IMVT · Expected Move
Immunovant, Inc. Common Stock
The expected move for IMVT 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).
IMVT 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 IMVT Expected Move
30-Day Straddle
$6.47
7-Day Straddle
$2.12
30-Day ATM IV
100.2%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to IMVT'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.
IMVT Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $6.47 | $2.12 | 100.2% | 100% |
| 20261015 | $5.32 | $1.57 | 78.7% | 77% |
| 20261014 | $5.20 | $2.05 | 74.1% | 65% |
| 20261013 | $5.72 | $2.33 | 79.5% | 79% |
| 20261012 | $5.85 | $2.30 | 77.5% | 74% |
| 20261009 | $6.00 | $2.90 | 73.2% | 63% |
| 20261008 | $5.95 | $2.00 | 72.2% | 61% |
| 20261007 | $6.50 | $2.60 | 72.9% | 62% |
| 20261006 | $6.58 | $2.85 | 72.9% | 63% |
| 20261005 | $6.42 | $3.27 | 69.5% | 54% |
| 20261002 | $2.53 | $2.53 | 65.0% | 42% |
| 20261001 | $3.03 | $3.03 | 70.0% | 55% |
| 20260930 | $2.78 | $2.78 | 69.3% | 53% |
| 20260929 | $3.23 | $3.23 | 65.9% | 45% |
| 20260928 | $3.75 | $3.75 | 74.3% | 66% |
| 20260925 | $4.05 | $4.05 | 70.8% | 57% |
| 20260924 | $3.90 | $3.90 | 68.2% | 51% |
| 20260923 | $3.88 | $3.88 | 66.0% | 45% |
| 20260922 | $5.45 | $5.45 | 72.1% | 60% |
| 20260921 | $5.03 | $5.03 | 72.8% | 62% |
| 20260918 | $6.05 | $0.62 | 74.2% | 66% |
| 20260917 | $6.03 | $1.77 | 65.9% | 45% |
| 20260916 | $6.95 | $3.28 | 80.9% | 83% |
| 20260915 | $5.75 | $2.38 | 68.8% | 52% |
| 20260914 | $6.50 | $2.20 | 73.3% | 63% |
| 20260911 | $5.90 | $3.50 | 66.1% | 45% |
| 20260910 | $7.50 | $3.28 | 78.4% | 77% |
| 20260909 | $7.50 | $4.75 | 78.2% | 76% |
| 20260908 | $7.67 | $4.53 | 76.1% | 71% |
| 20260904 | $7.38 | $4.22 | 70.1% | 55% |
| 20260903 | $7.55 | $4.10 | 69.7% | 54% |
| 20260902 | $4.78 | $4.78 | 70.2% | 56% |
| 20260901 | $5.00 | $5.00 | 71.8% | 60% |
| 20260831 | $5.35 | $5.35 | 74.9% | 68% |
| 20260828 | $5.38 | $5.38 | 70.0% | 55% |
| 20260827 | $5.67 | $5.67 | 67.8% | 49% |
| 20260826 | $6.08 | $6.08 | 69.1% | 53% |
| 20260825 | $6.12 | $6.12 | 68.4% | 51% |
| 20260824 | $6.45 | $6.45 | 72.1% | 60% |
| 20260821 | $6.43 | $2.12 | 66.4% | 46% |
| 20260820 | $6.40 | $2.15 | 64.4% | 41% |
| 20260819 | $6.50 | $2.02 | 63.8% | 39% |
| 20260818 | $7.05 | $3.27 | 67.6% | 49% |
| 20260817 | $7.62 | $2.45 | 73.7% | 65% |
| 20260814 | $7.12 | $2.75 | 69.2% | 53% |
| 20260813 | $8.43 | $3.15 | 79.2% | 79% |
| 20260812 | $7.97 | $3.55 | 75.0% | 68% |
| 20260811 | $7.47 | $3.33 | 70.7% | 57% |
| 20260810 | $7.47 | $3.05 | 69.9% | 55% |
| 20260807 | — | — | 76.9% | 73% |
| 20260806 | $9.20 | $4.75 | 84.2% | 79% |
| 20260805 | $4.97 | $4.97 | 80.8% | 72% |
| 20260804 | $4.25 | $4.25 | 81.0% | 72% |
| 20260803 | $5.83 | $5.83 | 87.6% | 87% |
| 20260731 | $5.83 | $5.83 | 82.3% | 75% |
| 20260730 | $5.35 | $5.35 | 77.5% | 64% |
| 20260729 | $6.57 | $6.57 | 86.8% | 85% |
| 20260728 | $5.72 | $5.72 | 79.2% | 68% |
| 20260727 | $6.62 | $6.62 | 82.4% | 75% |
| 20260724 | $6.30 | $6.30 | 75.9% | 61% |
More on IMVT
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.