Immutep Limited ADR (IMMP) Historical Volatility

Tracking IMMP historical volatility helps you see how much Immutep Limited 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, Immutep Limited ADR's HV tells you what really happened. Use our scanner to monitor IMMP 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 IMMP 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Immutep Limited 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.

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.

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 Immutep Limited ADR's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where IMMP HV is running hot, cold, or in line. Make the IMMP 30 day historical volatility — and every other window — work for your edge instead of against it.