Immatics N.V (IMTX) Historical Volatility

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

Immatics N.V., a clinical-stage biopharmaceutical company, focuses on the discovery and development of T cell receptor (TCR) based immunotherapies for the treatment of cancer in the United States. The company is developing targeted immunotherapies with a focus on treating solid tumors through two distinct treatment modalities, such as adoptive cell therapies (ACT) and antibody-like TCR Bispecifics. Its ACTengine product candidates are in Phase I clinical trials, which include IMA201 that targets melanoma-associated antigen 4 or 8 in patients with solid tumors; IMA202 that targets melanoma-associated antigen 1 in patients with various solid tumors, including squamous non-small cell lung carcinoma and hepatocellular carcinoma; and IMA203 that targets preferentially expressed antigen in melanoma in adult patients with relapsed and/or refractory solid tumors, as well as IMA204, which is in preclinical studies that targets tumor stroma cell.

The company's TCR Bispecifics product candidates, which are in preclinical studies include IMA401, a cancer testis antigen for the treatment of solid tumors; and IMA402 for the treatment of solid tumors. It also develops IMA101 for the treatment of cancer; and IMA301, an allogenic cellular therapy product candidate. The company has a strategic collaboration agreement with GlaxoSmithKline Intellectual Property Development Limited to develop novel adoptive cell therapies targeting multiple cancer indications; MD Anderson Cancer Center to develop multiple T cell and TCR-based adoptive cellular therapies; Celgene Switzerland LLC to develop novel adoptive cell therapies targeting multiple cancers; and Genmab A/S to develop T cell engaging bispecific immunotherapies targeting multiple cancer indications. Immatics N.V. is headquartered in Tübingen, Germany.

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