Is IMDX options pricing rich or cheap right now?

As of Oct 13, 2026, Insight Molecular Diagnostics Inc. (IMDX) ATM IV is 27.0% against 20-day realized volatility of 110.7%. IV rank is 5.2%. Realized volatility currently exceeds implied: an inversion of the typical equity volatility risk premium that often precedes IV expansion.

What is the IMDX variance risk premium?

The variance risk premium is the persistent gap between implied and subsequently realized volatility. In equity markets it averages positive because option sellers demand compensation for bearing variance shocks. IMDX is currently pricing inverted to the historical pattern, which is one input to whether short-vol or long-vol structures carry their typical edge.

What does IMDX IV rank mean for strategy selection?

IV rank normalizes the current ATM IV to its 1-year range: 0% is the low, 100% is the high. IMDX's current rank of 5.2% signals where current pricing sits in its own 1-year history. High-rank regimes typically favor premium-selling structures (credit spreads, condors, covered calls); low-rank regimes typically favor premium-buying or long-volatility structures.

Insight Molecular Diagnostics Inc. (IMDX) IV/HV History

Comparing implied volatility to historical (realized) volatility reveals whether options are priced rich or cheap relative to actual price movement. Persistent gaps can signal trading opportunities.

Insight Molecular Diagnostics Inc. (IMDX) operates in the Healthcare sector, specifically the Medical - Diagnostics & Research industry, with a market capitalization near $96.5M, listed on NASDAQ, employing roughly 57 people, carrying a beta of 1.80 to the broader market. OncoCyte Corporation functions as a molecular diagnostics firm specializing in the research, development, and market introduction of distinctive, laboratory-developed tests aimed at cancer identification. Led by Joshua Riggs, public since 2015-12-30.

Snapshot as of Oct 13, 2026.

Spot Price: $3.00
ATM IV: 27.0%
HV 20-Day: 110.7%
HV 60-Day: 88.6%
IV Rank: 5.2%
IV Percentile: 30.0%

As of Oct 13, 2026, Insight Molecular Diagnostics Inc. (IMDX) ATM implied volatility is 27.0%. 20-day realized volatility is 110.7%, producing an IV-HV spread of -83.7 vol points. Realized volatility currently exceeds implied, an inversion that can signal a pending IV expansion. IV rank is 5.2%.

How IMDX iv/hv history Data Feeds Strategy Selection

Strategy selection on Insight Molecular Diagnostics Inc. options does not derive from any single metric in isolation. The iv/hv history view above sits inside a broader read: ATM IV currently sits at 27.0% and dealer gamma exposure is negative, so dealer hedging amplifies directional moves. Combine the iv/hv history data here with the volatility-skew surface, dealer-gamma exposure, max-pain level, and upcoming-events calendar to build a positioning thesis. Risk-defined structures (credit spreads, debit spreads, iron condors) are usually safer than naked positions while the regime is uncertain; the data on this page anchors the inputs but does not by itself constitute a trade thesis.

How to read the IMDX IV vs HV chart

The dual-line chart below tracks ATM implied volatility (forward-looking, what the chain is pricing) against 20-day realized historical volatility (backward-looking, what actually happened). ATM IV currently prints at 27.0%, 5.2% IV rank, against 110.7% realized over the trailing 20 trading days. Implied is currently below realized by 83.7 vol points, an inverted regime where premium buyers are underpaying for the move - rare and often a setup for IV expansion. Persistent IV-above-HV is the variance-risk-premium-positive state typical of equity markets; persistent IV-below-HV is rare and usually marks underpriced vol that often expands.

IMDX IV/HV regimes and trade selection

IMDX sits in the bottom quartile of its 1-year IV range. Low-IV-rank regimes favor premium-buying or long-vol structures - long calls/puts, debit spreads, calendar spreads, long straddles. The risk: low rank can persist for months while theta decay eats premium-buyers alive without a vol-expansion catalyst.

