IMMR · Immersion Corp

Track IMMR — free Ask ALVIS about IMMR

$7.32 -0.35 (-4.50%)

Market Cap

$254.25M

33.19M

Options Chain

15-min delayed Underlying $7.32 · today Options Calculator

Positioning

Aug 21, 2026 · 23 days to expiry · 12 contracts

Put / call OI

0.33

Call-heavy positioning

Open interest

6,841

contracts outstanding

Volume

2,585

traded today

Max pain

$7.50

$0.19 above spot

ATM implied vol

45.7%

market's expected move

Open interest by strike

Calls Puts

2.5

7.5

12.5

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 23d Sep 18 51d Nov 20 114d Feb 19 205d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	27	360.5%	0.949	$3.95		$0.05	—	—	2	8
Call · $2.5 In the money Last $3.95 Breakeven $6.45 Implied vol 360.5% Delta 0.949 ≈95% ITM Gamma 0.016 Theta -0.015 Vega 0.002 Open interest 0 Model this call Put · $2.5 Last $0.05 Breakeven $2.45 Implied vol — Delta — Gamma — Theta — Vega — Open interest 8 Model this put
173	20	115.7%	0.926	$2.72		$0.05	-0.071	113.7%	2.5k	1.1k
Call · $5 In the money Last $2.72 Breakeven $7.72 Implied vol 115.7% Delta 0.926 ≈93% ITM Gamma 0.067 Theta -0.006 Vega 0.003 Open interest 173 Model this call Put · $5 Last $0.05 Breakeven $4.95 Implied vol 113.7% Delta -0.071 ≈7% ITM Gamma 0.065 Theta -0.006 Vega 0.003 Open interest 1.1k Model this put
Underlying $7.32
2.7k	26	49.3%	0.436	$0.30		$0.41	-0.58	42.1%	33	529
Call · $7.5 Last $0.30 Breakeven $7.80 Implied vol 49.3% Delta 0.436 ≈44% ITM Gamma 0.439 Theta -0.008 Vega 0.007 Open interest 2.7k Model this call Put · $7.5 In the money Last $0.41 Breakeven $7.09 Implied vol 42.1% Delta -0.58 ≈58% ITM Gamma 0.509 Theta -0.007 Vega 0.007 Open interest 529 Model this put
2.2k	11	91.1%	0.102	$0.05		$3.40	—	—	1	0
Call · $10 Last $0.05 Breakeven $10.05 Implied vol 91.1% Delta 0.102 ≈10% ITM Gamma 0.107 Theta -0.006 Vega 0.004 Open interest 2.2k Model this call Put · $10 In the money Last $3.40 Breakeven $6.60 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
6	5	—	—	$0.05		—	—	—	—	0
Call · $12.5 Last $0.05 Breakeven $12.55 Implied vol — Delta — Gamma — Theta — Vega — Open interest 6 Model this call Put · $12.5 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $15 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $15 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 1058811 CUSIP 452521107 13F (30d) 15 filings 15 filers Visit website