Immunocore (IMCR)
IMCR Daily Delta Exposure
IMCR's current Delta Exposure (DEX) is -125.03K shares, which is 511% larger than the 3M average of -20.47K shares. During this period, DEX ranged from -156.61K on Aug 8, 2025 to 36.74K on Jul 22, 2025, swinging between net long and short dealer positioning. Delta exposure has been decreasing recently, reducing dealer buying pressure that supported recent moves. The current put-call delta ratio of 3.19 signals heavy put positioning that could accelerate downside moves. Near extreme DEX levels suggest potential for mean reversion as positions unwind.
DEX History
| Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Aug 14, 2025 | 57,201.19 | -182,229.62 | -125,028.43 | 3.19 |
| Aug 13, 2025 | 57,553.24 | -192,078.64 | -134,525.4 | 3.34 |
| Aug 8, 2025 | 51,836.49 | -208,445.18 | -156,608.69 | 4.02 |
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