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Immersion Corp IMMR 6.79 0.12 1.8%

Previous-day view · Fri Nov 6 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

No chain in the last ten days can size a move for IMMR.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±8.51%
Average actual move
4.05%
Beyond the implied move
0 / 2
Median IV change
+8.09%
Reaction session Implied Actual Used ATM IV before → after
March 12, 2025 ±8.70% +0.52% 0.06× 63.2% → 68.4%
May 09, 2024 ±8.32% +7.59% 0.91× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →