Immunocore Holdings plc ADR (IMCR) Historical Volatility

Tracking IMCR historical volatility helps you see how much Immunocore Holdings plc ADR's stock price has actually moved over past periods, giving you a baseline to judge whether current option premiums are fair, cheap, or expensive. While implied volatility tells you what the market expects, Immunocore Holdings plc ADR's HV tells you what really happened. Use our scanner to monitor IMCR 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The IMCR 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Immunocore Holdings plc ADR's HV to its implied volatility reveals the volatility risk premium — when IV sits well above HV, option sellers tend to have an edge; when HV runs hot relative to IV, buyers may be underpaying for movement.

Immunocore Holdings plc, a commercial-stage biotechnology company, engages in the development of immunotherapies for the treatment of cancer, infectious, and autoimmune diseases. The company offers KIMMTRAK for the treatment of patients with unresectable or metastatic uveal melanoma. Its other programs for oncology comprise IMC-C103C that is in Phase I/II dose escalation trial in patients with solid tumor cancers, including non-small-cell lung (NSCLC), gastric, head and neck, ovarian, and synovial sarcoma cancers; IMC-F106C, which is in a Phase I/II dose escalation trial in patients with multiple solid tumor cancers comprising NSCLC, small-cell lung, endometrial, ovarian, cutaneous melanoma, and breast cancers.

In addition, the company's programs for infectious diseases include IMC-I109V, which is in a Phase I/II clinical trial in patients with chronic hepatitis B virus; and IMC-M113V that is in pre-clinical development stage for patients with human immunosuppression virus. Further, it develops product candidates to provide precision targeted immunosuppression for the treatment of autoimmune diseases. Immunocore Holdings plc was founded in 1999 and is headquartered in Abingdon, the United Kingdom.

Sizing a long premium trade, modeling a covered call, or hunting volatility arbitrage all come back to one question: how much has the stock actually moved? Our scanner puts Immunocore Holdings plc ADR's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where IMCR HV is running hot, cold, or in line. Make the IMCR 30 day historical volatility — and every other window — work for your edge instead of against it.