IMSR · Expected Move
Terrestrial Energy Inc. Common Stock
The expected move for IMSR 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).
IMSR 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 IMSR Expected Move
30-Day Straddle
$0.72
7-Day Straddle
$0.72
30-Day ATM IV
105.6%
IV Rank
37%
Implied one-standard-deviation move through the next 30 days. Compare to IMSR'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.
IMSR Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261019 | $0.72 | $0.72 | 105.6% | 37% |
| 20261016 | $0.90 | $0.65 | 113.0% | 52% |
| 20261015 | $0.88 | $0.75 | 86.6% | 0% |
| 20261014 | $0.77 | $0.45 | — | — |
| 20261013 | $0.90 | $1.95 | 103.1% | 32% |
| 20261012 | $0.90 | $0.50 | 115.0% | 56% |
| 20261009 | $1.05 | $0.93 | 108.1% | 42% |
| 20261008 | $1.02 | $1.25 | — | — |
| 20261007 | $1.30 | $1.67 | — | — |
| 20261006 | $1.50 | $1.10 | — | — |
| 20261005 | $1.38 | $1.88 | — | — |
| 20261002 | $1.27 | $1.27 | — | — |
| 20261001 | $1.20 | $1.20 | — | — |
| 20260930 | $1.20 | $1.20 | — | — |
| 20260929 | $1.07 | $1.07 | 93.1% | 12% |
| 20260928 | $1.07 | $1.07 | 108.8% | 43% |
| 20260925 | $0.97 | $0.97 | 95.3% | 16% |
| 20260924 | $1.03 | $1.03 | 96.5% | 19% |
| 20260923 | $0.98 | $0.98 | 95.7% | 17% |
| 20260922 | $0.88 | $0.88 | 87.3% | 1% |
| 20260921 | $0.97 | $0.97 | 91.6% | 9% |
| 20260918 | $1.15 | $0.88 | — | — |
| 20260917 | $1.15 | $0.68 | 98.4% | 23% |
| 20260916 | $1.18 | $0.88 | 94.9% | 16% |
| 20260915 | $1.18 | $0.75 | 94.4% | 15% |
| 20260914 | $1.17 | $0.58 | 99.1% | 24% |
| 20260911 | $1.12 | $0.50 | 91.2% | 8% |
| 20260910 | $1.25 | $0.62 | 95.3% | 16% |
| 20260909 | $1.23 | $0.70 | 91.4% | 9% |
| 20260908 | $1.45 | $0.90 | 98.4% | 23% |
| 20260904 | $1.27 | $0.70 | 90.9% | 8% |
| 20260903 | $1.25 | $0.73 | 90.0% | 6% |
| 20260902 | $0.80 | $0.80 | 89.3% | 5% |
| 20260901 | $0.82 | $0.82 | 101.0% | 28% |
| 20260831 | $0.93 | $0.93 | 97.7% | 21% |
| 20260828 | $0.80 | $0.80 | 87.0% | 0% |
| 20260827 | $1.05 | $1.05 | 97.9% | 17% |
| 20260826 | $0.98 | $0.98 | 93.9% | 8% |
| 20260825 | $1.08 | $1.08 | 90.1% | 0% |
| 20260824 | $1.02 | $1.02 | 96.6% | 8% |
| 20260821 | $1.18 | $0.60 | 93.2% | 0% |
| 20260820 | $1.23 | $0.42 | 105.2% | 20% |
| 20260819 | $1.38 | $0.88 | 102.5% | 14% |
| 20260818 | $1.25 | $0.67 | 96.9% | 0% |
| 20260817 | $1.55 | $0.95 | 109.1% | 19% |
| 20260814 | $1.62 | $1.05 | 108.1% | 16% |
| 20260813 | $1.70 | $1.12 | 102.6% | 0% |
| 20260812 | $1.62 | $0.95 | 108.3% | 6% |
| 20260811 | $1.55 | $0.98 | 107.4% | 3% |
| 20260810 | $1.62 | $1.00 | 114.6% | 26% |
| 20260807 | — | — | 119.8% | 43% |
| 20260806 | $1.70 | $1.10 | 120.7% | 46% |
| 20260805 | $1.15 | $1.15 | 121.0% | 47% |
| 20260804 | $1.20 | $1.20 | 128.7% | 72% |
| 20260803 | $1.27 | $1.27 | 126.6% | 65% |
| 20260731 | $1.08 | $1.08 | 115.8% | 30% |
| 20260730 | $1.27 | $1.27 | 113.7% | 23% |
| 20260729 | $1.23 | $1.23 | 121.1% | 47% |
| 20260728 | $1.25 | $1.25 | 121.2% | 48% |
| 20260727 | $1.38 | $1.38 | 127.4% | 68% |
More on IMSR
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.