Immutep Limited ADR (IMMP) Expected Move

Tracking the IMMP expected move helps you see how far Immutep Limited ADR's options market is pricing the stock to travel over a given period — whether that's the next day, week, or earnings cycle. Immutep Limited ADR's expected move is derived directly from option premiums and gives you an objective range to plan trades, set strikes, and manage risk. Use our scanner to monitor the IMMP expected move for this week's options, in real time.

The expected move is typically calculated from at-the-money straddle prices (or a blend of straddles and strangles) and represents roughly a one-standard-deviation range over the chosen timeframe. For IMMP, comparing the implied expected move to actual realized moves over similar windows tells you whether the options market has historically overestimated or underestimated volatility. The IMMP expected move for this week's options pricing is especially useful for short-dated traders, earnings players, and anyone selling premium who needs to know where the market thinks Immutep Limited ADR is unlikely to go.

Immutep Limited, a biotechnology company, engages in the research and development of pharmaceutical product candidates. The company develops immunotherapeutic products for the treatment of cancer and autoimmune diseases. Its lead product candidate is eftilagimod alpha (efti or IMP321), a recombinant protein that is in Phase IIb clinical trial as a chemoimmunotherapy combination for metastatic breast cancer. The company also develops TACTI-002, which is in a Phase II clinical trial for the treatment of head and neck squamous cell carcinoma (HNSCC) and non-small cell lung cancer; TACTI-003 that is in Phase IIb clinical trial to treat HNSCC; and INSIGHT-004 and INSIGHT-003, which is in a Phase I clinical trial for the treatment of solid tumors, as well as INSIGHT-005 that is in Phase I/IIa clinical trial to treat solid tumors.

Its other products include IMP761, an agonist of lymphocyte activation gene 3 for autoimmune disease; IMP701, an antagonist antibody that acts to stimulate T cell proliferation in cancer patients; and IMP731, a depleting antibody that removes T cells involved in autoimmunity. Immutep Limited has collaboration agreements with GlaxoSmithKline, Novartis, CYTLIMIC Inc., Merck & Co., Inc., Institute of Clinical Cancer Research, Merck KGaA, and EOC Pharma. The company was formerly known as Prima BioMed Ltd and changed its name to Immutep Limited in November 2017. Immutep Limited was incorporated in 1987 and is based in Sydney, Australia.

Iron condors, weekly premium sales, directional swing trades — they all live or die by where the market thinks the stock won't go. Our scanner tracks the IMMP expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The Immutep Limited ADR expected move for this week's options is the fastest read on short-term risk, which gives you a quick way to interpret what the options market thinks about IMMP.