Immersion Corp (IMMR) Historical Volatility

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

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.

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