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Immix Biopharma, Inc. Common Stock IMMX

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Market datapartial · fetched 2026-10-22T23:44:21.307Z

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 · 2026-10-22T20:37:27.418840069Z

FundamentalsAlpha Vantage · unavailable

Share price$8.47
1D+0.1%
AH$8.21$8.34$8.47$8.60$8.735:30 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$0.46$1.37$2.29$3.20$4.12$4.31$7.13$9.95$12.77$15.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IMMX spot · $8.47IMMX PRICE$0.56$0.73$0.90$0.93$0.94$1.14$1.96$2.15$2.00$1.85$1.70$1.15$0.72$0.56$0.75$0.95$1.15$1.34$1.54$1.73$1.93$2.50$3.18$3.86
PutsExpensive1.24×
CallsExpensive2.86×
SkewBullish-124.55 pp
Implied moveBullish±$3.30
TiltBearish17.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.02291.5%190.1%5.79338.1%45.1%
25Δ20.99288.2%156.4%6.88186.4%27.3%
30Δ17.96285.0%122.6%7.6499.3%16.4%
35Δ15.06242.4%88.9%7.9799.8%14.9%
40Δ12.19192.7%55.1%8.29100.3%13.3%
45Δ10.74190.3%40.3%8.62100.8%11.8%
50Δ13.87341.1%86.8%8.95101.3%10.2%
55Δ13.69348.7%87.1%9.27101.8%8.7%
60Δ11.64275.4%61.1%9.60102.3%7.1%
65Δ9.59202.1%35.1%9.93102.9%5.6%
70Δ7.54128.7%9.1%10.58107.6%4.6%
75Δ11.34113.5%3.7%
80Δ12.09119.5%2.8%

20Δ

Calls
Pseudo strike
24.02
IV
291.5%
B/E move
190.1%
Puts
Pseudo strike
5.79
IV
338.1%
B/E move
45.1%

25Δ

Calls
Pseudo strike
20.99
IV
288.2%
B/E move
156.4%
Puts
Pseudo strike
6.88
IV
186.4%
B/E move
27.3%

30Δ

Calls
Pseudo strike
17.96
IV
285.0%
B/E move
122.6%
Puts
Pseudo strike
7.64
IV
99.3%
B/E move
16.4%

35Δ

Calls
Pseudo strike
15.06
IV
242.4%
B/E move
88.9%
Puts
Pseudo strike
7.97
IV
99.8%
B/E move
14.9%

40Δ

Calls
Pseudo strike
12.19
IV
192.7%
B/E move
55.1%
Puts
Pseudo strike
8.29
IV
100.3%
B/E move
13.3%

45Δ

Calls
Pseudo strike
10.74
IV
190.3%
B/E move
40.3%
Puts
Pseudo strike
8.62
IV
100.8%
B/E move
11.8%

50Δ

Calls
Pseudo strike
13.87
IV
341.1%
B/E move
86.8%
Puts
Pseudo strike
8.95
IV
101.3%
B/E move
10.2%

55Δ

Calls
Pseudo strike
13.69
IV
348.7%
B/E move
87.1%
Puts
Pseudo strike
9.27
IV
101.8%
B/E move
8.7%

60Δ

Calls
Pseudo strike
11.64
IV
275.4%
B/E move
61.1%
Puts
Pseudo strike
9.60
IV
102.3%
B/E move
7.1%

65Δ

Calls
Pseudo strike
9.59
IV
202.1%
B/E move
35.1%
Puts
Pseudo strike
9.93
IV
102.9%
B/E move
5.6%

70Δ

Calls
Pseudo strike
7.54
IV
128.7%
B/E move
9.1%
Puts
Pseudo strike
10.58
IV
107.6%
B/E move
4.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.34
IV
113.5%
B/E move
3.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.09
IV
119.5%
B/E move
2.8%

Options history

No recorded observations