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Immatics N.V. Ordinary Shares IMTX

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Market datapartial · fetched 2026-10-22T16:50:16.281Z

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 · 2026-10-22T16:49:52.468152825Z

FundamentalsAlpha Vantage · unavailable

Share price$7.56
1D-0.5%
$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$2.40$2.89$3.38$3.86$4.35$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEIMTX PRICE$2.45$2.45$2.56$2.80$3.04$2.45$2.45$2.45$2.56$2.89$3.22$3.55$3.88$4.21
PutsExpensive1.78×
CallsExpensive3.03×
SkewBullish-110.29 pp
Implied move——
TiltBearish35.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ8.11252.1%25.1%
45Δ8.45224.8%20.7%
50Δ8.78197.5%16.3%
55Δ9.16176.9%12.7%
60Δ10.51387.7%71.4%9.62169.3%10.9%
65Δ7.97311.4%37.8%10.09161.7%9.2%
70Δ6.86271.1%24.6%10.56154.1%7.4%
75Δ6.26251.1%19.8%11.02146.5%5.6%
80Δ5.66231.1%15.0%11.49138.9%3.8%

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
IV
B/E move

35Δ

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

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.11
IV
252.1%
B/E move
25.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.45
IV
224.8%
B/E move
20.7%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.78
IV
197.5%
B/E move
16.3%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.16
IV
176.9%
B/E move
12.7%

60Δ

Calls
Pseudo strike
10.51
IV
387.7%
B/E move
71.4%
Puts
Pseudo strike
9.62
IV
169.3%
B/E move
10.9%

65Δ

Calls
Pseudo strike
7.97
IV
311.4%
B/E move
37.8%
Puts
Pseudo strike
10.09
IV
161.7%
B/E move
9.2%

70Δ

Calls
Pseudo strike
6.86
IV
271.1%
B/E move
24.6%
Puts
Pseudo strike
10.56
IV
154.1%
B/E move
7.4%

75Δ

Calls
Pseudo strike
6.26
IV
251.1%
B/E move
19.8%
Puts
Pseudo strike
11.02
IV
146.5%
B/E move
5.6%

80Δ

Calls
Pseudo strike
5.66
IV
231.1%
B/E move
15.0%
Puts
Pseudo strike
11.49
IV
138.9%
B/E move
3.8%

Options history

No recorded observations