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 sessions

Bars: 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
Date30D Straddle7D StraddleATM IVIV 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%

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.