IMTX · Expected Move
Immatics N.V. Ordinary Shares
The expected move for IMTX 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).
IMTX straddle price & implied vol
59 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 IMTX Expected Move
30-Day Straddle
$1.82
7-Day Straddle
$1.82
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to IMTX'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.
IMTX Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261019 | $1.82 | $1.82 | — | — |
| 20261016 | $1.38 | $0.95 | — | — |
| 20261015 | $2.00 | $2.00 | — | — |
| 20261014 | $1.38 | $0.72 | — | — |
| 20261013 | $1.77 | $1.35 | — | — |
| 20261012 | $1.80 | $1.30 | 76.6% | 14% |
| 20261009 | $1.97 | $1.30 | — | — |
| 20261008 | $3.10 | $1.05 | — | — |
| 20261007 | $1.60 | $3.50 | — | — |
| 20261006 | $2.50 | $1.20 | — | — |
| 20261005 | $2.00 | $1.38 | 75.4% | 13% |
| 20261002 | $2.45 | $2.45 | 94.8% | 29% |
| 20261001 | $9.95 | $9.95 | 82.6% | 19% |
| 20260930 | $1.50 | $1.50 | 79.0% | 16% |
| 20260929 | $0.98 | $0.98 | — | — |
| 20260928 | $1.07 | $1.07 | 71.6% | 10% |
| 20260925 | $1.12 | $1.12 | 67.7% | 7% |
| 20260924 | $1.82 | $1.82 | — | — |
| 20260923 | $0.98 | $0.98 | — | — |
| 20260922 | $1.57 | $1.57 | 88.8% | 24% |
| 20260921 | $1.15 | $1.15 | 75.2% | 13% |
| 20260918 | $0.70 | $0.97 | 71.6% | 10% |
| 20260917 | $1.45 | $1.20 | — | — |
| 20260916 | $1.75 | $3.00 | 77.4% | 15% |
| 20260915 | $2.30 | $1.88 | — | — |
| 20260914 | $1.77 | $3.00 | — | — |
| 20260911 | $2.65 | $1.50 | — | — |
| 20260910 | $1.88 | $1.35 | 63.7% | 4% |
| 20260909 | $1.62 | $0.77 | 68.4% | 7% |
| 20260908 | $2.50 | $1.23 | 84.1% | 20% |
| 20260904 | $3.25 | $4.45 | 67.2% | 6% |
| 20260903 | $1.20 | $0.80 | — | — |
| 20260902 | $2.70 | $2.70 | 97.7% | 31% |
| 20260901 | $1.27 | $1.27 | — | — |
| 20260831 | $4.95 | $4.95 | 97.9% | 31% |
| 20260828 | $1.75 | $1.75 | 121.1% | 50% |
| 20260827 | $1.93 | $1.93 | — | — |
| 20260826 | $2.73 | $2.73 | 129.2% | 56% |
| 20260825 | $2.85 | $2.85 | — | — |
| 20260824 | $1.38 | $1.38 | 79.4% | 16% |
| 20260821 | $2.05 | $2.83 | — | — |
| 20260820 | $2.50 | $0.72 | 72.6% | 11% |
| 20260819 | $1.62 | $1.15 | 87.3% | 23% |
| 20260818 | $3.00 | $1.25 | 72.1% | 10% |
| 20260817 | $5.00 | $3.00 | 146.0% | 70% |
| 20260814 | $2.55 | $1.55 | 79.7% | 16% |
| 20260813 | $4.00 | $2.92 | 75.8% | 13% |
| 20260812 | $2.50 | $2.50 | — | — |
| 20260811 | $4.95 | $3.90 | 110.5% | 41% |
| 20260810 | $4.90 | $1.25 | 97.7% | 31% |
| 20260806 | $2.50 | $2.58 | — | — |
| 20260805 | $3.40 | $3.40 | 109.1% | 40% |
| 20260804 | $3.00 | $3.00 | 77.0% | 14% |
| 20260803 | $2.50 | $2.50 | 74.9% | 13% |
| 20260731 | $2.50 | $2.50 | 82.5% | 19% |
| 20260730 | $2.50 | $2.50 | 98.4% | 32% |
| 20260729 | $3.55 | $3.55 | — | — |
| 20260728 | $3.20 | $3.20 | 99.1% | 32% |
| 20260727 | $3.95 | $3.95 | 95.4% | 29% |
More on IMTX
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.