Max Pain (Strike Pegger) — IMMR

Data as of

Max Pain© analysis: the peg is the strike where call and put writers' aggregate liability is minimized; the target price (bias) is where call and put liability converge.

Last
6.99
Change
+0.05
Open
6.90
Previous
6.94
High
7.09
Low
6.85
Bid
-
Ask
-
Volume
299,418
Trades
-
Dividend
-
Yield
-
Ex-Div
-
Split Date
-
Impl Vol
43.9%
Hist Vol
42.5%
Opt Volume
14
Open Int
17,960

IV QuoteOption ChainPrice History10 Day SnapshotStrike PeggerVolatility SkewTrade Finder

Daily History — expiration Nov 20, 2026

Open Interest by Strike

Strike Peg is 5.00, Bias: 5.57 (expiration Nov 20, 2026) — 28.5% below the last price of 6.99; open interest 9.60K calls / 1.77K puts (put/call 0.18).

By Expiration

Max Pain© is a registered trademark. The peg is computed from open interest in the day's option snapshot.