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Immix Biopharma, Inc. Common Stock IMMX

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Market datapartial · fetched 2026-10-22T18:32:18.441Z

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 · 2026-10-22T18:32:02.728837854Z

FundamentalsAlpha Vantage · unavailable

Share price$8.32
1D-1.8%
$8.21$8.34$8.47$8.60$8.735:30 AM6:30 AM9:00 AM1:00 PMIMMX
Sold putSold call

Immix Biopharma, Inc. Common Stock options

Live interpolated IMMX call and put midpoint premiums by absolute delta.Immix Biopharma, Inc. Common Stock$0.49$1.06$1.63$2.20$2.77$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEIMMX PRICE$0.55$0.72$0.90$0.78$0.89$1.45$2.02$2.15$1.98$1.80$1.85$2.23$2.60$1.24$0.84
PutsExpensive2.81×
CallsExpensive2.66×
SkewBearish+55.85 pp
Implied move——
TiltBullish81.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.09295.0%196.2%5.56367.1%48.0%
25Δ21.06292.2%161.8%6.57224.4%31.1%
30Δ18.03289.5%127.4%
35Δ13.23199.3%68.4%
40Δ10.67168.1%39.0%
45Δ12.47265.2%67.3%
50Δ14.26362.3%95.6%
55Δ13.62354.0%89.5%
60Δ11.27271.8%59.2%
65Δ8.92189.5%28.9%
70Δ7.29141.0%9.9%
75Δ6.77144.1%8.1%
80Δ6.24147.1%6.3%

20Δ

Calls
Pseudo strike
24.09
IV
295.0%
B/E move
196.2%
Puts
Pseudo strike
5.56
IV
367.1%
B/E move
48.0%

25Δ

Calls
Pseudo strike
21.06
IV
292.2%
B/E move
161.8%
Puts
Pseudo strike
6.57
IV
224.4%
B/E move
31.1%

30Δ

Calls
Pseudo strike
18.03
IV
289.5%
B/E move
127.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
13.23
IV
199.3%
B/E move
68.4%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
10.67
IV
168.1%
B/E move
39.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
12.47
IV
265.2%
B/E move
67.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
14.26
IV
362.3%
B/E move
95.6%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
13.62
IV
354.0%
B/E move
89.5%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
11.27
IV
271.8%
B/E move
59.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
8.92
IV
189.5%
B/E move
28.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
7.29
IV
141.0%
B/E move
9.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
6.77
IV
144.1%
B/E move
8.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
6.24
IV
147.1%
B/E move
6.3%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations