Shares of Immersion Corp. (IMMR) are down 3.24 to 10.40 today. ? IMMR is near the lower end of the 52 week range.
Today paper traded 1403 IMMR Sep 12.5 calls for .36.? The ADV is 363 contracts. The OI is 8 contracts.
The volume went up in 1 large block.? Total volume on the strike is over 3100 contracts.? Most of the volume was bought on the asking price or near the asking price.? There is some speculation that IMMR might have a big bounce.
30-day implied volatility is 60%. ? 10-day implied volatility is 48%.? 30 day implied volatility is trading above the 10 Day Historical volatility.
Immersion Corporation (Immersion) is a provider of haptic technologies that allow people to use their sense of touch when operating a variety of digital devices.