Immunocore Holdings plc (IMCR) Options Statistics & Positioning

Immunocore Holdings plc (IMCR) options trade at a 30-day at-the-money implied volatility of 194.7%, an IV rank of 55 out of 100 over the past year. The options market prices a ±$9.09 (±27.0%) move in IMCR for the front expiration. Max pain sits at $30 and the put/call open interest ratio is 0.70. Statistics are computed by OptiView from delayed OPRA options data and refresh every trading day.

Data as of Jul 10, 2026, 8:00 PM ET · OPRA data 15 minutes delayed · For information only — not investment advice.

Last close

$33.72

52-week range

$21.06 – $50.00

ATM IV (30d)

194.7%

IV rank

55 / 100

Moderate

Expected move

±$9.09 (±27.0%)

Put/call OI

0.70

Call-heavy

Max pain

$30

↓ 11.0% below close

Next earnings

Aug 9, 2026

Most Active IMCR Contracts

Contract	Expiration	DTE	Last	IV	Volume
IMCR $35 call	Oct 16, 2026	98d	$2.56	60.0%	8
IMCR $45 call	Jul 17, 2026	7d	$1.97	357.3%	2
IMCR $45 call	Dec 17, 2027	525d	$7.17	62.1%	2
IMCR $35 call	Jul 17, 2026	7d	$4.50	194.7%	1
IMCR $40 call	Dec 18, 2026	161d	$2.50	54.1%	1

See all active IMCR contracts →

Explore IMCR Options Statistics

IMCR Implied Volatility

194.7% ATM IV (30d)

An IV rank of 55 places implied volatility in the middle of its 52-week range.

Full implied volatility analysis →

IMCR Open Interest

0.70 put/call OI ratio

9,598 calls and 6,671 puts outstanding across all expirations.

Full open interest analysis →

IMCR Max Pain

$30 max pain

11.0% below the last close — see how max pain has moved over the past year.

Full max pain analysis →

IMCR Gamma Exposure

$27.14M net GEX

Positive dealer gamma — hedging currently leans against price swings.

Full gamma exposure analysis →

IMCR Options Volume

18 contracts traded

Put/call volume ratio 0.13 — plus contracts running far above their usual volume.

Full volume & flow analysis →

IMCR Most Active Options

$35 top volume strike

The 25 most actively traded IMCR contracts with price, IV, greeks, and volume vs. average.

Full active contracts analysis →

Upcoming Earnings

IMCR's next expected earnings date is Aug 9, 2026. Options currently price a ±$9.09 (±27.0%) move for the front expiration.

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IMCR Options FAQ

When is IMCR's next earnings date?

IMCR's next expected earnings date is Aug 9, 2026. Options currently price a ±$9.09 (±27.0%) move for the front expiration.

How often is IMCR options data on this page updated?

All IMCR statistics on this page are computed by OptiView from delayed OPRA options data and refresh every trading day after the session close.

Where can I see IMCR max pain, open interest, and implied volatility in detail?

OptiView publishes dedicated IMCR pages for implied volatility, max pain, open interest, gamma exposure, options volume, and the most active contracts — each with charts, history, and a plain-English explanation of what the numbers mean.

Methodology. IV rank compares the current 30-day at-the-money implied volatility with its highest and lowest values over the past 52 weeks. Max pain is the strike that minimizes the total payout to option holders at expiration. The call and put walls are the strikes carrying the largest call and put open interest across all expirations. Net gamma exposure (GEX) is measured from the dealer perspective. All statistics are derived from delayed OPRA options data.

Options trading involves significant risk, and losses can exceed your initial investment. Always consult a licensed financial professional before making investment decisions. OptiView does not provide financial advice; all figures on this page are descriptive statistics, not recommendations.