IMRX · Expected Move
Immuneering Corporation Class A Common Stock
The expected move for IMRX 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).
IMRX 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 IMRX Expected Move
30-Day Straddle
$2.68
7-Day Straddle
$2.68
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to IMRX'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.
IMRX Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $2.68 | $2.68 | — | — |
| 20261021 | $3.83 | $3.83 | 108.7% | 21% |
| 20261020 | $3.88 | $3.88 | — | — |
| 20261019 | $1.28 | $1.28 | — | — |
| 20261016 | $1.28 | $1.20 | — | — |
| 20261015 | $1.30 | $1.12 | — | — |
| 20261014 | $5.00 | $1.05 | — | — |
| 20261013 | $1.38 | $1.60 | — | — |
| 20261012 | $5.90 | $6.00 | — | — |
| 20261009 | $1.57 | $1.35 | — | — |
| 20261008 | $3.85 | $1.40 | — | — |
| 20261007 | $2.15 | $1.23 | 105.0% | 20% |
| 20261006 | $1.80 | $1.18 | — | — |
| 20261005 | $1.15 | $0.88 | 95.2% | 15% |
| 20261002 | $1.05 | $1.05 | 79.9% | 8% |
| 20261001 | $0.95 | $0.95 | 102.9% | 19% |
| 20260930 | $0.90 | $0.90 | 97.6% | 16% |
| 20260929 | $0.65 | $0.65 | 94.8% | 15% |
| 20260928 | $0.88 | $0.88 | — | — |
| 20260925 | $0.88 | $0.88 | 79.6% | 8% |
| 20260924 | $0.62 | $0.62 | 71.5% | 4% |
| 20260923 | $0.78 | $0.78 | 72.8% | 5% |
| 20260922 | $0.82 | $0.82 | 78.8% | 8% |
| 20260921 | $0.95 | $0.95 | 81.2% | 9% |
| 20260918 | $0.88 | $0.48 | — | — |
| 20260917 | $0.85 | $0.88 | 68.3% | 3% |
| 20260916 | $1.15 | $0.93 | 98.8% | 17% |
| 20260915 | $1.02 | $0.93 | 83.8% | 10% |
| 20260914 | $2.73 | $0.50 | — | — |
| 20260911 | $0.98 | $0.57 | 125.8% | 29% |
| 20260910 | $1.65 | $0.65 | 135.1% | 33% |
| 20260909 | $1.12 | $0.53 | 87.4% | 12% |
| 20260908 | $2.83 | $0.80 | 118.7% | 26% |
| 20260904 | $1.08 | $0.38 | 74.1% | 5% |
| 20260903 | $1.27 | $0.48 | 86.4% | 11% |
| 20260902 | $0.70 | $0.70 | 83.6% | 10% |
| 20260901 | $0.55 | $0.55 | 62.7% | 0% |
| 20260831 | $0.75 | $0.75 | 90.3% | 13% |
| 20260828 | $0.85 | $0.85 | 85.2% | 11% |
| 20260827 | $0.65 | $0.65 | 77.7% | 7% |
| 20260826 | $0.72 | $0.72 | 78.3% | 7% |
| 20260825 | $0.85 | $0.85 | 84.1% | 10% |
| 20260824 | $1.00 | $1.00 | 92.3% | 14% |
| 20260821 | $0.80 | $0.45 | 75.6% | 6% |
| 20260820 | $2.92 | $0.48 | — | — |
| 20260819 | $1.05 | $0.50 | 85.4% | 11% |
| 20260818 | $1.15 | $0.38 | 99.2% | 17% |
| 20260817 | $1.30 | $0.45 | 106.1% | 20% |
| 20260814 | $1.00 | $0.53 | 80.5% | 8% |
| 20260813 | $1.10 | $2.88 | — | — |
| 20260812 | $1.18 | $0.50 | 92.0% | 14% |
| 20260811 | $1.05 | $0.65 | 81.9% | 9% |
| 20260810 | $1.50 | $0.67 | 114.7% | 24% |
| 20260806 | $1.15 | $0.72 | 100.2% | 17% |
| 20260805 | $0.90 | $0.90 | 94.8% | 15% |
| 20260804 | $0.88 | $0.88 | 89.0% | 12% |
| 20260803 | $0.88 | $0.88 | 110.8% | 22% |
| 20260731 | $0.90 | $0.90 | 95.3% | 15% |
| 20260730 | $1.02 | $1.02 | 95.7% | 15% |
| 20260729 | $1.02 | $1.02 | 85.1% | 10% |
More on IMRX
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.