IMNM · Expected Move
Immunome, Inc.
The expected move for IMNM 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).
IMNM 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 IMNM Expected Move
30-Day Straddle
$4.45
7-Day Straddle
$3.88
30-Day ATM IV
104.2%
IV Rank
62%
Implied one-standard-deviation move through the next 30 days. Compare to IMNM'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.
IMNM Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261106 | $4.45 | $3.88 | 104.2% | 62% |
| 20261105 | $4.95 | $5.28 | 110.0% | 70% |
| 20261104 | $4.85 | $4.85 | 99.3% | 55% |
| 20261103 | $3.90 | $3.90 | 96.8% | 52% |
| 20261102 | $3.33 | $3.33 | 108.3% | 68% |
| 20261030 | $5.10 | $5.10 | 99.6% | 56% |
| 20261029 | $4.10 | $4.10 | 100.1% | 57% |
| 20261028 | $5.15 | $5.15 | 102.7% | 60% |
| 20261027 | $4.80 | $4.80 | 96.7% | 52% |
| 20261026 | $2.95 | $2.95 | 88.4% | 41% |
| 20261023 | $5.15 | $5.15 | 124.2% | 89% |
| 20261022 | $5.35 | $5.35 | 118.1% | 81% |
| 20261021 | $5.38 | $5.38 | 132.0% | 100% |
| 20261020 | $5.35 | $5.35 | 125.3% | 100% |
| 20261019 | $4.10 | $4.10 | 88.3% | 51% |
| 20261016 | $4.03 | $4.90 | 114.0% | 95% |
| 20261015 | $5.00 | $3.53 | 115.9% | 98% |
| 20261014 | $5.05 | $3.05 | 116.2% | 99% |
| 20261013 | $5.00 | $3.40 | 87.1% | 49% |
| 20261012 | $5.00 | $3.05 | 100.8% | 73% |
| 20261009 | $4.35 | $4.95 | 94.3% | 61% |
| 20261008 | $4.47 | $3.23 | 90.3% | 55% |
| 20261007 | $5.25 | $3.10 | 85.0% | 45% |
| 20261006 | $4.95 | $3.08 | 93.6% | 60% |
| 20261005 | $4.30 | $2.33 | 82.0% | 40% |
| 20261002 | $3.50 | $3.50 | 76.5% | 31% |
| 20261001 | $3.50 | $3.50 | 84.2% | 44% |
| 20260930 | $3.58 | $3.58 | 97.1% | 66% |
| 20260929 | $2.45 | $2.45 | 100.4% | 72% |
| 20260928 | $3.77 | $3.77 | 94.7% | 62% |
| 20260925 | $3.45 | $3.45 | 82.4% | 41% |
| 20260924 | $3.83 | $3.83 | 88.1% | 51% |
| 20260923 | $3.85 | $3.85 | 75.7% | 32% |
| 20260922 | $5.55 | $5.55 | 81.3% | 41% |
| 20260921 | $4.65 | $4.65 | 84.5% | 47% |
| 20260918 | $5.20 | $3.20 | 98.2% | 69% |
| 20260917 | $5.25 | $3.20 | 96.0% | 66% |
| 20260916 | $3.78 | $3.03 | 84.0% | 46% |
| 20260915 | $5.42 | $3.20 | 72.3% | 26% |
| 20260914 | $5.05 | $3.48 | 79.3% | 38% |
| 20260911 | $5.05 | $3.38 | 83.9% | 46% |
| 20260910 | $4.00 | $2.70 | 81.2% | 37% |
| 20260909 | $5.15 | $2.95 | 73.9% | 26% |
| 20260908 | $4.20 | $2.48 | 71.8% | 23% |
| 20260904 | $5.25 | $4.95 | 69.4% | 19% |
| 20260903 | $5.25 | $3.12 | 68.9% | 19% |
| 20260902 | $3.20 | $3.20 | 70.1% | 20% |
| 20260901 | $4.95 | $4.95 | 68.8% | 18% |
| 20260831 | $3.42 | $3.42 | 71.8% | 23% |
| 20260828 | $3.00 | $3.00 | 67.3% | 16% |
| 20260827 | $3.75 | $3.75 | 58.6% | 3% |
| 20260826 | $4.28 | $4.28 | 66.5% | 15% |
| 20260825 | $2.98 | $2.98 | 61.3% | 7% |
| 20260824 | $4.50 | $4.50 | 65.1% | 13% |
| 20260821 | $4.80 | $4.05 | 77.9% | 32% |
| 20260820 | $4.70 | $1.73 | 85.6% | 43% |
| 20260819 | $6.07 | $2.88 | 71.6% | 22% |
| 20260818 | $4.47 | $2.83 | 74.3% | 27% |
| 20260817 | $4.95 | $3.33 | 71.9% | 23% |
| 20260814 | $5.20 | $3.70 | 74.4% | 27% |
More on IMNM
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.