Share price$8.57
1D-3.3%
Sold putSold call
Immunitybio Inc IBRX
HEALTHCARE · BIOTECHNOLOGYi
Market dataready · fetched 2026-10-21T17:51:58.882Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions 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 and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-21T17:51:54.570213613Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:48:10.427422+00:00
Immunitybio Inc options
PutsExpensive3.84×
CallsExpensive5.16×
SkewBullish-146.11 pp
Implied moveBearish±$1.68
TiltBearish24.6% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 17.12 | 800.0% | 112.4% | 7.11 | 324.8% | 19.9% |
| 25Δ | 15.47 | 800.0% | 93.2% | 7.40 | 273.5% | 16.3% |
| 30Δ | 14.13 | 800.0% | 77.5% | 7.69 | 222.3% | 12.7% |
| 35Δ | 12.99 | 728.8% | 63.3% | 7.99 | 171.0% | 9.1% |
| 40Δ | 11.90 | 577.1% | 48.5% | 8.28 | 119.7% | 5.5% |
| 45Δ | 10.80 | 425.4% | 33.8% | 8.69 | 111.7% | 3.1% |
| 50Δ | 9.71 | 273.7% | 19.1% | 9.40 | 222.9% | 4.1% |
| 55Δ | 8.62 | 122.0% | 4.4% | 10.12 | 334.2% | 5.1% |
| 60Δ | 8.25 | 172.4% | 3.4% | 10.83 | 445.5% | 6.1% |
| 65Δ | 7.96 | 247.7% | 4.2% | 11.54 | 556.8% | 7.1% |
| 70Δ | 7.68 | 323.1% | 4.9% | 10.66 | 420.8% | 5.1% |
| 75Δ | 7.39 | 364.8% | 4.8% | 12.69 | 524.2% | 5.4% |
| 80Δ | 7.09 | 352.1% | 3.5% | 11.26 | 360.2% | 2.6% |
20Δ
- Pseudo strike
- 17.12
- IV
- 800.0%
- B/E move
- 112.4%
- Pseudo strike
- 7.11
- IV
- 324.8%
- B/E move
- 19.9%
25Δ
- Pseudo strike
- 15.47
- IV
- 800.0%
- B/E move
- 93.2%
- Pseudo strike
- 7.40
- IV
- 273.5%
- B/E move
- 16.3%
30Δ
- Pseudo strike
- 14.13
- IV
- 800.0%
- B/E move
- 77.5%
- Pseudo strike
- 7.69
- IV
- 222.3%
- B/E move
- 12.7%
35Δ
- Pseudo strike
- 12.99
- IV
- 728.8%
- B/E move
- 63.3%
- Pseudo strike
- 7.99
- IV
- 171.0%
- B/E move
- 9.1%
40Δ
- Pseudo strike
- 11.90
- IV
- 577.1%
- B/E move
- 48.5%
- Pseudo strike
- 8.28
- IV
- 119.7%
- B/E move
- 5.5%
45Δ
- Pseudo strike
- 10.80
- IV
- 425.4%
- B/E move
- 33.8%
- Pseudo strike
- 8.69
- IV
- 111.7%
- B/E move
- 3.1%
50Δ
- Pseudo strike
- 9.71
- IV
- 273.7%
- B/E move
- 19.1%
- Pseudo strike
- 9.40
- IV
- 222.9%
- B/E move
- 4.1%
55Δ
- Pseudo strike
- 8.62
- IV
- 122.0%
- B/E move
- 4.4%
- Pseudo strike
- 10.12
- IV
- 334.2%
- B/E move
- 5.1%
60Δ
- Pseudo strike
- 8.25
- IV
- 172.4%
- B/E move
- 3.4%
- Pseudo strike
- 10.83
- IV
- 445.5%
- B/E move
- 6.1%
65Δ
- Pseudo strike
- 7.96
- IV
- 247.7%
- B/E move
- 4.2%
- Pseudo strike
- 11.54
- IV
- 556.8%
- B/E move
- 7.1%
70Δ
- Pseudo strike
- 7.68
- IV
- 323.1%
- B/E move
- 4.9%
- Pseudo strike
- 10.66
- IV
- 420.8%
- B/E move
- 5.1%
75Δ
- Pseudo strike
- 7.39
- IV
- 364.8%
- B/E move
- 4.8%
- Pseudo strike
- 12.69
- IV
- 524.2%
- B/E move
- 5.4%
80Δ
- Pseudo strike
- 7.09
- IV
- 352.1%
- B/E move
- 3.5%
- Pseudo strike
- 11.26
- IV
- 360.2%
- B/E move
- 2.6%
Options history
Table
| Date | IV |
|---|---|
| 103.43% | |
| 108.68% |