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Immersion Corp IMMR 7.36 0.15 2.08%

IMMR Delta Exposure (DEX)

IMMR (Immersion Corp): Compare call and put delta exposure by strike to understand directional positioning. Free delayed preview.

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ATM IV
0.31
Put Call Ratio (OI)
0.175
Put Call Ratio (Vol)
0.0934
IV Rank
16.3
IV Percentile
1.16
Max Pain
7.5

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
242.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-7.7
7.7
View values by strike
IMMR · Delta exposure · 2026-09-21. Delta-weighted share equivalents.
StrikeCallsPuts
2.50 768 0
5.00 13.6 K -18.9 K
7.50 367 K -39.5 K
10.00 28.3 K -236
12.50 316 0