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Immuneering Corporation Class A Common Stock IMRX

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Market datapartial · fetched 2026-11-12T03:04:02.749Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-12T00:50:04.514568169Z

FundamentalsAlpha Vantage · unavailable

Share price$3.85
1D-3.6%
AH$3.78$3.82$3.87$3.91$3.955:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIMRX
Sold putSold callAH

Immuneering Corporation Class A Common Stock options

Live interpolated IMRX call and put midpoint premiums by absolute delta.Immuneering Corporation Class A Common Stock$0.28$0.54$0.81$1.07$1.34$2.29$3.11$3.92$4.74$5.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive IMRX spot · $3.85IMRX PRICE$0.31$0.40$0.48$0.57$0.66$0.74$0.83$0.92$1.00$1.09$0.44$0.52$0.59$0.67$0.74$0.82$0.89$0.97$1.04$1.11$1.19$1.26
Puts——
Calls——
Skew——
Implied moveBearish±$1.46
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.63232.7%43.3%
25Δ2.84220.4%39.7%
30Δ3.05208.0%36.1%
35Δ4.87118.9%34.5%3.26195.7%32.5%
40Δ4.68115.8%31.8%3.48183.4%29.0%
45Δ4.48112.8%29.0%3.69171.0%25.4%
50Δ4.29109.7%26.3%3.90158.7%21.8%
55Δ4.10106.7%23.5%4.12146.3%18.2%
60Δ3.91103.6%20.7%4.33134.0%14.6%
65Δ3.71100.6%18.0%4.54121.7%11.0%
70Δ3.5297.6%15.2%4.75109.3%7.4%
75Δ3.3394.5%12.5%4.9797.0%3.8%
80Δ3.1491.5%9.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.63
IV
232.7%
B/E move
43.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.84
IV
220.4%
B/E move
39.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.05
IV
208.0%
B/E move
36.1%

35Δ

Calls
Pseudo strike
4.87
IV
118.9%
B/E move
34.5%
Puts
Pseudo strike
3.26
IV
195.7%
B/E move
32.5%

40Δ

Calls
Pseudo strike
4.68
IV
115.8%
B/E move
31.8%
Puts
Pseudo strike
3.48
IV
183.4%
B/E move
29.0%

45Δ

Calls
Pseudo strike
4.48
IV
112.8%
B/E move
29.0%
Puts
Pseudo strike
3.69
IV
171.0%
B/E move
25.4%

50Δ

Calls
Pseudo strike
4.29
IV
109.7%
B/E move
26.3%
Puts
Pseudo strike
3.90
IV
158.7%
B/E move
21.8%

55Δ

Calls
Pseudo strike
4.10
IV
106.7%
B/E move
23.5%
Puts
Pseudo strike
4.12
IV
146.3%
B/E move
18.2%

60Δ

Calls
Pseudo strike
3.91
IV
103.6%
B/E move
20.7%
Puts
Pseudo strike
4.33
IV
134.0%
B/E move
14.6%

65Δ

Calls
Pseudo strike
3.71
IV
100.6%
B/E move
18.0%
Puts
Pseudo strike
4.54
IV
121.7%
B/E move
11.0%

70Δ

Calls
Pseudo strike
3.52
IV
97.6%
B/E move
15.2%
Puts
Pseudo strike
4.75
IV
109.3%
B/E move
7.4%

75Δ

Calls
Pseudo strike
3.33
IV
94.5%
B/E move
12.5%
Puts
Pseudo strike
4.97
IV
97.0%
B/E move
3.8%

80Δ

Calls
Pseudo strike
3.14
IV
91.5%
B/E move
9.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend90.25%
Daily close
IMRX88.4%101.5%114.6%2026-08-14: 112.76%2026-08-21: 97.16%2026-09-02: 102.27%2026-09-03: 90.25%Aug 14Aug 21Sep 3
4 observations2026-08-14 — 2026-09-03
Table
DateIV (%)
112.76%
97.16%
102.27%
90.25%