IMCR
Immunocore Holdings plcHealthcare$30.83
▼ Bearish
Mkt Cap: $1.56B|Float: 45.1M|SI: 22.5%|DTC: 26.4
Data as of market close Apr 2, 2026
IV Rank
42
IV Pctl
44%
HV 20d
32.6%
52W Range
$23-$41
ATR(14)
$1.21
Exp. Move
±11.0%
P/C Ratio
6.49
Earnings
May 6
GEX Negative
DEX Long
Net Put Premium
IV Moderate
Max Pain Below
Exp. Move Wide
High Put/Call
IMCR Key Options Data
- IV Rank
- 42.2%
- Total GEX
- $-0.01B
- Total DEX
- $0.7M
- Max Pain
- $30.00
- Expected Move
- ±11.0%
- Put/Call OI
- 6.49
- Net Premium
- $-0.6M
- Spot Price
- $30.83
Gamma Exposure (GEX)
Delta Exposure (DEX)
Expected Move by Expiration
| Expiration | DTE | Expected Move | Move % | Lower | Upper |
|---|---|---|---|---|---|
| 2026-04-17 | 15 | ±$3.40 | ±11.0% | $27.43 | $34.23 |
| 2026-07-17 | 106 | ±$6.70 | ±21.7% | $24.13 | $37.53 |
| 2026-10-16 | 197 | ±$5.25 | ±17.0% | $25.58 | $36.08 |
| 2026-12-18 | 260 | ±$6.50 | ±21.1% | $24.33 | $37.33 |
Explore IMCR options data including implied volatility rankings, gamma and delta exposure, max pain levels, and expected price moves. AI-generated reports provide directional, income, and earnings analysis.