Immunocore (IMCR)
NASDAQ: IMCR
· Real-Time Price · USD
34.02
-0.06 (-0.18%)
At close: Sep 26, 2025, 3:59 PM
33.80
-0.65%
After-hours: Sep 26, 2025, 05:22 PM EDT
IMCR Delta Exposure By Expiry
The total Delta Exposure (DEX) for IMCR across all expirations shows -127,314.53 net shares that market makers must hedge, with 61,253.91 from calls and 188,568.44 from puts. The put-call delta ratio of 3.08 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
IMCR DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 32,093.16 | -179,516.93 | -147,423.77 | 5.59 |
| Nov 21, 25 | 109.41 | -1,074.69 | -965.28 | 9.82 |
| Dec 19, 25 | 28,110.44 | -4,085.39 | 24,025.05 | 0.15 |
| Jan 16, 26 | 643.78 | -105.21 | 538.57 | 0.16 |
| Apr 17, 26 | 297.12 | -3,786.22 | -3,489.1 | 12.74 |