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Immix Biopharma, Inc. Common Stock IMMX

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-12T01:25:23.338Z

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 · 2026-11-11T21:26:10.839203363Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T01:25:22.764307+00:00

Share price$8.66
1D-2.7%
AH$8.32$8.47$8.63$8.79$8.945:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIMMX
Sold putSold callAH

Immix Biopharma, Inc. Common Stock options

Live interpolated IMMX call and put midpoint premiums by absolute delta.Immix Biopharma, Inc. Common Stock$0.51$1.23$1.96$2.69$3.42$6.31$7.49$8.66$9.84$11.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive IMMX spot · $8.66IMMX PRICE$0.58$1.04$1.27$1.50$1.73$1.96$2.20$2.43$0.60$0.81$1.01$1.22$1.42$1.63$1.83$2.13$2.49$2.85$3.21
Puts——
Calls——
Skew——
Implied moveBullish±$2.93
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.97519.6%183.5%
25Δ
30Δ7.83175.9%16.5%
35Δ8.17179.0%15.0%
40Δ9.03202.7%16.3%8.51182.1%13.5%
45Δ8.78228.9%16.1%8.84185.2%12.0%
50Δ8.53255.1%15.8%9.18188.3%10.4%
55Δ8.28281.3%15.6%9.52191.5%8.9%
60Δ8.03307.5%15.4%9.85194.6%7.4%
65Δ7.78333.7%15.2%10.25193.1%6.2%
70Δ7.53359.9%14.9%10.71188.0%5.1%
75Δ11.16183.0%4.1%
80Δ11.61177.9%3.0%

20Δ

Calls
Pseudo strike
23.97
IV
519.6%
B/E move
183.5%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.83
IV
175.9%
B/E move
16.5%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.17
IV
179.0%
B/E move
15.0%

40Δ

Calls
Pseudo strike
9.03
IV
202.7%
B/E move
16.3%
Puts
Pseudo strike
8.51
IV
182.1%
B/E move
13.5%

45Δ

Calls
Pseudo strike
8.78
IV
228.9%
B/E move
16.1%
Puts
Pseudo strike
8.84
IV
185.2%
B/E move
12.0%

50Δ

Calls
Pseudo strike
8.53
IV
255.1%
B/E move
15.8%
Puts
Pseudo strike
9.18
IV
188.3%
B/E move
10.4%

55Δ

Calls
Pseudo strike
8.28
IV
281.3%
B/E move
15.6%
Puts
Pseudo strike
9.52
IV
191.5%
B/E move
8.9%

60Δ

Calls
Pseudo strike
8.03
IV
307.5%
B/E move
15.4%
Puts
Pseudo strike
9.85
IV
194.6%
B/E move
7.4%

65Δ

Calls
Pseudo strike
7.78
IV
333.7%
B/E move
15.2%
Puts
Pseudo strike
10.25
IV
193.1%
B/E move
6.2%

70Δ

Calls
Pseudo strike
7.53
IV
359.9%
B/E move
14.9%
Puts
Pseudo strike
10.71
IV
188.0%
B/E move
5.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.16
IV
183.0%
B/E move
4.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.61
IV
177.9%
B/E move
3.0%

Options history

IV · four-Friday blend162.14%
Daily close
IMMX82.8%173.3%263.7%2026-08-13: 194.25%2026-08-14: 214.63%2026-08-21: 113.46%2026-08-24: 123.06%2026-08-25: 106.00%2026-08-26: 95.32%2026-08-27: 103.74%2026-08-28: 103.88%2026-08-31: 123.05%2026-09-01: 107.82%2026-09-02: 133.05%2026-09-03: 109.62%2026-09-04: 141.23%2026-09-09: 131.13%2026-09-10: 157.99%2026-09-11: 132.26%2026-09-15: 251.23%2026-09-17: 169.10%2026-09-18: 129.37%2026-09-21: 123.66%2026-09-22: 144.78%2026-09-23: 125.03%2026-09-24: 132.21%2026-09-25: 124.30%2026-09-28: 140.45%2026-09-29: 135.70%2026-09-30: 141.26%2026-10-01: 116.74%2026-10-02: 118.20%2026-10-05: 128.67%2026-10-06: 132.79%2026-10-08: 126.36%2026-10-14: 184.64%2026-10-16: 173.27%2026-10-19: 148.96%2026-10-20: 147.55%2026-10-21: 162.14%Aug 13Sep 18Oct 21
37 observations2026-08-13 — 2026-10-21
Table
DateIV (%)
194.25%
214.63%
113.46%
123.06%
106.00%
95.32%
103.74%
103.88%
123.05%
107.82%
133.05%
109.62%
141.23%
131.13%
157.99%
132.26%
251.23%
169.10%
129.37%
123.66%
144.78%
125.03%
132.21%
124.30%
140.45%
135.70%
141.26%
116.74%
118.20%
128.67%
132.79%
126.36%
184.64%
173.27%
148.96%
147.55%
162.14%