $0.82 | 51.0% | 16% |
| 20260821 | $0.65 | $0.15 | 47.2% | 11% |
| 20260820 | $0.97 | $0.68 | 55.2% | 22% |
| 20260819 | $0.90 | $0.45 | 51.9% | 17% |
| 20260818 | $0.82 | $0.42 | 47.4% | 10% |
| 20260817 | $0.75 | $0.43 | 42.6% | 4% |
| 20260814 | $0.88 | $0.48 | 48.1% | 11% |
| 20260813 | $1.00 | $0.53 | 53.9% | 19% |
| 20260812 | $0.88 | $0.55 | 47.0% | 10% |
| 20260811 | $1.02 | $10.18 | 53.6% | 18% |
| 20260810 | $1.07 | $0.62 | 52.9% | 17% |
| 20260806 | $1.10 | $0.72 | 54.4% | 19% |
| 20260805 | $0.53 | $0.53 | 46.1% | 9% |
| 20260804 | $0.70 | $0.70 | 45.9% | 9% |
| 20260803 | $0.57 | $0.57 | 47.0% | 10% |
| 20260731 | $0.48 | $0.48 | 45.2% | 8% |
| 20260730 | $0.62 | $0.62 | 45.0% | 7% |
| 20260729 | $0.70 | $0.70 | 48.3% | 12% |
More on IMMR
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.