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Immunome, Inc. Common Stock IMNM

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Market datapartial · fetched 2026-11-11T14:53:25.914Z

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 · 2026-11-11T14:53:12.116147036Z

FundamentalsAlpha Vantage · unavailable

Share price$19.06
1D-0.3%
$18.67$18.77$18.88$18.98$19.085:30 AM6:30 AM9:00 AM1:00 PMIMNM
Sold putSold call

Immunome, Inc. Common Stock options

Live interpolated IMNM call and put midpoint premiums by absolute delta.Immunome, Inc. Common Stock$0.93$1.53$2.12$2.72$3.32$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEIMNM PRICE$2.47$2.51$1.79$2.27$2.54$2.58$0.99$1.38$1.77$2.19$2.16$2.28$2.40$2.56$2.85$3.15
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ16.73164.9%17.5%
30Δ17.27182.2%16.6%
35Δ17.82199.5%15.8%
40Δ28.74407.7%63.8%18.53206.2%14.3%
45Δ24.78340.0%43.2%
50Δ19.78172.0%13.2%
55Δ19.21192.6%12.7%20.03132.6%6.2%
60Δ18.53190.2%10.6%20.38123.0%5.1%
65Δ20.73113.4%3.9%
70Δ21.09104.9%2.8%
75Δ21.51100.6%2.1%
80Δ16.88102.0%2.1%21.9296.3%1.5%

20Δ

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

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.73
IV
164.9%
B/E move
17.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.27
IV
182.2%
B/E move
16.6%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.82
IV
199.5%
B/E move
15.8%

40Δ

Calls
Pseudo strike
28.74
IV
407.7%
B/E move
63.8%
Puts
Pseudo strike
18.53
IV
206.2%
B/E move
14.3%

45Δ

Calls
Pseudo strike
24.78
IV
340.0%
B/E move
43.2%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
19.78
IV
172.0%
B/E move
13.2%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
19.21
IV
192.6%
B/E move
12.7%
Puts
Pseudo strike
20.03
IV
132.6%
B/E move
6.2%

60Δ

Calls
Pseudo strike
18.53
IV
190.2%
B/E move
10.6%
Puts
Pseudo strike
20.38
IV
123.0%
B/E move
5.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.73
IV
113.4%
B/E move
3.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.09
IV
104.9%
B/E move
2.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.51
IV
100.6%
B/E move
2.1%

80Δ

Calls
Pseudo strike
16.88
IV
102.0%
B/E move
2.1%
Puts
Pseudo strike
21.92
IV
96.3%
B/E move
1.5%

Options history

IV · four-Friday blend100.07%
Daily EOD
IMNM87.2%96.5%105.7%2026-10-19: 102.44%2026-10-20: 88.48%2026-10-21: 99.05%2026-10-22: 95.86%2026-10-23: 101.07%2026-10-26: 96.76%2026-10-27: 97.94%2026-10-28: 94.49%2026-10-29: 104.45%2026-10-30: 100.07%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
102.44%
88.48%
99.05%
95.86%
101.07%
96.76%
97.94%
94.49%
104.45%
100.07%