Immuneering Corporation Class A Common IMRX 4.39 -0.09 -2.01%
IMRX Historical Options Analysis
Explore IMRX (Immuneering Corporation Class A Common) 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
IMRX / Comparative study
3 signals / 79 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z -0.83
6.89
Mean
24.42
Window
--
ATM IV
z -1.06
0.73
Mean
0.91
Window
-31.9%
IV Percentile
z -1.17
6.41
Mean
44.96
Window
--
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.79 | 0.78 |
| ATM IV | 0.79 | 1.00 | 0.79 |
| IV Percent... | 0.78 | 0.79 | 1.00 |
Source observations
Data inspector
1-50 of 79
- 1 / 2
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-09-21 | 4.39 | 6.89 | 0.73 | 6.41 |
| 2026-09-18 | 4.48 | 9.68 | 0.76 | 14.29 |
| 2026-09-17 | 4.46 | 10.25 | 0.77 | 14.47 |
| 2026-09-16 | 4.45 | 39.1 | 1.13 | 90.67 |
| 2026-09-15 | 4.44 | 5.62 | 0.71 | 4.05 |
| 2026-09-14 | 4.33 | 30.53 | 1.02 | 80.82 |
| 2026-09-11 | 4.27 | 31.32 | 1.03 | 83.33 |
| 2026-09-10 | 4.57 | 26.5 | 0.97 | 73.24 |
| 2026-09-09 | 4.61 | 16.95 | 0.85 | 37.14 |
| 2026-09-08 | 4.78 | 31.55 | 1.03 | 85.51 |
| 2026-09-07 | 4.85 | 20.73 | 0.9 | 57.35 |
| 2026-09-04 | 4.82 | 19.74 | 0.89 | 53.73 |
| 2026-09-03 | 5.04 | 21.76 | 0.91 | 59.09 |
| 2026-09-02 | 5.02 | 17.93 | 0.87 | 43.08 |
| 2026-09-01 | 4.85 | 25.04 | 0.95 | 68.75 |
| 2026-08-31 | 4.99 | 11.02 | 0.78 | 19.05 |
| 2026-08-28 | 4.99 | 10.95 | 0.78 | 17.74 |
| 2026-08-27 | 5.21 | 0 | 0.64 | 0 |
| 2026-08-26 | 5.15 | 5.77 | 0.74 | 5 |
| 2026-08-25 | 5.23 | 10.48 | 0.8 | 20.34 |
| 2026-08-24 | 5.18 | 24.45 | 0.97 | 68.97 |
| 2026-08-21 | 5.3 | 9.14 | 0.78 | 15.79 |
| 2026-08-20 | 5.25 | 27.06 | 1 | 75 |
| 2026-08-19 | 5.33 | 0 | 0.67 | 0 |
| 2026-08-18 | 5.03 | 19.48 | 0.92 | 57.41 |
| 2026-08-17 | 5.22 | 17.52 | 0.89 | 54.72 |
| 2026-08-14 | 5.06 | 0 | 0.68 | 0 |
| 2026-08-13 | 5.2 | 4.19 | 0.77 | 11.76 |
| 2026-08-12 | 5.07 | 13.39 | 0.88 | 46 |
| 2026-08-11 | 4.8 | 9.86 | 0.84 | 30.61 |
| 2026-08-10 | 4.53 | 48.49 | 1.29 | 97.92 |
| 2026-08-07 | 4.51 | 21.56 | 0.98 | 68.09 |
| 2026-08-06 | 4.46 | 33.43 | 1.11 | 86.96 |
| 2026-08-05 | 4.39 | 37.16 | 1.16 | 95.56 |
| 2026-08-04 | 4.4 | 36.35 | 1.15 | 93.18 |
| 2026-08-03 | 4.17 | 32.95 | 1.11 | 90.7 |
| 2026-07-31 | 4.13 | 24.68 | 1.01 | 80.95 |
| 2026-07-30 | 4.23 | 23.39 | 1 | 80.49 |
| 2026-07-29 | 4.05 | 41.62 | 1.21 | 97.5 |
| 2026-07-28 | 4.24 | 25.72 | 1.02 | 87.18 |
| 2026-07-27 | 4.36 | 17.35 | 0.93 | 68.42 |
| 2026-07-24 | 4.32 | 100 | 1.89 | 100 |
| 2026-07-23 | 4.39 | 53.52 | 0.96 | 83.33 |
| 2026-07-22 | 4.47 | 6.18 | 0.75 | 8.57 |
| 2026-07-21 | 4.46 | 43.51 | 0.91 | 70.59 |
| 2026-07-20 | 4.29 | 34.7 | 0.87 | 54.55 |
| 2026-07-17 | 4.64 | 30.99 | 0.86 | 50 |
| 2026-07-16 | 4.78 | 19.03 | 0.81 | 25.81 |
| 2026-07-15 | 5.16 | 71.77 | 1.03 | 90 |
| 2026-07-14 | 5.21 | 4.63 | 0.75 | 3.45 |