Immunome Inc. (IMNM)
NASDAQ: IMNM
· Real-Time Price · USD
9.71
-0.54 (-5.27%)
At close: Sep 04, 2025, 11:19 AM
IMNM Delta Exposure By Expiry
The total Delta Exposure (DEX) for IMNM across all expirations shows 27,207.82 net shares that market makers must hedge, with 30,172.54 from calls and 2,964.72 from puts. The put-call delta ratio of 0.10 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks. The largest delta concentration at Oct 17, 25 with 18,909.54 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Sep 19, 25 carries negative delta forcing market makers to buy shares, potentially providing support.
IMNM DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 1,042.78 | -1,748.1 | -705.32 | 1.68 |
| Oct 17, 25 | 19,550.54 | -641 | 18,909.54 | 0.03 |
| Jan 16, 26 | 9,541.29 | -567.75 | 8,973.54 | 0.06 |
| Apr 17, 26 | 37.93 | -7.87 | 30.06 | 0.21 |