Immersion Corp (IMMR) Expected Move

Tracking the IMMR expected move helps you see how far Immersion Corp's options market is pricing the stock to travel over a given period — whether that's the next day, week, or earnings cycle. Immersion Corp'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 IMMR 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 IMMR, 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 IMMR 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 Immersion Corp is unlikely to go.

Immersion Corporation, together with its subsidiaries, invents, scales, and licenses haptic technologies that allow people to use their sense of touch to engage with and experience various digital products in North America, Europe, and Asia. The company provides technology, patent, and combined licenses. It also provides software development kits (SDKs) comprising tools, integration software, and effect libraries that allow for the design, encoding, and playback of tactile effects in content. In addition, the company offers reference designs and reference technology, engineering and integration services, and software and firmware services.

The company offers its products to mobile communications, wearables, and consumer electronics; gaming and virtual reality (VR); automotive; and other markets. Immersion Corporation was incorporated in 1993 and is headquartered in Aventura, Florida.

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 IMMR expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The Immersion Corp 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 IMMR.