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Immatics N.V. Ordinary Shares IMTX

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Market datapartial · fetched 2026-10-22T21:17:58.557Z

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 · 2026-10-22T20:53:18.068998367Z

FundamentalsAlpha Vantage · unavailable

Share price$7.49
1D-1.4%
AH$7.43$7.51$7.59$7.67$7.755:30 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$2.40$2.83$3.26$3.69$4.12$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEIMTX PRICE$2.45$2.56$2.80$3.03$2.45$2.45$2.45$2.45$2.45$2.47$2.78$3.08$3.38$3.69$3.99
PutsExpensive2.00×
CallsExpensive2.82×
SkewBullish-68.72 pp
Implied move——
TiltBearish49.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ7.12335.0%37.7%
35Δ7.61292.7%31.1%
40Δ8.06253.6%25.0%
45Δ8.38226.9%20.8%
50Δ8.70200.3%16.5%
55Δ9.03175.0%12.4%
60Δ9.46166.6%10.8%
65Δ7.96317.7%39.0%9.89158.1%9.1%
70Δ6.84276.7%25.5%10.32149.7%7.4%
75Δ6.22256.3%20.4%10.75141.3%5.7%
80Δ5.61235.9%15.4%11.18132.9%4.1%

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
7.12
IV
335.0%
B/E move
37.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.61
IV
292.7%
B/E move
31.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.06
IV
253.6%
B/E move
25.0%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.38
IV
226.9%
B/E move
20.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.70
IV
200.3%
B/E move
16.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.03
IV
175.0%
B/E move
12.4%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.46
IV
166.6%
B/E move
10.8%

65Δ

Calls
Pseudo strike
7.96
IV
317.7%
B/E move
39.0%
Puts
Pseudo strike
9.89
IV
158.1%
B/E move
9.1%

70Δ

Calls
Pseudo strike
6.84
IV
276.7%
B/E move
25.5%
Puts
Pseudo strike
10.32
IV
149.7%
B/E move
7.4%

75Δ

Calls
Pseudo strike
6.22
IV
256.3%
B/E move
20.4%
Puts
Pseudo strike
10.75
IV
141.3%
B/E move
5.7%

80Δ

Calls
Pseudo strike
5.61
IV
235.9%
B/E move
15.4%
Puts
Pseudo strike
11.18
IV
132.9%
B/E move
4.1%

Options history

No recorded observations