Immunocore Holdings PLC - American Depositary Shares (IMCR)'s 30-day implied volatility (IV30) was 53.4% at the close on October 23, 2026, up from 36.3% the day before, against a 52-week range of 26.5% to 70.8%. Its 20-day historical volatility was 50.2%.

Key numbers

30-day implied volatility (IV30): 53.4%
IV30 52-week range: 26.5% to 70.8% (median 43.5%)
Historical volatility: 20-day 50.2%, 1-year 48.5%
Implied move by the nearest expiration: ±2.3%

Data as of October 23, 2026.

IMCR Implied Volatility (IV) vs Historical Volatility (HV)

Name: IMCR Implied Volatility
Creator: Market Chameleon