Ticker Options Intelligence

IMMR options intelligence

Immersion Corporation options pressure, expected move, strike concentration, and Sharemaestro trend context.

Conviction 46 Market data through 29 Jul 2026 Checked 30 Jul 2026 05:30 · complete available chain

Volatility expansion watch

Volatility pressure

IMMR currently carries volatility options pressure with a 46/100 conviction score. The nearest-chain expected move is 10.7%, with volume/open-interest participation at 0.01.

Options Intelligence Opportunities Bullish confirmation Risks Unusual flow Vol expansion Repeated pressure Chart Weekly report
Primary read Volatility

Volatility expansion watch

Expected move 10.7%

Wider near-term move priced

Activity / OI 0.01

Current volume is quieter versus prior open interest

Put-call 0.39

Call-side skew

Trend fit 46

Options are not fully confirming trend

Weekly backdrop -0.7%

RS -7.8

Expected move 10.7%
Put-call volume 0.39
Volume / OI 0.01
Reference IV 1.08
Max pain 7.50
Underlying 6.52
Nearest expiry 21 Aug 2026
Contracts 48

Options Intent Radar

Earnings/event positioning

83/100
Primary intent Earnings/event positioning

Options activity is concentrated around a live event window, so the cleanest read is event positioning rather than pure direction.

Flow vs price divergence Volatility flow versus price

Options are pricing movement more than direction; compare expected move with the stock's actual weekly change.

Why this matters

Earnings/event positioning matters because it connects the options headline to the actual evidence: $6162 of estimated gross traded notional, calls · 91+ days · otm, 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+54
1W price-0.7%
Call premium67%
Put premium33%
Notional split C 67% / P 33% 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 46/100 Agreement between options pressure and Sharemaestro market context.
Event window 7 Aug Matched earnings event is 8 days away.
Aggregate chain data does not identify trade aggressor or opening versus closing activity; call/put concentration is not proof of market direction.
Conviction clusters Calls · 91+ days · OTM
Calls · 91+ days · OTM calls cluster with 40 contracts traded, $1782 estimated gross traded notional, and 29% of visible notional.
$1782
Puts · 22-45 days · ITM puts cluster with 33 contracts traded, $1402 estimated gross traded notional, and 23% of visible notional.
$1402
Calls · 91+ days · ITM calls cluster with 5 contracts traded, $1188 estimated gross traded notional, and 19% of visible notional.
$1188
Calls · 22-45 days · OTM calls cluster with 37 contracts traded, $770 estimated gross traded notional, and 12% of visible notional.
$770
Puts · 91+ days · ITM puts cluster with 2 contracts traded, $595 estimated gross traded notional, and 10% of visible notional.
$595

Setup Classification

Opportunity and risk frame

Context, not advice
Warning Volatility expansion

The tape is pricing or displaying unusually elevated activity.

Warning Event-risk setup

Expected move or upcoming earnings makes the setup more event-sensitive.

Activity Anomaly

Normal range

33

Activity is broadly in line with recent stored snapshots.

Volume rank0th
Volume/OI rank0th
IV rank100th

Market Context

Underlying confirmation

Sharemaestro weekly
Close6.52
1W-0.7%
RS-7.8
Fair value-8.9%
Options pressure54
Speculation8
Volatility96
Trend fit46

Today Versus Normal

Stored-options context

View history
Expected move 10.7% muted
30d avg 12.3% · 1 read 0th
90d avg 12.3% · 1 read 0th
180d avg 12.3% · 1 read 0th
IV 1.08 elevated
30d avg 0.96 · 1 read 100th
90d avg 0.96 · 1 read 100th
180d avg 0.96 · 1 read 100th
Put-call 0.39 elevated
30d avg 0.00 · 1 read 100th
90d avg 0.00 · 1 read 100th
180d avg 0.00 · 1 read 100th
Volume/OI 0.01 muted
30d avg 0.09 · 1 read 0th
90d avg 0.09 · 1 read 0th
180d avg 0.09 · 1 read 0th

Pressure Trail

Recent pressure and volatility

Open trail
29 Jul 11:40 Volatility
Pressure 100
Move 12.3%
30 Jul 04:30 Volatility
Pressure 54
Move 10.7%

Strike Map

Where activity is clustering

Full strike map
Strike2.50
Calls · V 0 · OI 0
Puts · V 1 · OI 8
Strike5.00
Calls · V 0 · OI 173
Puts · V 0 · OI 1145
Strike7.50
Calls · V 26 · OI 2739
Puts · V 33 · OI 529
Strike10.00
Calls · V 11 · OI 2241
Puts · V 0 · OI 0
Strike12.50
Calls · V 0 · OI 6
Puts · V 0 · OI 0
Strike15.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0

Term Structure

Expiration activity

Volume and IV
Expiry21 Aug 2026
Contracts12
Avg IV1.08
Put-call0.92
Expiry18 Sep 2026
Contracts12
Avg IV0.93
Put-call0.08
Expiry20 Nov 2026
Contracts12
Avg IV0.82
Put-call-
Expiry19 Feb 2027
Contracts12
Avg IV0.49
Put-call0.22

Skew

Call/put IV balance

OTM demand
21 Aug 2026Put IV premium
Call IV0.47
Put IV0.77
Skew0.29
18 Sep 2026Call IV premium
Call IV0.65
Put IV0.52
Skew-0.13
20 Nov 2026Call IV premium
Call IV0.48
Put IV0.36
Skew-0.13
19 Feb 2027Put IV premium
Call IV0.19
Put IV0.27
Skew0.08

Contract Tape

Most active contracts

Full contract tape
ContractIMMR260821P00007500
SidePut
Expiry21 Aug 2026
Strike7.50
Volume33
OI529
IV0.45
ContractIMMR260821C00007500
SideCall
Expiry21 Aug 2026
Strike7.50
Volume26
OI2739
IV0.47
ContractIMMR261120C00010000
SideCall
Expiry20 Nov 2026
Strike10.00
Volume20
OI1273
IV0.48
ContractIMMR261120C00007500
SideCall
Expiry20 Nov 2026
Strike7.50
Volume16
OI6830
IV0.49
ContractIMMR260821C00010000
SideCall
Expiry21 Aug 2026
Strike10.00
Volume11
OI2241
IV0.60
ContractIMMR260918C00007500
SideCall
Expiry18 Sep 2026
Strike7.50
Volume7
OI19
IV0.51
ContractIMMR260918C00010000
SideCall
Expiry18 Sep 2026
Strike10.00
Volume6
OI238
IV0.65
ContractIMMR270219C00005000
SideCall
Expiry19 Feb 2027
Strike5.00
Volume5
OI111
IV0.01