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Data is delayed from December 30, 2020. You can get started for free to get the latest data.
# Stock Stock
Price
Expiry Days Long Call Short Call Debit Spread Spread
Ratio
Net
IVol
Strike IVol Price Volume Strike IVol Price Volume
1 IMMR 11.93 15 Jan '21 16 12.50 1.017 0.80 1,477 15.00 1.174 0.30 3,344 0.50 2.50 5.00 0.16
2 IMMR 11.93 15 Jan '21 16 10.00 0.860 2.30 331 12.50 1.017 0.75 1,477 1.55 2.50 1.61 0.16
3 IMMR 11.93 19 Feb '21 51 7.50 0.898 4.80 41 10.00 0.971 2.65 319 2.15 2.50 1.16 0.07
4 IMMR 11.93 19 Feb '21 51 15.00 0.995 0.85 465 17.50 1.036 0.40 154 0.45 2.50 5.56 0.04
5 IMMR 11.93 19 Feb '21 51 12.50 0.963 1.50 2,706 15.00 0.995 0.80 465 0.70 2.50 3.57 0.03
6 IMMR 11.93 21 May '21 142 15.00 0.958 2.00 269 17.50 0.966 1.20 19 0.80 2.50 3.13 0.01
7 IMMR 11.93 20 Aug '21 233 12.50 0.954 3.40 454 15.00 0.958 2.50 79 0.90 2.50 2.78 0.00
8 IMMR 11.93 20 Aug '21 233 15.00 0.958 2.75 79 17.50 0.956 1.90 30 0.85 2.50 2.94 -0.00
9 IMMR 11.93 21 May '21 142 12.50 0.960 2.65 218 15.00 0.958 1.80 269 0.85 2.50 2.94 -0.00
10 IMMR 11.93 19 Feb '21 51 10.00 0.971 2.80 319 12.50 0.963 1.45 2,706 1.35 2.50 1.85 -0.01
11 IMMR 11.93 21 May '21 142 7.50 1.017 5.30 32 10.00 1.007 3.50 130 1.80 2.50 1.39 -0.01
12 IMMR 11.93 20 Aug '21 233 10.00 0.972 4.50 94 12.50 0.954 3.30 454 1.20 2.50 2.08 -0.02
13 IMMR 11.93 21 May '21 142 10.00 1.007 3.80 130 12.50 0.960 2.55 218 1.25 2.50 2.00 -0.05
14 IMMR 11.93 20 Aug '21 233 7.50 1.029 5.80 25 10.00 0.972 4.20 94 1.60 2.50 1.56 -0.06
15 IMMR 11.93 15 Jan '21 16 7.50 1.416 4.60 79 10.00 0.860 2.05 331 2.55 2.50 0.98 -0.56
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