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ImmunityBio, Inc. Common Stock IBRX

i

Market dataready · fetched 2026-11-10T22:23:44.630Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, 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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-10T22:22:10.695244621Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-10T22:23:44.211545+00:00

Share price$6.79
1D-3.5%
AH$6.56$6.75$6.93$7.11$7.305:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIBRX
Sold putSold callAH

ImmunityBio, Inc. Common Stock options

Live interpolated IBRX call and put midpoint premiums by absolute delta.ImmunityBio, Inc. Common Stock$0.06$0.82$1.57$2.33$3.09$4.59$5.76$6.94$8.12$9.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive IBRX spot · $6.79IBRX PRICE$0.14$0.17$0.20$0.23$0.26$0.29$0.33$0.36$0.39$2.29$2.87$0.89$0.20$0.25$0.29$0.34$0.39
Puts——
Calls——
Skew——
Implied moveBearish±$0.60
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.80800.0%42.3%
25Δ
30Δ7.29126.7%9.5%
35Δ7.16122.4%7.9%6.54124.3%6.5%
40Δ7.02118.0%6.3%6.64124.4%5.8%
45Δ6.93114.0%5.4%6.74124.4%5.1%
50Δ6.85110.1%4.7%6.84124.4%4.4%
55Δ6.77106.2%4.0%6.93124.4%3.6%
60Δ6.69102.3%3.3%
65Δ6.6098.4%2.5%
70Δ6.5294.4%1.8%
75Δ5.41690.3%13.3%
80Δ4.80764.1%12.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.80
IV
800.0%
B/E move
42.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
7.29
IV
126.7%
B/E move
9.5%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
7.16
IV
122.4%
B/E move
7.9%
Puts
Pseudo strike
6.54
IV
124.3%
B/E move
6.5%

40Δ

Calls
Pseudo strike
7.02
IV
118.0%
B/E move
6.3%
Puts
Pseudo strike
6.64
IV
124.4%
B/E move
5.8%

45Δ

Calls
Pseudo strike
6.93
IV
114.0%
B/E move
5.4%
Puts
Pseudo strike
6.74
IV
124.4%
B/E move
5.1%

50Δ

Calls
Pseudo strike
6.85
IV
110.1%
B/E move
4.7%
Puts
Pseudo strike
6.84
IV
124.4%
B/E move
4.4%

55Δ

Calls
Pseudo strike
6.77
IV
106.2%
B/E move
4.0%
Puts
Pseudo strike
6.93
IV
124.4%
B/E move
3.6%

60Δ

Calls
Pseudo strike
6.69
IV
102.3%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
6.60
IV
98.4%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
6.52
IV
94.4%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
5.41
IV
690.3%
B/E move
13.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
4.80
IV
764.1%
B/E move
12.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend134.72%
Daily close
IBRX53.9%146.1%238.3%2026-08-12: 150.04%2026-08-13: 173.29%2026-08-14: 86.98%2026-08-17: 113.89%2026-08-18: 120.39%2026-08-19: 96.79%2026-08-21: 69.22%2026-08-24: 127.27%2026-08-25: 129.28%2026-08-26: 167.06%2026-08-28: 73.61%2026-08-31: 66.64%2026-09-01: 71.23%2026-09-02: 71.29%2026-09-03: 160.23%2026-09-04: 90.26%2026-09-08: 79.46%2026-09-09: 113.18%2026-09-10: 134.49%2026-09-11: 77.28%2026-09-14: 87.82%2026-09-15: 104.39%2026-09-16: 116.34%2026-09-17: 128.48%2026-09-18: 89.95%2026-09-21: 96.61%2026-09-22: 110.55%2026-09-23: 156.96%2026-09-24: 167.12%2026-09-25: 89.41%2026-09-28: 114.53%2026-09-29: 95.90%2026-09-30: 112.12%2026-10-01: 151.56%2026-10-02: 99.04%2026-10-05: 94.78%2026-10-06: 95.02%2026-10-07: 105.31%2026-10-08: 107.12%2026-10-09: 98.14%2026-10-12: 104.08%2026-10-13: 94.87%2026-10-14: 106.95%2026-10-15: 119.09%2026-10-16: 108.93%2026-10-19: 99.41%2026-10-20: 110.45%2026-10-21: 186.28%2026-10-22: 225.58%2026-10-23: 120.61%2026-10-26: 162.06%2026-10-27: 199.00%2026-10-28: 129.54%2026-10-29: 191.24%2026-10-30: 134.72%Aug 12Sep 23Oct 30
55 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
150.04%
173.29%
86.98%
113.89%
120.39%
96.79%
69.22%
127.27%
129.28%
167.06%
73.61%
66.64%
71.23%
71.29%
160.23%
90.26%
79.46%
113.18%
134.49%
77.28%
87.82%
104.39%
116.34%
128.48%
89.95%
96.61%
110.55%
156.96%
167.12%
89.41%
114.53%
95.90%
112.12%
151.56%
99.04%
94.78%
95.02%
105.31%
107.12%
98.14%
104.08%
94.87%
106.95%
119.09%
108.93%
99.41%
110.45%
186.28%
225.58%
120.61%
162.06%
199.00%
129.54%
191.24%
134.72%