Immersion Corp IMMR 7.36 0.15 2.08%
IMMR Historical Options Analysis
Explore IMMR (Immersion Corp) historical options data, volatility, Greeks and positioning. Compare signals over time in the free Historical Lab preview.
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
IMMR / Comparative study
3 signals / 508 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z -0.66
16.27
Mean
30.7
Window
+470.9%
ATM IV
z -1.21
0.31
Mean
0.58
Window
-36.7%
IV Percentile
z -1.75
1.16
Mean
53.59
Window
-98.1%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.65 | 0.46 |
| ATM IV | 0.65 | 1.00 | 0.75 |
| IV Percent... | 0.46 | 0.75 | 1.00 |
Source observations
Data inspector
1-50 of 508
- 1 / 11
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-09-21 | 7.36 | 16.27 | 0.31 | 1.16 |
| 2026-09-18 | 7.21 | 14.99 | 0.29 | 0.39 |
| 2026-09-17 | 7.52 | 20.14 | 0.38 | 2.7 |
| 2026-09-16 | 7.12 | 20.52 | 0.39 | 4.25 |
| 2026-09-15 | 7.15 | 17.06 | 0.32 | 0.77 |
| 2026-09-14 | 7.21 | 19.22 | 0.37 | 1.55 |
| 2026-09-11 | 7.4 | 15.65 | 0.3 | 0.39 |
| 2026-09-10 | 7.36 | 25.85 | 0.49 | 27.8 |
| 2026-09-09 | 7.44 | 31.98 | 0.61 | 56.76 |
| 2026-09-08 | 7.63 | 28.5 | 0.54 | 45.17 |
| 2026-09-07 | 7.7 | 23.8 | 0.45 | 17.05 |
| 2026-09-04 | 7.71 | 22.74 | 0.43 | 13.51 |
| 2026-09-03 | 7.56 | 21.95 | 0.42 | 6.56 |
| 2026-09-02 | 7.54 | 26.97 | 0.51 | 36.68 |
| 2026-09-01 | 7.4 | 27.3 | 0.52 | 39.53 |
| 2026-08-31 | 7.58 | 24.62 | 0.47 | 20.23 |
| 2026-08-28 | 7.65 | 22.72 | 0.43 | 13.18 |
| 2026-08-27 | 7.79 | 25.09 | 0.48 | 22.87 |
| 2026-08-26 | 7.69 | 21.98 | 0.42 | 6.98 |
| 2026-08-25 | 7.66 | 19.82 | 0.38 | 1.16 |
| 2026-08-24 | 7.54 | 23.17 | 0.44 | 14.4 |
| 2026-08-21 | 7.51 | 26.13 | 0.5 | 32.17 |
| 2026-08-20 | 7.72 | 24.44 | 0.47 | 21.32 |
| 2026-08-19 | 7.59 | 26.76 | 0.51 | 36.05 |
| 2026-08-18 | 7.53 | 24.84 | 0.47 | 23.26 |
| 2026-08-17 | 7.51 | 23.47 | 0.45 | 17.51 |
| 2026-08-14 | 7.5 | 20.33 | 0.39 | 2.71 |
| 2026-08-13 | 7.47 | 31.46 | 0.6 | 53.88 |
| 2026-08-12 | 7.43 | 24.05 | 0.46 | 19.38 |
| 2026-08-11 | 7.48 | 31.7 | 0.6 | 55.04 |
| 2026-08-10 | 7.74 | 25.99 | 0.5 | 31.52 |
| 2026-08-07 | 7.6 | 31.8 | 0.61 | 55.43 |
| 2026-08-06 | 7.4 | 28.49 | 0.54 | 46.12 |
| 2026-08-05 | 7.67 | 26.64 | 0.51 | 37.21 |
| 2026-08-04 | 7.73 | 27.09 | 0.52 | 39.53 |
| 2026-08-03 | 7.48 | 22.42 | 0.43 | 10.12 |
| 2026-07-31 | 7.56 | 22.09 | 0.42 | 7.75 |
| 2026-07-30 | 7.41 | 21.43 | 0.41 | 6.2 |
| 2026-07-29 | 7.33 | 24.99 | 0.48 | 23.64 |
| 2026-07-28 | 7.66 | 29.09 | 0.55 | 48.06 |
| 2026-07-27 | 7.74 | 25.6 | 0.49 | 27.63 |
| 2026-07-24 | 6.52 | 44.34 | 0.84 | 84.5 |
| 2026-07-23 | 6.6 | 41.29 | 0.79 | 78.29 |
| 2026-07-22 | 6.56 | 42.48 | 0.81 | 81.01 |
| 2026-07-21 | 6.52 | 42.53 | 0.81 | 81.4 |
| 2026-07-20 | 6.43 | 43.47 | 0.83 | 83.66 |
| 2026-07-17 | 6.64 | 30.56 | 0.58 | 55.04 |
| 2026-07-16 | 6.58 | 31.9 | 0.61 | 58.14 |
| 2026-07-15 | 6.7 | 30.84 | 0.59 | 56.2 |
| 2026-07-14 | 6.77 | 25.37 | 0.48 | 28.68 |