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Imax Corp IMAX

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Market datapartial · fetched 2026-10-22T10:02:22.017Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T23:00:00.002627917Z

FundamentalsAlpha Vantage · unavailable

Share price$53.09
1D+3.9%
AH$51.97$52.55$53.14$53.73$54.315:30 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$0.62$3.24$5.85$8.46$11.08$43.73$48.48$53.24$57.99$62.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IMAX spot · $53.09IMAX PRICE$0.90$1.07$1.40$1.72$2.04$2.40$2.90$3.40$3.90$4.40$4.95$6.01$7.07$1.04$1.35$1.66$1.97$2.27$2.58$2.88$3.19$3.71$5.00$6.29$7.58$10.32
PutsExpensive1.17×
CallsExpensive1.26×
SkewBullish-1.93 pp
Implied moveBalanced±$5.79
TiltBearish8.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ63.6462.2%21.6%46.9455.7%13.5%
25Δ59.2349.6%13.6%48.3354.6%11.5%
30Δ58.1150.0%12.1%49.7253.5%9.5%
35Δ57.0050.4%10.6%50.7151.5%8.2%
40Δ55.8850.7%9.1%51.6149.2%7.1%
45Δ54.7951.0%7.7%52.5146.9%6.0%
50Δ53.8251.0%6.8%53.4044.6%4.8%
55Δ52.8451.0%5.9%54.3042.3%3.7%
60Δ51.8651.0%5.0%55.3241.4%2.8%
65Δ50.8951.0%4.1%56.8045.5%2.4%
70Δ49.8751.1%3.3%58.2749.6%2.1%
75Δ48.5152.1%2.7%59.7553.7%1.7%
80Δ47.1553.0%2.1%62.6860.6%1.4%

20Δ

Calls
Pseudo strike
63.64
IV
62.2%
B/E move
21.6%
Puts
Pseudo strike
46.94
IV
55.7%
B/E move
13.5%

25Δ

Calls
Pseudo strike
59.23
IV
49.6%
B/E move
13.6%
Puts
Pseudo strike
48.33
IV
54.6%
B/E move
11.5%

30Δ

Calls
Pseudo strike
58.11
IV
50.0%
B/E move
12.1%
Puts
Pseudo strike
49.72
IV
53.5%
B/E move
9.5%

35Δ

Calls
Pseudo strike
57.00
IV
50.4%
B/E move
10.6%
Puts
Pseudo strike
50.71
IV
51.5%
B/E move
8.2%

40Δ

Calls
Pseudo strike
55.88
IV
50.7%
B/E move
9.1%
Puts
Pseudo strike
51.61
IV
49.2%
B/E move
7.1%

45Δ

Calls
Pseudo strike
54.79
IV
51.0%
B/E move
7.7%
Puts
Pseudo strike
52.51
IV
46.9%
B/E move
6.0%

50Δ

Calls
Pseudo strike
53.82
IV
51.0%
B/E move
6.8%
Puts
Pseudo strike
53.40
IV
44.6%
B/E move
4.8%

55Δ

Calls
Pseudo strike
52.84
IV
51.0%
B/E move
5.9%
Puts
Pseudo strike
54.30
IV
42.3%
B/E move
3.7%

60Δ

Calls
Pseudo strike
51.86
IV
51.0%
B/E move
5.0%
Puts
Pseudo strike
55.32
IV
41.4%
B/E move
2.8%

65Δ

Calls
Pseudo strike
50.89
IV
51.0%
B/E move
4.1%
Puts
Pseudo strike
56.80
IV
45.5%
B/E move
2.4%

70Δ

Calls
Pseudo strike
49.87
IV
51.1%
B/E move
3.3%
Puts
Pseudo strike
58.27
IV
49.6%
B/E move
2.1%

75Δ

Calls
Pseudo strike
48.51
IV
52.1%
B/E move
2.7%
Puts
Pseudo strike
59.75
IV
53.7%
B/E move
1.7%

80Δ

Calls
Pseudo strike
47.15
IV
53.0%
B/E move
2.1%
Puts
Pseudo strike
62.68
IV
60.6%
B/E move
1.4%

Options history

No recorded observations