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Immunic, Inc. Common Stock IMUX

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Market datapartial · fetched 2026-11-12T15:29:13.433Z

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 · 2026-11-12T15:25:11.499081279Z

FundamentalsAlpha Vantage · unavailable

Share price$7.65
1D-7.9%
$7.44$7.67$7.91$8.14$8.375:30 AM6:30 AM9:00 AM1:00 PMIMUX
Sold putSold call

Immunic, Inc. Common Stock options

Live interpolated IMUX call and put midpoint premiums by absolute delta.Immunic, Inc. Common Stock$0.34$0.99$1.63$2.27$2.91$6.05$6.81$7.57$8.34$9.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive IMUX spot · $7.65IMUX PRICE$0.71$0.88$0.80$0.92$1.03$1.18$1.50$1.83$2.16$2.48$0.41$0.44$0.47$0.51$0.54$0.79$1.18$1.56$1.95$2.34$2.73
Puts——
Calls——
Skew——
Implied moveBearish±$2.09
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.53305.3%33.1%
25Δ21.28603.1%187.4%5.98267.1%27.7%
30Δ18.43599.1%152.4%6.43229.0%22.2%
35Δ6.88190.9%16.7%
40Δ7.33152.8%11.2%
45Δ8.74244.8%24.8%7.77149.7%8.8%
50Δ8.31241.3%20.5%8.20168.2%8.1%
55Δ7.87237.8%16.3%8.64186.8%7.5%
60Δ7.43237.2%12.5%9.08205.4%6.9%
65Δ6.98252.0%10.9%9.51224.0%6.3%
70Δ6.53266.9%9.3%9.95242.5%5.6%
75Δ6.09281.8%7.8%
80Δ5.64296.7%6.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.53
IV
305.3%
B/E move
33.1%

25Δ

Calls
Pseudo strike
21.28
IV
603.1%
B/E move
187.4%
Puts
Pseudo strike
5.98
IV
267.1%
B/E move
27.7%

30Δ

Calls
Pseudo strike
18.43
IV
599.1%
B/E move
152.4%
Puts
Pseudo strike
6.43
IV
229.0%
B/E move
22.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.88
IV
190.9%
B/E move
16.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.33
IV
152.8%
B/E move
11.2%

45Δ

Calls
Pseudo strike
8.74
IV
244.8%
B/E move
24.8%
Puts
Pseudo strike
7.77
IV
149.7%
B/E move
8.8%

50Δ

Calls
Pseudo strike
8.31
IV
241.3%
B/E move
20.5%
Puts
Pseudo strike
8.20
IV
168.2%
B/E move
8.1%

55Δ

Calls
Pseudo strike
7.87
IV
237.8%
B/E move
16.3%
Puts
Pseudo strike
8.64
IV
186.8%
B/E move
7.5%

60Δ

Calls
Pseudo strike
7.43
IV
237.2%
B/E move
12.5%
Puts
Pseudo strike
9.08
IV
205.4%
B/E move
6.9%

65Δ

Calls
Pseudo strike
6.98
IV
252.0%
B/E move
10.9%
Puts
Pseudo strike
9.51
IV
224.0%
B/E move
6.3%

70Δ

Calls
Pseudo strike
6.53
IV
266.9%
B/E move
9.3%
Puts
Pseudo strike
9.95
IV
242.5%
B/E move
5.6%

75Δ

Calls
Pseudo strike
6.09
IV
281.8%
B/E move
7.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
5.64
IV
296.7%
B/E move
6.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend233.57%
Daily close
IMUX73.2%184.3%295.3%2026-08-14: 103.14%2026-08-18: 163.28%2026-08-20: 149.96%2026-08-21: 88.56%2026-08-24: 90.43%2026-08-25: 93.50%2026-08-26: 110.52%2026-08-27: 103.10%2026-08-28: 99.26%2026-08-31: 108.10%2026-09-01: 93.04%2026-09-02: 98.56%2026-09-03: 134.13%2026-09-04: 118.66%2026-09-08: 157.09%2026-09-09: 168.40%2026-09-10: 151.60%2026-09-11: 161.33%2026-09-15: 226.04%2026-09-16: 152.38%2026-09-17: 254.74%2026-09-18: 143.32%2026-09-21: 123.10%2026-09-22: 142.13%2026-09-23: 148.36%2026-09-25: 171.70%2026-09-28: 156.12%2026-09-29: 138.94%2026-09-30: 135.19%2026-10-01: 166.78%2026-10-08: 179.57%2026-10-09: 280.00%2026-10-12: 277.23%2026-10-20: 223.82%2026-10-23: 224.94%2026-10-26: 206.50%2026-10-27: 235.09%2026-10-29: 195.06%2026-10-30: 233.57%Aug 14Sep 16Oct 30
39 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
103.14%
163.28%
149.96%
88.56%
90.43%
93.50%
110.52%
103.10%
99.26%
108.10%
93.04%
98.56%
134.13%
118.66%
157.09%
168.40%
151.60%
161.33%
226.04%
152.38%
254.74%
143.32%
123.10%
142.13%
148.36%
171.70%
156.12%
138.94%
135.19%
166.78%
179.57%
280.00%
277.23%
223.82%
224.94%
206.50%
235.09%
195.06%
233.57%