IntraAlpha
Create free account Start free

Immunic, Inc. Common Stock IMUX

i

Market datapartial · fetched 2026-11-04T05:49:53.477Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-03T21:00:00.289298654Z

FundamentalsAlpha Vantage · unavailable

Share price$7.60
1D+1.6%
AH$7.39$7.49$7.59$7.69$7.795:30 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$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEIMUX PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

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
IV
B/E move

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend233.57%
Daily close
IMUX73.2%184.3%295.3%2026-08-06: 145.11%2026-08-07: 120.45%2026-08-10: 112.23%2026-08-11: 135.01%2026-08-12: 122.12%2026-08-13: 105.43%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 6Sep 10Oct 30
45 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
145.11%
120.45%
112.23%
135.01%
122.12%
105.43%
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%