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Immunocore Holdings plc American Depositary IMCR 32.18 0.18 0.56%

IMCR Historical Options Analysis

Explore IMCR (Immunocore Holdings plc American Depositary) historical options data, volatility, Greeks and positioning. Compare signals over time in the free Historical Lab preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

IMCR / Comparative study

3 signals / 508 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -0.93
1.14
Mean
20.02
Window
-94.6%
ATM IV z -0.32
0.54
Mean
0.86
Window
-50.1%
IV Percentile z -0.75
25.97
Mean
48.82
Window
-72.0%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.58 0.73
ATM IV 0.58 1.00 0.39
IV Percent... 0.73 0.39 1.00
Source observations

Data inspector

1-50 of 508
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-09-21 32.18 1.14 0.54 25.97
2026-09-18 32 1.21 0.55 30.5
2026-09-17 32.3 1.02 0.52 22.01
2026-09-16 31.59 0.87 0.5 17.76
2026-09-15 31.77 1.06 0.53 23.55
2026-09-14 32.46 1.6 0.61 47.67
2026-09-11 32.6 1.93 0.65 57.92
2026-09-10 33.58 1.35 0.57 36.29
2026-09-09 34.47 2.35 0.72 69.11
2026-09-08 35.36 1.54 0.6 46.72
2026-09-07 36.13 1.2 0.55 30.62
2026-09-04 36.13 1.05 0.53 24.32
2026-09-03 37.57 1.44 0.58 42.08
2026-09-02 37.37 0.53 0.45 6.95
2026-09-01 36.86 1.76 0.63 54.26
2026-08-31 36.32 0.33 0.42 2.33
2026-08-28 36.62 0.23 0.41 1.55
2026-08-27 36.75 0.37 0.43 2.71
2026-08-26 37.12 0.42 0.44 3.49
2026-08-25 37.4 0.57 0.46 6.98
2026-08-24 36.61 2.34 0.71 67.7
2026-08-21 36.88 1.9 0.65 56.59
2026-08-20 36.28 0.41 0.44 3.1
2026-08-19 36.86 0.49 0.45 3.88
2026-08-18 36.02 1.8 0.64 54.26
2026-08-17 35.05 1.47 0.59 43.58
2026-08-14 34.21 1.63 0.61 48.45
2026-08-13 34.2 2.92 0.8 76.74
2026-08-12 34.74 1.56 0.6 47.67
2026-08-11 34.18 1.12 0.54 25.58
2026-08-10 33.98 0.63 0.47 9.34
2026-08-07 34 0.6 0.46 7.36
2026-08-06 34.5 0.25 0.41 1.94
2026-08-05 33.29 1.24 0.56 30.23
2026-08-04 33.24 1.01 0.52 19.77
2026-08-03 32.43 3.14 0.83 80.16
2026-07-31 33.81 3.83 0.93 89.53
2026-07-30 33.87 3.99 0.95 90.7
2026-07-29 33.42 3.74 0.92 87.98
2026-07-28 33.51 3.58 0.89 85.66
2026-07-27 33.77 3.67 0.91 87.55
2026-07-24 35 3.6 0.9 86.05
2026-07-23 35.51 4.33 1 91.86
2026-07-22 35.54 0.49 0.45 3.49
2026-07-21 34.48 0.56 0.46 5.43
2026-07-20 34.05 0.74 0.48 10.89
2026-07-17 34.96 2.79 0.78 75.97
2026-07-16 34.47 3.3 0.85 82.95
2026-07-15 34.68 2.69 0.77 74.42
2026-07-14 33.47 3.21 0.84 81.4