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Immix Biopharma, Inc. Common Stock IMMX

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Market datapartial · fetched 2026-10-22T16:36:11.406Z

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 · 2026-10-22T16:35:17.063783054Z

FundamentalsAlpha Vantage · unavailable

Share price$8.30
1D-2.0%
$8.26$8.37$8.49$8.61$8.725:30 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$0.40$1.22$2.05$2.87$3.70$4.61$6.88$9.16$11.44$13.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IMMX spot · $8.30IMMX PRICE$0.55$0.72$0.90$0.93$0.87$0.96$1.12$1.29$1.45$1.61$1.85$2.18$2.52$0.49$0.82$1.15$1.48$1.81$2.14$2.46$2.71$2.96$3.21$3.46
PutsExpensive1.12×
CallsExpensive2.07×
SkewBullish-67.26 pp
Implied moveBearish±$2.93
TiltBearish14.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.53288.5%190.1%
25Δ20.88290.1%160.3%
30Δ18.23291.7%130.4%7.5293.3%15.3%
35Δ13.99238.5%79.8%7.93101.9%14.3%
40Δ10.93172.0%42.2%8.35110.4%13.2%
45Δ9.67150.4%28.1%8.77119.0%12.2%
50Δ9.19148.4%24.3%9.18127.5%11.1%
55Δ8.72146.5%20.5%9.60136.1%10.0%
60Δ8.24144.5%16.7%10.02143.8%9.0%
65Δ7.76142.5%12.9%10.37135.0%7.7%
70Δ7.28141.0%10.0%10.73126.3%6.4%
75Δ6.80140.1%8.2%11.09117.5%5.1%
80Δ6.31139.2%6.4%11.44108.7%3.8%

20Δ

Calls
Pseudo strike
23.53
IV
288.5%
B/E move
190.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
20.88
IV
290.1%
B/E move
160.3%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
18.23
IV
291.7%
B/E move
130.4%
Puts
Pseudo strike
7.52
IV
93.3%
B/E move
15.3%

35Δ

Calls
Pseudo strike
13.99
IV
238.5%
B/E move
79.8%
Puts
Pseudo strike
7.93
IV
101.9%
B/E move
14.3%

40Δ

Calls
Pseudo strike
10.93
IV
172.0%
B/E move
42.2%
Puts
Pseudo strike
8.35
IV
110.4%
B/E move
13.2%

45Δ

Calls
Pseudo strike
9.67
IV
150.4%
B/E move
28.1%
Puts
Pseudo strike
8.77
IV
119.0%
B/E move
12.2%

50Δ

Calls
Pseudo strike
9.19
IV
148.4%
B/E move
24.3%
Puts
Pseudo strike
9.18
IV
127.5%
B/E move
11.1%

55Δ

Calls
Pseudo strike
8.72
IV
146.5%
B/E move
20.5%
Puts
Pseudo strike
9.60
IV
136.1%
B/E move
10.0%

60Δ

Calls
Pseudo strike
8.24
IV
144.5%
B/E move
16.7%
Puts
Pseudo strike
10.02
IV
143.8%
B/E move
9.0%

65Δ

Calls
Pseudo strike
7.76
IV
142.5%
B/E move
12.9%
Puts
Pseudo strike
10.37
IV
135.0%
B/E move
7.7%

70Δ

Calls
Pseudo strike
7.28
IV
141.0%
B/E move
10.0%
Puts
Pseudo strike
10.73
IV
126.3%
B/E move
6.4%

75Δ

Calls
Pseudo strike
6.80
IV
140.1%
B/E move
8.2%
Puts
Pseudo strike
11.09
IV
117.5%
B/E move
5.1%

80Δ

Calls
Pseudo strike
6.31
IV
139.2%
B/E move
6.4%
Puts
Pseudo strike
11.44
IV
108.7%
B/E move
3.8%

Options history

No recorded observations