IntraAlpha
Create free account Start free

Imax Corp IMAX

COMMUNICATION SERVICES · ENTERTAINMENT
i

Market dataready · fetched 2026-11-11T13:47:36.313Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

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 · 2026-11-11T00:00:00.002580157Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:47:35.825834+00:00

Share price$48.91
1D-1.3%
AH$47.87$48.34$48.80$49.26$49.735:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIMAX
Sold putSold callAH

Imax Corp options

Live interpolated IMAX call and put midpoint premiums by absolute delta.Imax Corp$0.12$3.71$7.29$10.87$14.46$41.63$45.21$48.80$52.38$55.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive IMAX spot · $48.91IMAX PRICE$0.60$0.74$0.87$1.01$2.43$4.00$5.57$7.14$8.71$10.28$11.85$13.42$0.51$0.69$0.87$1.04$1.22$1.40$1.57$1.75$1.93$2.69$3.53$4.37$5.21
PutsCheap0.66×
Calls——
Skew——
Implied moveBullish±$5.57
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.5751.7%7.9%
25Δ52.4950.7%8.5%46.1250.7%7.1%
30Δ51.6949.6%7.2%46.6649.8%6.4%
35Δ50.8848.4%5.8%47.2148.9%5.6%
40Δ50.0847.3%4.5%47.7548.0%4.9%
45Δ48.4456.0%4.0%48.3047.0%4.1%
50Δ46.7065.9%3.7%48.8446.1%3.4%
55Δ44.9675.8%3.3%49.3945.2%2.6%
60Δ43.2185.7%3.0%49.9344.2%1.9%
65Δ41.4795.6%2.6%50.8447.4%1.6%
70Δ39.73105.5%2.3%51.7951.1%1.3%
75Δ37.99115.4%1.9%52.7554.9%1.1%
80Δ36.24125.4%1.5%53.7158.6%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.57
IV
51.7%
B/E move
7.9%

25Δ

Calls
Pseudo strike
52.49
IV
50.7%
B/E move
8.5%
Puts
Pseudo strike
46.12
IV
50.7%
B/E move
7.1%

30Δ

Calls
Pseudo strike
51.69
IV
49.6%
B/E move
7.2%
Puts
Pseudo strike
46.66
IV
49.8%
B/E move
6.4%

35Δ

Calls
Pseudo strike
50.88
IV
48.4%
B/E move
5.8%
Puts
Pseudo strike
47.21
IV
48.9%
B/E move
5.6%

40Δ

Calls
Pseudo strike
50.08
IV
47.3%
B/E move
4.5%
Puts
Pseudo strike
47.75
IV
48.0%
B/E move
4.9%

45Δ

Calls
Pseudo strike
48.44
IV
56.0%
B/E move
4.0%
Puts
Pseudo strike
48.30
IV
47.0%
B/E move
4.1%

50Δ

Calls
Pseudo strike
46.70
IV
65.9%
B/E move
3.7%
Puts
Pseudo strike
48.84
IV
46.1%
B/E move
3.4%

55Δ

Calls
Pseudo strike
44.96
IV
75.8%
B/E move
3.3%
Puts
Pseudo strike
49.39
IV
45.2%
B/E move
2.6%

60Δ

Calls
Pseudo strike
43.21
IV
85.7%
B/E move
3.0%
Puts
Pseudo strike
49.93
IV
44.2%
B/E move
1.9%

65Δ

Calls
Pseudo strike
41.47
IV
95.6%
B/E move
2.6%
Puts
Pseudo strike
50.84
IV
47.4%
B/E move
1.6%

70Δ

Calls
Pseudo strike
39.73
IV
105.5%
B/E move
2.3%
Puts
Pseudo strike
51.79
IV
51.1%
B/E move
1.3%

75Δ

Calls
Pseudo strike
37.99
IV
115.4%
B/E move
1.9%
Puts
Pseudo strike
52.75
IV
54.9%
B/E move
1.1%

80Δ

Calls
Pseudo strike
36.24
IV
125.4%
B/E move
1.5%
Puts
Pseudo strike
53.71
IV
58.6%
B/E move
0.8%

Options history

IV · four-Friday blend49.26%
Daily EOD
IMAX44.7%48.1%51.5%2026-10-19: 48.19%2026-10-20: 46.27%2026-10-21: 46.05%2026-10-22: 46.98%2026-10-23: 46.28%2026-10-26: 45.15%2026-10-27: 47.25%2026-10-28: 47.46%2026-10-29: 50.99%2026-10-30: 49.26%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
48.19%
46.27%
46.05%
46.98%
46.28%
45.15%
47.25%
47.46%
50.99%
49.26%