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Immunocore Holdings plc American Depositary IMCR 32.18 0.18 0.56%

IMCR Delta Exposure (DEX)

IMCR (Immunocore Holdings plc American Depositary): Compare call and put delta exposure by strike to understand directional positioning. Free delayed preview.

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ATM IV
0.542
Put Call Ratio (OI)
1.25
Put Call Ratio (Vol)
11.9
IV Rank
1.14
IV Percentile
26
Max Pain
30

Delta exposure (2026-09-21)

Delta approximates how many cents the option moves for a $1 move in the underlying.

A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

DTE \text{DTE}
25.0
452.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-22.8
22.8
View values by strike
IMCR · Delta exposure · 2026-09-21. Delta-weighted share equivalents.
StrikeCallsPuts
15.00 0 -36.6
17.50 188 -57.4
20.00 447 -123
22.50 339 -27.3
25.00 238 -54.1 K
30.00 873 -170 K
35.00 297 K -112
40.00 1.15 K -75.8
45.00 11.5 K 0
50.00 3.02 K 0
55.00 95 0