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Immunic, Inc. Common Stock IMUX

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Market datapartial · fetched 2026-10-22T23:20:35.245Z

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 · 2026-10-22T21:11:49.240202707Z

FundamentalsAlpha Vantage · unavailable

Share price$7.45
1D-3.0%
AH$7.17$7.28$7.40$7.52$7.635:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIMUX
Sold putSold callAH

Immunic, Inc. Common Stock options

Live interpolated IMUX call and put midpoint premiums by absolute delta.Immunic, Inc. Common Stock$0.31$2.71$5.10$7.50$9.90$1.76$5.25$8.74$12.22$15.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IMUX spot · $7.45IMUX PRICE$0.57$0.88$1.20$1.52$1.83$2.15$1.39$2.16$2.51$2.55$2.59$2.63$0.67$0.95$1.23$1.51$1.95$2.86$3.76$4.67$5.58$6.49$7.39$8.30$9.21
PutsExpensive1.79×
CallsExpensive2.90×
SkewBullish-122.87 pp
Implied moveBearish±$5.91
TiltBearish42.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.54187.0%34.6%
25Δ15.06244.7%109.8%6.06192.3%31.4%
30Δ15.99295.3%126.4%6.58197.6%28.1%
35Δ16.91346.0%143.1%7.11202.8%24.9%
40Δ17.84396.6%159.8%7.76207.2%22.0%
45Δ18.77447.2%176.5%8.83208.5%19.9%
50Δ19.70497.8%193.2%9.89209.8%17.7%
55Δ12.27252.7%83.4%10.96211.2%15.6%
60Δ9.50333.1%56.6%12.02212.5%13.5%
65Δ9.26353.5%58.0%13.08213.9%11.4%
70Δ8.33308.9%46.0%14.15215.2%9.3%
75Δ7.39264.2%34.0%15.21216.5%7.2%
80Δ6.45219.6%22.0%16.28217.9%5.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.54
IV
187.0%
B/E move
34.6%

25Δ

Calls
Pseudo strike
15.06
IV
244.7%
B/E move
109.8%
Puts
Pseudo strike
6.06
IV
192.3%
B/E move
31.4%

30Δ

Calls
Pseudo strike
15.99
IV
295.3%
B/E move
126.4%
Puts
Pseudo strike
6.58
IV
197.6%
B/E move
28.1%

35Δ

Calls
Pseudo strike
16.91
IV
346.0%
B/E move
143.1%
Puts
Pseudo strike
7.11
IV
202.8%
B/E move
24.9%

40Δ

Calls
Pseudo strike
17.84
IV
396.6%
B/E move
159.8%
Puts
Pseudo strike
7.76
IV
207.2%
B/E move
22.0%

45Δ

Calls
Pseudo strike
18.77
IV
447.2%
B/E move
176.5%
Puts
Pseudo strike
8.83
IV
208.5%
B/E move
19.9%

50Δ

Calls
Pseudo strike
19.70
IV
497.8%
B/E move
193.2%
Puts
Pseudo strike
9.89
IV
209.8%
B/E move
17.7%

55Δ

Calls
Pseudo strike
12.27
IV
252.7%
B/E move
83.4%
Puts
Pseudo strike
10.96
IV
211.2%
B/E move
15.6%

60Δ

Calls
Pseudo strike
9.50
IV
333.1%
B/E move
56.6%
Puts
Pseudo strike
12.02
IV
212.5%
B/E move
13.5%

65Δ

Calls
Pseudo strike
9.26
IV
353.5%
B/E move
58.0%
Puts
Pseudo strike
13.08
IV
213.9%
B/E move
11.4%

70Δ

Calls
Pseudo strike
8.33
IV
308.9%
B/E move
46.0%
Puts
Pseudo strike
14.15
IV
215.2%
B/E move
9.3%

75Δ

Calls
Pseudo strike
7.39
IV
264.2%
B/E move
34.0%
Puts
Pseudo strike
15.21
IV
216.5%
B/E move
7.2%

80Δ

Calls
Pseudo strike
6.45
IV
219.6%
B/E move
22.0%
Puts
Pseudo strike
16.28
IV
217.9%
B/E move
5.1%

Options history

No recorded observations