Share price$8.40
1D-5.3%
Sold putSold call
Immunitybio Inc IBRX
HEALTHCARE · BIOTECHNOLOGYi
Market dataready · fetched 2026-10-21T17:00:30.365Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-21T17:00:26.201367084Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:00:29.759429+00:00
Immunitybio Inc options
PutsExpensive2.69×
CallsExpensive4.77×
SkewBullish-181.35 pp
Implied moveBullish±$0.67
TiltBullish2.9% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 14.30 | 566.8% | 79.2% | 7.02 | 318.3% | 19.3% |
| 25Δ | 15.27 | 800.0% | 94.6% | 7.19 | 286.8% | 17.2% |
| 30Δ | 13.01 | 718.8% | 63.0% | 7.36 | 255.4% | 15.1% |
| 35Δ | 12.27 | 628.2% | 56.5% | 7.53 | 223.9% | 12.9% |
| 40Δ | 10.36 | 360.4% | 29.7% | 7.71 | 192.5% | 10.8% |
| 45Δ | 8.49 | 101.2% | 3.7% | 7.88 | 161.0% | 8.6% |
| 50Δ | 8.29 | 166.4% | 4.4% | 8.05 | 129.6% | 6.5% |
| 55Δ | 8.09 | 231.6% | 5.2% | 8.22 | 98.1% | 4.3% |
| 60Δ | 7.89 | 296.7% | 6.0% | 8.39 | 66.6% | 2.2% |
| 65Δ | 7.69 | 361.9% | 6.8% | 11.54 | 657.2% | 9.2% |
| 70Δ | 7.47 | 421.3% | 7.4% | 11.90 | 606.4% | 7.1% |
| 75Δ | 7.12 | 418.4% | 5.7% | 10.57 | 370.0% | 3.7% |
| 80Δ | 6.10 | 759.2% | 8.8% | 9.01 | 107.5% | 0.8% |
20Δ
- Pseudo strike
- 14.30
- IV
- 566.8%
- B/E move
- 79.2%
- Pseudo strike
- 7.02
- IV
- 318.3%
- B/E move
- 19.3%
25Δ
- Pseudo strike
- 15.27
- IV
- 800.0%
- B/E move
- 94.6%
- Pseudo strike
- 7.19
- IV
- 286.8%
- B/E move
- 17.2%
30Δ
- Pseudo strike
- 13.01
- IV
- 718.8%
- B/E move
- 63.0%
- Pseudo strike
- 7.36
- IV
- 255.4%
- B/E move
- 15.1%
35Δ
- Pseudo strike
- 12.27
- IV
- 628.2%
- B/E move
- 56.5%
- Pseudo strike
- 7.53
- IV
- 223.9%
- B/E move
- 12.9%
40Δ
- Pseudo strike
- 10.36
- IV
- 360.4%
- B/E move
- 29.7%
- Pseudo strike
- 7.71
- IV
- 192.5%
- B/E move
- 10.8%
45Δ
- Pseudo strike
- 8.49
- IV
- 101.2%
- B/E move
- 3.7%
- Pseudo strike
- 7.88
- IV
- 161.0%
- B/E move
- 8.6%
50Δ
- Pseudo strike
- 8.29
- IV
- 166.4%
- B/E move
- 4.4%
- Pseudo strike
- 8.05
- IV
- 129.6%
- B/E move
- 6.5%
55Δ
- Pseudo strike
- 8.09
- IV
- 231.6%
- B/E move
- 5.2%
- Pseudo strike
- 8.22
- IV
- 98.1%
- B/E move
- 4.3%
60Δ
- Pseudo strike
- 7.89
- IV
- 296.7%
- B/E move
- 6.0%
- Pseudo strike
- 8.39
- IV
- 66.6%
- B/E move
- 2.2%
65Δ
- Pseudo strike
- 7.69
- IV
- 361.9%
- B/E move
- 6.8%
- Pseudo strike
- 11.54
- IV
- 657.2%
- B/E move
- 9.2%
70Δ
- Pseudo strike
- 7.47
- IV
- 421.3%
- B/E move
- 7.4%
- Pseudo strike
- 11.90
- IV
- 606.4%
- B/E move
- 7.1%
75Δ
- Pseudo strike
- 7.12
- IV
- 418.4%
- B/E move
- 5.7%
- Pseudo strike
- 10.57
- IV
- 370.0%
- B/E move
- 3.7%
80Δ
- Pseudo strike
- 6.10
- IV
- 759.2%
- B/E move
- 8.8%
- Pseudo strike
- 9.01
- IV
- 107.5%
- B/E move
- 0.8%
Options history
Table
| Date | IV |
|---|---|
| 103.43% | |
| 108.68% |