Primary read
Volatility
Volatility expansion watch
Ticker Options Intelligence
IMVT options intelligence
Immunovant Inc options pressure, expected move, strike concentration, and Sharemaestro trend context.
Conviction
56
Market data through 29 Jul 2026
Checked 30 Jul 2026 03:43 · complete available chain
Volatility expansion watch
Volatility pressure
IMVT currently carries volatility options pressure with a 56/100 conviction score. The nearest-chain expected move is 16.7%, with volume/open-interest participation at 0.01.
Expected move
16.7%
Wider near-term move priced
Activity / OI
0.01
Current volume is quieter versus prior open interest
Put-call
0.03
Call-side skew
Trend fit
10
Options are not fully confirming trend
Weekly backdrop
-2.1%
RS 44.3
Expected move
16.7%
Put-call volume
0.03
Volume / OI
0.01
Reference IV
0.85
Max pain
35.00
Underlying
39.41
Nearest expiry
21 Aug 2026
Contracts
456
Options Intent Radar
Earnings/event positioning
Options activity is concentrated around a live event window, so the cleanest read is event positioning rather than pure direction.
Options are pricing movement more than direction; compare expected move with the stock's actual weekly change.
Earnings/event positioning matters because it connects the options headline to the actual evidence: $329108 of estimated gross traded notional, calls · 91+ days · itm, and a volatility flow versus price backdrop. Use it as a research priority signal, then validate the chart, liquidity, event calendar, and risk before acting.
Options pressure+100
1W price-2.1%
Call premium100%
Put premium0%
Notional split
C 100% / P 0%
Estimated gross traded notional uses volume × contract multiplier × midpoint, or last price when no valid midpoint is available.
Freshness
0.01
Volume divided by open interest across the visible chain.
Trend fit
10/100
Agreement between options pressure and Sharemaestro market context.
Event window
10 Aug
Matched earnings event is 11 days away.
Aggregate chain data does not identify trade aggressor or opening versus closing activity; call/put concentration is not proof of market direction.
Calls · 91+ days · ITM
calls cluster with 200 contracts traded, $319000 estimated gross traded notional, and 97% of visible notional.
$319000
Calls · 46-90 days · OTM
calls cluster with 13 contracts traded, $4978 estimated gross traded notional, and 2% of visible notional.
$4978
Calls · 46-90 days · ATM
calls cluster with 4 contracts traded, $2260 estimated gross traded notional, and 1% of visible notional.
$2260
Calls · 22-45 days · ATM
calls cluster with 5 contracts traded, $1362 estimated gross traded notional, and 0% of visible notional.
$1362
Puts · 91+ days · OTM
puts cluster with 4 contracts traded, $1122 estimated gross traded notional, and 0% of visible notional.
$1122
Setup Classification
Opportunity and risk frame
The tape is pricing or displaying unusually elevated activity.
Expected move or upcoming earnings makes the setup more event-sensitive.
Options positioning is not confirming the underlying trend context.
Activity Anomaly
High anomaly
Current options activity is unusually hot versus this ticker's stored history.
Volume rank100th
Volume/OI rank100th
IV rank100th
Market Context
Underlying confirmation
Close39.41
1W-2.1%
RS44.3
Fair value+48.2%
Options pressure100
Speculation8
Volatility96
Trend fit10
Today Versus Normal
Stored-options context
30d avg 14.5% · 1 read
100th
90d avg 14.5% · 1 read
100th
180d avg 14.5% · 1 read
100th
30d avg 0.75 · 1 read
100th
90d avg 0.75 · 1 read
100th
180d avg 0.75 · 1 read
100th
30d avg 0.11 · 1 read
0th
90d avg 0.11 · 1 read
0th
180d avg 0.11 · 1 read
0th
30d avg 0.00 · 1 read
100th
90d avg 0.00 · 1 read
100th
180d avg 0.00 · 1 read
100th
Pressure Trail
Recent pressure and volatility
29 Jul 10:33
Volatility
Pressure 90
Move 14.5%
30 Jul 02:43
Volatility
Pressure 100
Move 16.7%
Strike Map
Where activity is clustering
Strike3.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike5.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike8.00
Calls · V 0 · OI 5
Puts · V 0 · OI 3
Strike10.00
Calls · V 0 · OI 0
Puts · V 0 · OI 5
Strike13.00
Calls · V 0 · OI 0
Puts · V 0 · OI 1
Strike15.00
Calls · V 0 · OI 0
Puts · V 0 · OI 1
Strike17.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike20.00
Calls · V 0 · OI 12
Puts · V 0 · OI 3
Term Structure
Expiration activity
Expiry21 Aug 2026
Contracts80
Avg IV0.85
Put-call0.40
Expiry18 Sep 2026
Contracts80
Avg IV0.94
Put-call0.08
Expiry16 Oct 2026
Contracts82
Avg IV0.86
Put-call-
Expiry18 Dec 2026
Contracts74
Avg IV0.93
Put-call-
Expiry15 Jan 2027
Contracts72
Avg IV0.93
Put-call-
Skew
Call/put IV balance
21 Aug 2026Put IV premium
Call IV0.87
Put IV0.94
Skew0.07
18 Sep 2026Call IV premium
Call IV0.98
Put IV0.85
Skew-0.13
16 Oct 2026Balanced skew
Call IV0.91
Put IV0.87
Skew-0.04
18 Dec 2026Balanced skew
Call IV0.97
Put IV0.95
Skew-0.02
15 Jan 2027Balanced skew
Call IV0.92
Put IV0.95
Skew0.03
Contract Tape
Most active contracts
ContractIMVT270319C00030000
SideCall
Expiry19 Mar 2027
Strike30.00
Volume200
OI6000
IV1.02
ContractIMVT260918C00041000
SideCall
Expiry18 Sep 2026
Strike41.00
Volume7
OI135
IV1.03
ContractIMVT260821C00040000
SideCall
Expiry21 Aug 2026
Strike40.00
Volume5
OI51
IV0.85
ContractIMVT260918C00039000
SideCall
Expiry18 Sep 2026
Strike39.00
Volume4
OI68
IV1.00
ContractIMVT261016C00050000
SideCall
Expiry16 Oct 2026
Strike50.00
Volume1
OI60
IV0.88
ContractIMVT261016C00049000
SideCall
Expiry16 Oct 2026
Strike49.00
Volume1
OI40
IV0.88
ContractIMVT260821P00030000
SidePut
Expiry21 Aug 2026
Strike30.00
Volume1
OI7
IV0.42
ContractIMVT270115P00020000
SidePut
Expiry15 Jan 2027
Strike20.00
Volume1
OI6
IV1.07
Research Graph
Related research and context
Sharemaestro research
Related News
No recent ticker-specific news yet.
Market Watch
No recent market-watch posts yet.
Earnings
Plain English Guide
Options context
What usually looks constructive
What usually looks cautious
Options can move quickly and can lose value fast. Treat this as research context, not a buy or sell instruction.