Terrestrial Energy Inc IMSR 4.52 0.36 8.75%
IMSR Historical Options Analysis
Explore IMSR (Terrestrial Energy Inc) 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
IMSR / Comparative study
3 signals / 121 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z -0.34
2.53
Mean
7.88
Window
--
ATM IV
z -0.96
0.9
Mean
1.2
Window
-29.1%
IV Percentile
z -1.10
1.67
Mean
35.42
Window
--
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.65 | 0.47 |
| ATM IV | 0.65 | 1.00 | 0.63 |
| IV Percent... | 0.47 | 0.63 | 1.00 |
Source observations
Data inspector
1-50 of 121
- 1 / 3
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-09-21 | 4.52 | 2.53 | 0.9 | 1.67 |
| 2026-09-18 | 4.16 | 3.48 | 0.93 | 5.88 |
| 2026-09-17 | 4.38 | 5.28 | 0.99 | 16.95 |
| 2026-09-16 | 4.25 | 0.91 | 0.85 | 0.85 |
| 2026-09-15 | 4.28 | 4.35 | 0.96 | 11.21 |
| 2026-09-14 | 4.47 | 5.48 | 1 | 15.65 |
| 2026-09-11 | 4.75 | 2.98 | 0.92 | 2.63 |
| 2026-09-10 | 5.26 | 3.86 | 0.95 | 6.19 |
| 2026-09-09 | 5.32 | 4.67 | 0.97 | 11.61 |
| 2026-09-08 | 5.67 | 5.61 | 1 | 13.51 |
| 2026-09-07 | 5.15 | 4.31 | 0.96 | 9.09 |
| 2026-09-04 | 5.15 | 3.17 | 0.92 | 2.75 |
| 2026-09-03 | 5.08 | 3.22 | 0.93 | 2.78 |
| 2026-09-02 | 5.09 | 3.57 | 0.94 | 3.74 |
| 2026-09-01 | 4.98 | 3.96 | 0.95 | 3.77 |
| 2026-08-31 | 5.18 | 4.62 | 0.97 | 6.67 |
| 2026-08-28 | 5.1 | 0 | 0.82 | 0 |
| 2026-08-27 | 5.49 | 1.81 | 0.96 | 4.85 |
| 2026-08-26 | 5.36 | 1.53 | 0.95 | 3.92 |
| 2026-08-25 | 5.58 | 0.17 | 0.91 | 0.99 |
| 2026-08-24 | 5.19 | 0.92 | 0.94 | 1 |
| 2026-08-21 | 5.57 | 2.25 | 0.98 | 3.03 |
| 2026-08-20 | 5.27 | 0 | 0.91 | 0 |
| 2026-08-19 | 5.69 | 2.59 | 1.03 | 3.09 |
| 2026-08-18 | 5.51 | 0.72 | 0.97 | 1.04 |
| 2026-08-17 | 5.82 | 3.18 | 1.05 | 2.11 |
| 2026-08-14 | 5.89 | 3.22 | 1.05 | 2.13 |
| 2026-08-13 | 6.06 | 1.86 | 1.01 | 1.08 |
| 2026-08-12 | 5.81 | 3.44 | 1.06 | 2.17 |
| 2026-08-11 | 5.67 | 3.48 | 1.06 | 2.2 |
| 2026-08-10 | 5.45 | 8.87 | 1.22 | 52.22 |
| 2026-08-07 | 5.82 | 19.58 | 1.55 | 97.75 |
| 2026-08-06 | 5.36 | 10.2 | 1.27 | 64.77 |
| 2026-08-05 | 5.35 | 9.14 | 1.23 | 55.17 |
| 2026-08-04 | 5.39 | 8.5 | 1.21 | 51.16 |
| 2026-08-03 | 5.06 | 15.94 | 1.44 | 92.94 |
| 2026-07-31 | 4.91 | 3.38 | 1.06 | 1.19 |
| 2026-07-30 | 5.22 | 12.74 | 1.34 | 85.54 |
| 2026-07-29 | 4.64 | 0 | 0.95 | 0 |
| 2026-07-28 | 5.01 | 5.13 | 1.22 | 53.09 |
| 2026-07-27 | 5.11 | 6.32 | 1.26 | 62.5 |
| 2026-07-24 | 4.88 | 2.04 | 1.13 | 11.39 |
| 2026-07-23 | 5.31 | 9.03 | 1.34 | 83.33 |
| 2026-07-22 | 5.38 | 4.24 | 1.2 | 37.66 |
| 2026-07-21 | 5.46 | 5.72 | 1.24 | 59.21 |
| 2026-07-20 | 4.86 | 4.11 | 1.19 | 37.33 |
| 2026-07-17 | 4.63 | 4.64 | 1.21 | 48.65 |
| 2026-07-16 | 4.72 | 3.33 | 1.17 | 24.66 |
| 2026-07-15 | 5.19 | 3.83 | 1.19 | 34.72 |
| 2026-07-14 | 5.36 | 4.33 | 1.2 | 36.62 |