Immunocore Holdings PLC - American Depositary Shares (IMCR)'s 30-day implied volatility (IV30) was 36.3% at the close on October 22, 2026, down from 42.0% the day before, against a 52-week range of 26.5% to 70.8%. Its 20-day historical volatility was 51.7%.

Key numbers

30-day implied volatility (IV30): 36.3%
IV30 52-week range: 26.5% to 70.8% (median 43.5%)
Historical volatility: 20-day 51.7%, 1-year 48.3%
Implied move by the nearest expiration: ±2.6%

Data as of October 22, 2026.

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

Name: IMCR Implied Volatility
Creator: Market Chameleon