Immunocore Holdings plc American Depositary IMCR 32.18 0.18 0.56%

IMCR Gamma Exposure (GEX)

IMCR (Immunocore Holdings plc American Depositary): See how call and put gamma exposure is distributed across option strikes. 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

Max Pain

Gamma exposure (2026-09-21)

Gamma exposure (GEX)

GEX estimates dealer hedging flow at each strike.
Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

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Moneyness

View values by strike

IMCR · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
Strike	Calls	Puts
15.00	0	-45
17.50	9.69	-80.6
20.00	60.4	-114
22.50	66	-34.5
25.00	62.7	-132 K
30.00	566	-473 K
35.00	553 K	-94.3
40.00	1.29 K	-40.4
45.00	12.6 K	0
50.00	4.63 K	0
55.00	116	0

Immunocore Holdings plc American Depositary IMCR 32.18 0.18 0.56%

IMCR Gamma Exposure (GEX)

Gamma exposure (2026-09-21) Gamma exposure (GEX) GEX estimates dealer hedging flow at each strike.Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility. Got it

Gamma exposure (2026-09-21)

Gamma exposure (GEX)

GEX estimates dealer hedging flow at each strike.
Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.