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Immix Biopharma, Inc. Common Stock IMMX

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Market datapartial · fetched 2026-10-22T20:28:34.410Z

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 · 2026-10-22T20:04:18.501402145Z

FundamentalsAlpha Vantage · unavailable

Share price$8.34
1D-1.5%
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$0.42$1.13$1.84$2.55$3.26$4.40$7.04$9.69$12.34$14.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IMMX spot · $8.34IMMX PRICE$0.55$0.72$0.90$0.93$0.94$1.19$1.95$2.15$1.98$1.81$1.83$2.20$2.57$1.23$0.82$0.50$0.68$0.86$1.04$1.22$1.40$1.58$1.76$1.94$2.45$3.05
PutsExpensive1.18×
CallsExpensive2.72×
SkewBullish-114.93 pp
Implied moveBullish±$3.16
TiltBullish3.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.08294.5%195.3%5.59363.3%47.6%
25Δ21.05291.7%161.1%6.61219.4%30.6%
30Δ18.02288.9%126.8%7.5494.4%15.6%
35Δ15.02246.2%91.2%7.8494.2%14.1%
40Δ12.02195.2%55.4%8.1493.9%12.7%
45Δ10.94206.1%45.5%8.4493.7%11.3%
50Δ13.83345.2%89.2%8.7493.4%9.8%
55Δ13.63353.3%89.2%9.0493.2%8.4%
60Δ11.32272.3%59.5%9.3492.9%7.0%
65Δ9.01191.2%29.7%9.6492.7%5.5%
70Δ7.32139.0%9.7%9.9492.4%4.1%
75Δ6.80141.2%8.0%10.5394.2%3.1%
80Δ6.29143.5%6.2%11.2096.6%2.3%

20Δ

Calls
Pseudo strike
24.08
IV
294.5%
B/E move
195.3%
Puts
Pseudo strike
5.59
IV
363.3%
B/E move
47.6%

25Δ

Calls
Pseudo strike
21.05
IV
291.7%
B/E move
161.1%
Puts
Pseudo strike
6.61
IV
219.4%
B/E move
30.6%

30Δ

Calls
Pseudo strike
18.02
IV
288.9%
B/E move
126.8%
Puts
Pseudo strike
7.54
IV
94.4%
B/E move
15.6%

35Δ

Calls
Pseudo strike
15.02
IV
246.2%
B/E move
91.2%
Puts
Pseudo strike
7.84
IV
94.2%
B/E move
14.1%

40Δ

Calls
Pseudo strike
12.02
IV
195.2%
B/E move
55.4%
Puts
Pseudo strike
8.14
IV
93.9%
B/E move
12.7%

45Δ

Calls
Pseudo strike
10.94
IV
206.1%
B/E move
45.5%
Puts
Pseudo strike
8.44
IV
93.7%
B/E move
11.3%

50Δ

Calls
Pseudo strike
13.83
IV
345.2%
B/E move
89.2%
Puts
Pseudo strike
8.74
IV
93.4%
B/E move
9.8%

55Δ

Calls
Pseudo strike
13.63
IV
353.3%
B/E move
89.2%
Puts
Pseudo strike
9.04
IV
93.2%
B/E move
8.4%

60Δ

Calls
Pseudo strike
11.32
IV
272.3%
B/E move
59.5%
Puts
Pseudo strike
9.34
IV
92.9%
B/E move
7.0%

65Δ

Calls
Pseudo strike
9.01
IV
191.2%
B/E move
29.7%
Puts
Pseudo strike
9.64
IV
92.7%
B/E move
5.5%

70Δ

Calls
Pseudo strike
7.32
IV
139.0%
B/E move
9.7%
Puts
Pseudo strike
9.94
IV
92.4%
B/E move
4.1%

75Δ

Calls
Pseudo strike
6.80
IV
141.2%
B/E move
8.0%
Puts
Pseudo strike
10.53
IV
94.2%
B/E move
3.1%

80Δ

Calls
Pseudo strike
6.29
IV
143.5%
B/E move
6.2%
Puts
Pseudo strike
11.20
IV
96.6%
B/E move
2.3%

Options history

No recorded observations