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
$1.05
7-Day Straddle
$1.05
Avg IV
0.9%
IV Rank
18%
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 |
|---|---|---|---|---|
| 20260723 | $1.05 | $1.05 | 0.9% | 18% |
| 20260722 | $1.95 | $1.95 | 0.9% | 20% |
| 20260721 | $10.97 | $10.97 | 0.7% | 10% |
| 20260720 | $1.25 | $1.25 | 1.3% | 41% |
| 20260716 | $1.18 | $0.80 | 0.9% | 19% |
| 20260715 | $1.05 | $0.80 | 0.5% | 1% |
| 20260714 | $1.05 | $8.18 | 0.9% | 18% |
| 20260713 | $1.05 | $2.12 | 0.8% | 15% |
| 20260710 | $1.05 | $0.88 | 0.8% | 15% |
| 20260709 | $1.17 | $1.20 | 0.8% | 16% |
| 20260708 | $1.48 | $0.95 | 0.6% | 2% |
| 20260707 | $1.32 | $0.88 | 0.5% | 0% |
| 20260706 | $1.25 | $0.88 | 0.5% | 0% |
| 20260702 | $0.80 | $0.80 | 2.0% | 79% |
| 20260701 | $0.82 | $0.82 | 1.1% | 30% |
| 20260630 | $0.90 | $0.90 | 1.5% | 51% |
| 20260629 | $0.83 | $0.83 | 1.5% | 52% |
| 20260626 | $0.82 | $0.82 | 1.1% | 31% |
| 20260625 | $0.92 | $0.92 | 1.7% | 60% |
| 20260624 | $1.10 | $1.10 | 1.6% | 55% |
| 20260623 | $1.15 | $1.15 | 1.2% | 34% |
| 20260622 | $1.00 | $1.00 | 1.1% | 27% |
| 20260618 | $1.65 | $2.27 | 1.4% | 43% |
| 20260617 | $1.22 | $1.05 | 1.6% | 57% |
| 20260616 | $1.18 | $1.05 | 1.0% | 22% |
| 20260615 | $1.38 | $2.27 | 1.1% | 30% |
| 20260613 | $1.02 | $1.05 | 1.1% | 31% |
| 20260612 | $1.02 | $1.05 | 0.7% | 7% |
| 20260611 | $1.25 | $1.18 | 1.1% | 27% |
| 20260610 | $1.23 | $2.45 | 1.1% | 28% |
| 20260609 | $1.53 | $0.95 | 1.3% | 42% |
| 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% |