Immunocore Holdings PLC - American Depositary Shares (IMCR)'s 30-day implied volatility (IV30) was 45.5% at the close on November 12, 2026, up from 43.2% the day before, against a 52-week range of 26.5% to 70.8%. Its 20-day historical volatility was 59.9%.

Key numbers

30-day implied volatility (IV30): 45.5%
IV30 52-week range: 26.5% to 70.8% (median 43.5%)
Historical volatility: 20-day 59.9%, 1-year 48.8%
Implied move by the nearest expiration: ±3.4%

Data as of November 12, 2026.

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

Name: IMCR Implied Volatility
Creator: Market Chameleon