Using IMDX vol history alongside the term structure

The IV/HV gap on this page captures the level of premium; the term-structure slope on the volatility page captures its shape across expirations. Contango (positive slope 4.428) is the resting state - longer-dated IV trades above near-dated IV because long-dated cycles include uncertain macro states. Pair the rank read with the slope read with the event calendar to choose the right tenor for the structure.

IMDX IV/HV signal in volatility-cycle context

Equity-vol cycles tend to compress and expand on multi-month timeframes: a typical sequence runs low-IV-rank consolidation (months of flat tape, decaying premium) into a vol-expansion catalyst (earnings miss, macro shock, regime change) into elevated-IV-rank stress (premiums fat, dispersion high) back to mean-reverting compression. IMDX's current 5.2% IV rank places the ticker in the compression phase of that cycle. Compression phases are profitable for theta-harvesting structures but tend to end with abrupt vol-expansion regimes that hit short-vol books fast. The ratio of HV-20 (110.7%) to HV-60 (88.6%) gives a second cycle indicator: when 20-day exceeds 60-day, recent realization is running hotter than the trailing-quarter average - typically a sign that recent days have already started expanding vol regardless of where IV rank prints. Use the time series below to spot inflection points: meaningful IV/HV gap closures and openings tend to precede regime shifts by a few sessions.

Learn how implied vs realized volatility is reported and how to read the data →

Daily ATM implied volatility and 20-day realized (historical) volatility for IMDX over the last ~30 trading days. The IV-HV gap measures the variance risk premium - when IV trades persistently above realized HV, premium-sellers earn the spread; when IV dips below HV, vol is structurally underpriced.

Daily values from end-of-day option_ticker_snapshots. Series sparse on illiquid tickers reflects gaps in the upstream end-of-day options data feed.

Most recent 15 trading days (descending). Older history appears in the chart above.

Date	ATM IV	HV 20d	HV 60d	IV Rank
Oct 13, 2026	27.0%	110.7%	88.6%	5.2%
Oct 12, 2026	43.2%	109.1%	87.8%	8.6%
Oct 9, 2026	24.3%	109.2%	87.6%	4.6%
Oct 8, 2026	20.8%	110.2%	87.1%	3.9%
Oct 7, 2026	22.9%	108.2%	87.2%	4.3%
Oct 6, 2026	24.7%	108.4%	87.5%	4.7%
Oct 5, 2026	24.3%	105.7%	87.2%	4.6%
Oct 2, 2026	18.3%	104.2%	86.7%	3.4%
Oct 1, 2026	22.6%	102.4%	86.1%	4.3%
Sep 30, 2026	18.2%	102.9%	86.0%	3.3%
Sep 29, 2026	123.3%	100.5%	87.6%	25.3%
Sep 28, 2026	17.8%	100.6%	87.4%	3.3%
Sep 25, 2026	65.4%	78.8%	79.8%	13.2%
Sep 24, 2026	10.0%	78.8%	79.8%	1.6%
Sep 23, 2026	11.6%	78.9%	81.9%	2.0%

Frequently asked IMDX iv/hv history questions

Is IMDX options pricing rich or cheap right now?: As of Oct 13, 2026, Insight Molecular Diagnostics Inc. (IMDX) ATM IV is 27.0% against 20-day realized volatility of 110.7%. IV rank is 5.2%. Realized volatility currently exceeds implied: an inversion of the typical equity volatility risk premium that often precedes IV expansion.
What is the IMDX variance risk premium?: The variance risk premium is the persistent gap between implied and subsequently realized volatility. In equity markets it averages positive because option sellers demand compensation for bearing variance shocks. IMDX is currently pricing inverted to the historical pattern, which is one input to whether short-vol or long-vol structures carry their typical edge.
What does IMDX IV rank mean for strategy selection?: IV rank normalizes the current ATM IV to its 1-year range: 0% is the low, 100% is the high. IMDX's current rank of 5.2% signals where current pricing sits in its own 1-year history. High-rank regimes typically favor premium-selling structures (credit spreads, condors, covered calls); low-rank regimes typically favor premium-buying or long-volatility structures.