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Immunome, Inc. Common Stock IMNM

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Market datapartial · fetched 2026-10-22T08:03:54.196Z

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 · 2026-10-21T20:28:07.588344673Z

FundamentalsAlpha Vantage · unavailable

Share price$18.00
1D+0.0%
AH$17.79$17.93$18.08$18.22$18.365:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIMNM
Sold putSold callAH

Immunome, Inc. Common Stock options

Live interpolated IMNM call and put midpoint premiums by absolute delta.Immunome, Inc. Common Stock$0.90$1.71$2.52$3.33$4.14$11.13$15.18$19.22$23.27$27.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IMNM spot · $18.00IMNM PRICE$2.17$2.16$2.45$2.37$2.49$2.50$2.17$2.58$3.12$3.91$2.13$1.22$0.99$1.22$2.23$2.64$2.54$2.49$2.48$2.46$2.45$3.03$3.87
PutsExpensive1.41×
CallsExpensive1.99×
SkewBullish-36.28 pp
Implied moveBearish±$4.91
TiltBearish6.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.80258.1%40.7%
25Δ15.07137.2%23.1%
30Δ16.3487.6%14.7%
35Δ32.36258.0%91.8%16.9387.5%12.7%
40Δ25.33203.8%52.7%17.68120.2%14.2%
45Δ22.51189.6%38.7%18.29124.3%13.1%
50Δ19.88148.9%23.6%18.79104.5%9.7%
55Δ18.48131.6%16.5%19.1690.3%7.4%
60Δ17.68114.9%12.1%19.4380.0%5.8%
65Δ16.9880.1%6.4%19.7169.7%4.2%
70Δ16.3983.2%5.4%19.9859.5%2.6%
75Δ15.6989.8%4.6%20.6662.1%2.0%
80Δ14.7999.9%3.9%21.5967.2%1.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.80
IV
258.1%
B/E move
40.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.07
IV
137.2%
B/E move
23.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.34
IV
87.6%
B/E move
14.7%

35Δ

Calls
Pseudo strike
32.36
IV
258.0%
B/E move
91.8%
Puts
Pseudo strike
16.93
IV
87.5%
B/E move
12.7%

40Δ

Calls
Pseudo strike
25.33
IV
203.8%
B/E move
52.7%
Puts
Pseudo strike
17.68
IV
120.2%
B/E move
14.2%

45Δ

Calls
Pseudo strike
22.51
IV
189.6%
B/E move
38.7%
Puts
Pseudo strike
18.29
IV
124.3%
B/E move
13.1%

50Δ

Calls
Pseudo strike
19.88
IV
148.9%
B/E move
23.6%
Puts
Pseudo strike
18.79
IV
104.5%
B/E move
9.7%

55Δ

Calls
Pseudo strike
18.48
IV
131.6%
B/E move
16.5%
Puts
Pseudo strike
19.16
IV
90.3%
B/E move
7.4%

60Δ

Calls
Pseudo strike
17.68
IV
114.9%
B/E move
12.1%
Puts
Pseudo strike
19.43
IV
80.0%
B/E move
5.8%

65Δ

Calls
Pseudo strike
16.98
IV
80.1%
B/E move
6.4%
Puts
Pseudo strike
19.71
IV
69.7%
B/E move
4.2%

70Δ

Calls
Pseudo strike
16.39
IV
83.2%
B/E move
5.4%
Puts
Pseudo strike
19.98
IV
59.5%
B/E move
2.6%

75Δ

Calls
Pseudo strike
15.69
IV
89.8%
B/E move
4.6%
Puts
Pseudo strike
20.66
IV
62.1%
B/E move
2.0%

80Δ

Calls
Pseudo strike
14.79
IV
99.9%
B/E move
3.9%
Puts
Pseudo strike
21.59
IV
67.2%
B/E move
1.6%

Options history

No recorded observations