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IBRX options: IV rank, expected move and trade screens

ImmunityBio, Inc. · Healthcare

As of the close on . In the app, data is refreshed intraday.

IBRX closed at $8.83 on Sep 29, 2026 with 30-day implied volatility of 92.3%. That is in the lower half of its one-year range (IV rank 30), so premiums are on the modest side for IBRX. Measured by IV percentile, IV is higher than 37% of the past year's readings. Options expiring Oct 30 (31 days out) price a one standard deviation move of about $2.37, or 26.8%.

The price is above both its 50-day (+12.1%) and 200-day (+24.5%) moving averages. It is 23.5% below its 52-week high and 346.0% above its 52-week low. The 14-day RSI of 58.1 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $0.52, about 5.8% of the price, a measure of a typical day's range.

Option volume at the close (5.05K contracts) was 0.3x its average, much quieter than usual. A beta of 1.56 means IBRX has tended to move about 1.6 times as much as the broad market. 3 of our preset screens found trades on IBRX at the close, led by Bull Call Spreads on High-Beta Names with 26 trades.

IBRX stats at the close

Price
$8.83
Market cap $9.36B
Implied volatility
92.3%
30-day, at the money
IV rank
30
IV sits 30% of the way from its one-year low to its one-year high.
IV percentile
37
IV is higher than 37% of the past year's readings.
ATR (14-day)
$0.52
5.8% of the price on a typical day
RSI (14-day)
58.1
Between 30 and 70, neutral
52-week range
-23.5% from high
+346.0% from the 52-week low
Moving averages
+12.1% vs 50-day
+24.5% vs the 200-day
Beta
1.56
Sensitivity to the broad market
Option volume
0.3x avg
5.05K contracts vs 16.1K average

IBRX expected move by expiration

Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.

ExpirationIVExpected move1 SD rangeStraddle
Oct 2, 20263 days118.3%±$0.95 (10.7%)$7.88 to $9.78$0.77
Oct 30, 202631 days92.0%±$2.37 (26.8%)$6.46 to $11.20$1.90
Nov 20, 202652 days100.5%±$3.35 (37.9%)$5.48 to $12.18$2.68
Jan 15, 2027108 days118.5%±$5.69 (64.4%)$3.14 to $14.52$4.47

Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.

Trades that pass our screens as of the close

Counts and ranges for IBRX from our preset scans at the last close. Open a preset in the app to see each trade with its strikes, prices, and risk, refreshed intraday. Income strategies show annualized return; the rest show return on risk.

IBRX options FAQ

What is IBRX's IV rank?
At the close on Sep 29, 2026, IBRX's IV rank was 30 with 30-day implied volatility of 92.3%. IV sits 30% of the way from its one-year low to its one-year high. Its IV percentile was 37: IV is higher than 37% of the past year's readings.
What is the expected move for IBRX?
Based on the close on Sep 29, 2026, options expiring Oct 30, 2026 priced a one standard deviation move of $2.37 (26.8%), a range of $6.46 to $11.20. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
Which option screens have trades on IBRX?
At the close on Sep 29, 2026, these OptionClaws preset screens had passing trades on IBRX: Bull Call Spreads on High-Beta Names (26), Long Call Butterflies for Pinning (10), Married Put Protection (2). Open a screen in the app to see the individual trades, refreshed intraday.
Is IBRX option volume above average?
On Sep 29, 2026, IBRX option volume was 0.3x its average, much quieter than usual.

Market data as of the prior close, for information and education only. Not investment advice. Options involve substantial risk and are not suitable for every investor. See our Terms of Service.