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Immatics N.V. Ordinary Shares IMTX

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Market datapartial · fetched 2026-10-22T14:49:19.845Z

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 · 2026-10-22T14:49:11.222112213Z

FundamentalsAlpha Vantage · unavailable

Share price$7.50
1D-1.2%
$7.45$7.52$7.60$7.68$7.755:30 AM6:30 AM9:00 AM1:00 PMIMTX
Sold putSold call

Immatics N.V. Ordinary Shares options

Live interpolated IMTX call and put midpoint premiums by absolute delta.Immatics N.V. Ordinary Shares$0.46$1.05$1.63$2.22$2.81$1.63$4.85$8.06$11.27$14.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IMTX spot · $7.50IMTX PRICE$0.52$1.20$1.50$1.61$1.90$2.18$2.46$2.64$2.55$2.63$1.60$1.82$2.05$2.27$2.45$2.47$2.49$2.51$2.53$2.56$2.59$2.61$2.64
PutsExpensive2.16×
CallsExpensive2.84×
SkewBullish-52.74 pp
Implied moveBearish±$4.10
TiltBearish22.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.31374.2%50.5%
25Δ6.02343.5%44.0%
30Δ6.73312.8%37.5%
35Δ9.36126.0%31.8%7.45282.1%31.0%
40Δ14.67307.2%111.7%8.07252.5%25.1%
45Δ13.34334.7%97.8%8.41226.8%20.8%
50Δ10.64293.5%63.4%8.75201.0%16.5%
55Δ9.75301.4%55.3%9.05177.9%12.8%
60Δ8.86309.4%47.2%9.22162.8%10.8%
65Δ7.96316.5%39.0%9.40147.6%8.8%
70Δ6.91294.2%27.3%9.58132.5%6.7%
75Δ6.00226.6%14.0%9.76117.3%4.7%
80Δ5.61197.3%9.9%9.94102.2%2.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.31
IV
374.2%
B/E move
50.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.02
IV
343.5%
B/E move
44.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.73
IV
312.8%
B/E move
37.5%

35Δ

Calls
Pseudo strike
9.36
IV
126.0%
B/E move
31.8%
Puts
Pseudo strike
7.45
IV
282.1%
B/E move
31.0%

40Δ

Calls
Pseudo strike
14.67
IV
307.2%
B/E move
111.7%
Puts
Pseudo strike
8.07
IV
252.5%
B/E move
25.1%

45Δ

Calls
Pseudo strike
13.34
IV
334.7%
B/E move
97.8%
Puts
Pseudo strike
8.41
IV
226.8%
B/E move
20.8%

50Δ

Calls
Pseudo strike
10.64
IV
293.5%
B/E move
63.4%
Puts
Pseudo strike
8.75
IV
201.0%
B/E move
16.5%

55Δ

Calls
Pseudo strike
9.75
IV
301.4%
B/E move
55.3%
Puts
Pseudo strike
9.05
IV
177.9%
B/E move
12.8%

60Δ

Calls
Pseudo strike
8.86
IV
309.4%
B/E move
47.2%
Puts
Pseudo strike
9.22
IV
162.8%
B/E move
10.8%

65Δ

Calls
Pseudo strike
7.96
IV
316.5%
B/E move
39.0%
Puts
Pseudo strike
9.40
IV
147.6%
B/E move
8.8%

70Δ

Calls
Pseudo strike
6.91
IV
294.2%
B/E move
27.3%
Puts
Pseudo strike
9.58
IV
132.5%
B/E move
6.7%

75Δ

Calls
Pseudo strike
6.00
IV
226.6%
B/E move
14.0%
Puts
Pseudo strike
9.76
IV
117.3%
B/E move
4.7%

80Δ

Calls
Pseudo strike
5.61
IV
197.3%
B/E move
9.9%
Puts
Pseudo strike
9.94
IV
102.2%
B/E move
2.7%

Options history

No recorded observations