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Immersion Corporation Common Stock IMMR

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Market datapartial · fetched 2026-10-22T22:06:29.884Z

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 · 2026-10-22T20:00:00.648814686Z

FundamentalsAlpha Vantage · unavailable

Share price$7.19
1D+0.2%
AH$7.15$7.16$7.18$7.19$7.215:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIMMR
Sold putSold callAH

Immersion Corporation Common Stock options

Live interpolated IMMR call and put midpoint premiums by absolute delta.Immersion Corporation Common Stock$0.09$0.97$1.85$2.72$3.60$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEIMMR PRICE$0.28$0.36$0.24$0.19$0.35$0.52$0.69$0.85$1.02$1.18$1.35$1.52$1.68$0.85$1.68$2.51$3.35
PutsExpensive1.38×
CallsExpensive1.49×
SkewBearish+1.59 pp
Implied move——
TiltBullish9.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.47139.9%63.6%
25Δ10.31139.8%48.4%
30Δ8.6580.3%23.7%
35Δ7.4331.0%6.0%
40Δ7.2334.7%5.5%
45Δ7.0338.4%5.1%
50Δ6.8342.2%4.6%
55Δ6.6445.9%4.2%
60Δ6.4449.7%3.8%
65Δ6.2453.4%3.3%7.8843.9%2.1%
70Δ6.0457.2%2.9%8.7458.7%1.8%
75Δ5.8460.9%2.4%9.5973.5%1.5%
80Δ5.6564.7%2.0%10.4588.2%1.2%

20Δ

Calls
Pseudo strike
11.47
IV
139.9%
B/E move
63.6%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
10.31
IV
139.8%
B/E move
48.4%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
8.65
IV
80.3%
B/E move
23.7%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
7.43
IV
31.0%
B/E move
6.0%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
7.23
IV
34.7%
B/E move
5.5%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
7.03
IV
38.4%
B/E move
5.1%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
6.83
IV
42.2%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
6.64
IV
45.9%
B/E move
4.2%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
6.44
IV
49.7%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
6.24
IV
53.4%
B/E move
3.3%
Puts
Pseudo strike
7.88
IV
43.9%
B/E move
2.1%

70Δ

Calls
Pseudo strike
6.04
IV
57.2%
B/E move
2.9%
Puts
Pseudo strike
8.74
IV
58.7%
B/E move
1.8%

75Δ

Calls
Pseudo strike
5.84
IV
60.9%
B/E move
2.4%
Puts
Pseudo strike
9.59
IV
73.5%
B/E move
1.5%

80Δ

Calls
Pseudo strike
5.65
IV
64.7%
B/E move
2.0%
Puts
Pseudo strike
10.45
IV
88.2%
B/E move
1.2%

Options history

No recorded observations