IMMERSION CORP (IMMR) Implied Volatility
This page breaks down IMMR's implied volatility in plain English: where it sits versus its own history, how it compares with realized movement, and what the term structure and skew are saying.
Data as of Aug 25, 2026, 3:50 PM ET · OPRA data 15 minutes delayed · For information only — not investment advice.
Implied Volatility & Expected Move
IMMR 30-day at-the-money implied volatility, past year.
| ATM IV — 2 month | 0.0% |
| ATM IV — 3 month | 0.0% |
| IV rank (1 year) | 9 / 100 |
| IV percentile (1 year) | 10% |
| Historical volatility — 10 day | 26.9% |
| Historical volatility — 21 day | 64.8% |
| Historical volatility — 30 day | 56.3% |
| Historical volatility — 60 day | 51.6% |
An IV rank of 9 places current implied volatility in the lower part of its 52-week range.
IMMR IV Rank History
IMMR IV rank (0–100), past year.
IV rank has fallen from 23 in Feb '26 to 9 today. An IV percentile of 10% means implied volatility was lower than today on 10% of trading days in the past year.
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IMMR Options FAQ
Is IMMR implied volatility high or low right now?
By its own 52-week standards, IMMR implied volatility is currently low: IV rank is 9 out of 100 as of Aug 25, 2026.
What is the difference between IMMR's IV rank and IV percentile?
IV rank (currently 9) measures where today's implied volatility sits between its 52-week low and high. IV percentile (currently 10%) counts the share of trading days in the past year with lower implied volatility than today. Percentile is less distorted by one-off volatility spikes.
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.