Immuneering Corp (IMRX) Historical Volatility

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

Immuneering Corporation, a biopharmaceutical company, focuses on the oncology and neuroscience product candidates. Its lead product candidates include IMM-1-104, a dual-MEK inhibitor to treat patients with cancer, including pancreatic, melanoma, colorectal, and non-small cell lung cancer caused by mutations of RAS and/or RAF; and IMM-6-415 to treat solid tumors. The company also has five oncology programs in the discovery stage that are designed to target components of the MAPK or mTOR pathway; and two discovery stage neuroscience programs. Immuneering Corporation was incorporated in 2008 and is based in Cambridge, Massachusetts.

Immuneering Corporation was a former subsidiary of Teva Pharmaceutical Industries Limited.

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