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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
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

IMMR / Comparative study

3 signals / 496 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z 0.42
39.76
Mean
31.27
Window
+995.3%
ATM IV z 0.88
0.76
Mean
0.56
Window
+37.9%
IV Percentile z 0.75
73.28
Mean
49.82
Window
+13.3%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.70 0.57
ATM IV 0.70 1.00 0.78
IV Percent... 0.57 0.78 1.00
Source observations

Data inspector

1-50 of 496
  • 1 / 10
Date Close IV Rank ATM IV IV Percentile
2026-11-06 6.79 39.76 0.76 73.28
2026-11-05 6.67 44.35 0.84 84.62
2026-11-04 7.16 24.74 0.47 22.27
2026-11-03 7.1 21.39 0.41 11.33
2026-11-02 7.09 28.63 0.55 44.71
2026-10-30 7.2 22.88 0.44 14.01
2026-10-29 7.3 20.26 0.39 8.56
2026-10-28 7.23 18.86 0.36 5.45
2026-10-27 7.2 16.87 0.32 1.56
2026-10-26 7.11 21.17 0.4 9.77
2026-10-23 7.12 18.21 0.35 3.11
2026-10-22 7.18 17.86 0.34 2.33
2026-10-21 7.2 18.99 0.36 4.28
2026-10-20 7.16 18.42 0.35 3.11
2026-10-19 7.08 18.4 0.35 2.72
2026-10-15 7.14 23.59 0.45 15.77
2026-10-14 7.09 19.45 0.37 4.23
2026-10-13 7.31 26.76 0.51 35
2026-10-12 7.35 26.29 0.5 32.05
2026-10-09 7.43 17.06 0.32 1.54
2026-10-08 7.14 24.02 0.46 17.31
2026-10-07 7.26 17.98 0.34 1.92
2026-10-06 7.17 20.62 0.39 5.77
2026-10-05 7.27 19.37 0.37 3.09
2026-10-02 7.39 18.57 0.35 1.92
2026-10-01 7.31 32.08 0.61 56.92
2026-09-30 7.23 27.26 0.52 38.85
2026-09-29 7.26 24.42 0.47 18.46
2026-09-28 7.25 28.13 0.54 42.47
2026-09-25 7.28 26.29 0.5 33.46
2026-09-24 7.29 20.71 0.39 6.18
2026-09-23 7.37 18.76 0.36 2.7
2026-09-22 7.43 20.1 0.38 3.47
2026-09-21 7.35 16.27 0.31 1.16
2026-09-18 7.21 14.99 0.29 0.39
2026-09-17 7.52 20.14 0.38 2.7
2026-09-16 7.12 20.52 0.39 4.25
2026-09-15 7.15 17.06 0.32 0.77
2026-09-14 7.21 19.22 0.37 1.55
2026-09-11 7.4 15.65 0.3 0.39
2026-09-10 7.36 25.85 0.49 27.8
2026-09-09 7.44 31.98 0.61 56.76
2026-09-08 7.63 28.5 0.54 45.17
2026-09-04 7.71 22.74 0.43 13.51
2026-09-03 7.56 21.95 0.42 6.56
2026-09-02 7.54 26.97 0.51 36.68
2026-09-01 7.4 27.3 0.52 39.53
2026-08-31 7.58 24.62 0.47 20.23
2026-08-28 7.65 22.72 0.43 13.18
2026-08-27 7.79 25.09 0.48 22.87