IMMRNasdaqComputer Peripheral Equipment, NEC

Immersion Corp (IMMR) earnings date, market-implied expected move, and options open interest by expiry

7.10

+0.01 · +0.14%

post 7.10 0.00%

After hours16:00 ETdelayed

Open7.14Volume360,907Mkt cap$235.4MP/E0.21Div yield4.23%

Day7.03 – 7.1464%52-wk5.08 – 7.9770%

IMMR

Immersion Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Next report

—

Calendar

Last report

−2.57%

shaded = implied · ▲▼ = realized

Sep 14 '26 · confirmed

Implied vs realized

Largest filed tie

—

13F top-10 QoQ

+9.52%

shares held · 10 largest managers

13F · Jun 30 '26126d lag

137 managers

Top fund weight

0.01%

IMMR weight · IWM

N-PORTJun 30 '26

3 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

No upcoming report date for Immersion (IMMR). No implied move. 2 of the last 7 reports moved at least as far as the implied move.

Implied vs realized

8 reports

2 of 7≥ implied

avg implied: ±8.9%
avg realized: ±5.3%

Apr 16 '24Apr 16 '24confirmed±3.8%▼−2.34%×0.62

May 8 '24May 8 '24confirmed±6.2%▲+7.59%×1.23

Aug 20 '24Aug 20 '24confirmed±10.1%▼−0.30%×0.03

Dec 16 '24Dec 16 '24confirmed±9.5%▲+6.28%×0.66

Mar 12 '25Mar 12 '25confirmed±7.9%▲+0.58%×0.07

Jul 30 '25Jul 30 '25confirmed±12.0%▼−1.41%×0.12

Q1 FY27Jul 27 '26confirmed±12.9%▲+18.63%×1.45

Sep 14 '26Sep 14 '26confirmed—▼−2.57%—

quarterimplied−20%0+20%realized×

Sep '26—▼−2.57%—

Q1 FY27±12.9%▲+18.63%

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 3 expiries · Oct 27 close

0.18OI · 3 expiries · Oct 27 closeP/C open interest · Nov 20 · nearest expiry

PUTS · chgexpiry · days · P/CCALLS · chgP/C

1,7710%Nov 2017d9,6160%

3980%Dec 1845d19.90200%19.90

6380%Feb 19108d0.282,3000%0.28

ExpiryPutsCallsP/C

Nov 2017d1,7710%9,6160%0.18

Dec 1845d3980%200%19.90

Feb 19108d6380%2,3000%0.28

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

No implied move.

Linked exposure

Revenue flow

as filedQ1 FY27

0.59%as filednet margin · revenue +2.44% QoQ · +0.82% YoY

Revenue$879M+2.44%

Gross profit$411M46.78%−68.97%

Operating income−$20M−2.27%−376.53%

Pre-tax income$15M−57.37%

Net income$5M0.59%−58.64%

Cost of revenue$468M+200.18%

Operating expenses$238M+272.79%

Tax−$10M−188.46%

Other income$13M+554.38%

Source: SEC filings · standardized · QE Jul 31 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

NFP ×1.09· ±2.0% vs ±1.9% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±2.0%5 of 10×1.09

FOMCrate decision±1.9%7 of 24×1.02

PPIproducer prices±1.8%4 of 10×0.97

GDPgross domestic product±1.4%10 of 19×0.75

CPROFcorporate profits±1.3%8 of 12×0.72

PCEpersonal income & outlays±1.2%8 of 19×0.65

CPIconsumer prices±1.1%5 of 10×0.57

Bar = avg |move| to ±3% · tick = ±1.9% avg day · ×base = |move| ÷ ±1.9% · min 6 releases

Earnings history

EPS 0.17 · consensus —

Quarter	Reported	EPS	Consensus
Q1 FY27	Jul 27 '26 · confirmed	0.17	—
Q4 FY26	—	0.12	—
Q3 FY26	—	-0.31	—
Q2 FY26	—	0.36

Methodology

ties · implied moves · holdersMethod