Immunocore (IMCR)
IMCR Daily Delta Exposure
IMCR's current Delta Exposure (DEX) is -140.13K shares, which is 218% larger than the 3M average of -44.03K shares. During this period, DEX ranged from -155.46K on Aug 8, 2025 to 37.34K on Jul 22, 2025, swinging between net long and short dealer positioning. Delta exposure has been stable recently, maintaining steady hedging requirements. The current put-call delta ratio of 3.42 signals heavy put positioning that could accelerate downside moves. Near extreme DEX levels suggest potential for mean reversion as positions unwind.
DEX History
| Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Aug 29, 2025 | 57,990.44 | -198,119.11 | -140,128.67 | 3.42 |
| Aug 28, 2025 | 56,290.51 | -193,111.85 | -136,821.34 | 3.43 |
| Aug 27, 2025 | 58,815.9 | -187,008.92 | -128,193.02 | 3.18 |
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