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Immatics N.V. Ordinary Shares IMTX

i

Market datapartial · fetched 2026-11-12T02:22:49.921Z

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 · 2026-11-11T21:00:06.302814329Z

FundamentalsAlpha Vantage · unavailable

Share price$6.69
1D+4.2%
AH$6.26$6.40$6.54$6.68$6.825:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIMTX
Sold putSold callAH

Immatics N.V. Ordinary Shares options

Live interpolated IMTX call and put midpoint premiums by absolute delta.Immatics N.V. Ordinary Shares$0.29$1.19$2.09$2.99$3.89$5.41$6.04$6.68$7.32$7.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive IMTX spot · $6.69IMTX PRICE$1.00$1.00$1.00$1.00$1.00$1.00$1.00$1.00$0.39$0.58$0.78$0.98$1.13$1.20$1.27$1.35$1.42$1.50$3.63
Puts——
Calls——
Skew——
Implied moveBearish±$2.13
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ6.11157.4%14.5%
35Δ16.38649.4%159.8%6.36175.6%13.7%
40Δ10.93495.4%78.4%6.60193.8%13.0%
45Δ8.75394.2%45.7%6.84212.0%12.3%
50Δ7.65323.1%29.4%7.07218.2%11.2%
55Δ6.96267.5%19.0%7.25203.6%9.5%
60Δ6.68233.4%14.8%7.44189.0%7.9%
65Δ6.40199.2%10.6%7.62174.4%6.2%
70Δ6.12165.1%6.5%7.81159.8%4.6%
75Δ7.99145.1%2.9%
80Δ10.08253.6%3.5%

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
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.11
IV
157.4%
B/E move
14.5%

35Δ

Calls
Pseudo strike
16.38
IV
649.4%
B/E move
159.8%
Puts
Pseudo strike
6.36
IV
175.6%
B/E move
13.7%

40Δ

Calls
Pseudo strike
10.93
IV
495.4%
B/E move
78.4%
Puts
Pseudo strike
6.60
IV
193.8%
B/E move
13.0%

45Δ

Calls
Pseudo strike
8.75
IV
394.2%
B/E move
45.7%
Puts
Pseudo strike
6.84
IV
212.0%
B/E move
12.3%

50Δ

Calls
Pseudo strike
7.65
IV
323.1%
B/E move
29.4%
Puts
Pseudo strike
7.07
IV
218.2%
B/E move
11.2%

55Δ

Calls
Pseudo strike
6.96
IV
267.5%
B/E move
19.0%
Puts
Pseudo strike
7.25
IV
203.6%
B/E move
9.5%

60Δ

Calls
Pseudo strike
6.68
IV
233.4%
B/E move
14.8%
Puts
Pseudo strike
7.44
IV
189.0%
B/E move
7.9%

65Δ

Calls
Pseudo strike
6.40
IV
199.2%
B/E move
10.6%
Puts
Pseudo strike
7.62
IV
174.4%
B/E move
6.2%

70Δ

Calls
Pseudo strike
6.12
IV
165.1%
B/E move
6.5%
Puts
Pseudo strike
7.81
IV
159.8%
B/E move
4.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.99
IV
145.1%
B/E move
2.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.08
IV
253.6%
B/E move
3.5%

Options history

IV · four-Friday blend220.94%
Daily close
IMTX80.3%161.9%243.5%2026-08-13: 154.23%2026-08-14: 109.67%2026-08-18: 200.34%2026-08-19: 209.86%2026-08-21: 139.21%2026-08-24: 103.76%2026-08-26: 167.81%2026-08-27: 134.08%2026-08-28: 111.73%2026-09-01: 97.88%2026-09-03: 139.83%2026-09-04: 196.06%2026-09-08: 200.38%2026-09-10: 119.96%2026-09-11: 232.23%2026-09-14: 211.39%2026-09-18: 92.89%2026-09-21: 156.13%2026-09-23: 151.96%2026-09-24: 118.62%2026-09-25: 132.00%2026-09-28: 185.57%2026-09-29: 133.95%2026-09-30: 126.96%2026-10-01: 123.02%2026-10-05: 94.85%2026-10-08: 220.32%2026-10-09: 152.71%2026-10-12: 154.63%2026-10-13: 172.25%2026-10-14: 183.43%2026-10-16: 91.58%2026-10-19: 162.37%2026-10-20: 149.71%2026-10-23: 101.48%2026-10-26: 184.23%2026-10-27: 107.20%2026-10-29: 165.38%2026-10-30: 220.94%Aug 13Sep 24Oct 30
39 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
154.23%
109.67%
200.34%
209.86%
139.21%
103.76%
167.81%
134.08%
111.73%
97.88%
139.83%
196.06%
200.38%
119.96%
232.23%
211.39%
92.89%
156.13%
151.96%
118.62%
132.00%
185.57%
133.95%
126.96%
123.02%
94.85%
220.32%
152.71%
154.63%
172.25%
183.43%
91.58%
162.37%
149.71%
101.48%
184.23%
107.20%
165.38%
220.94%