Share price$2.47
1D+0.4%
Sold putSold callAH
AC Immune Ltd ACIU
HEALTHCARE · BIOTECHNOLOGYi
Market dataready · fetched 2026-10-22T03:36:39.723Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-21T20:00:00.098302778Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T03:28:36.194445+00:00
AC Immune Ltd options
PutsExpensive5.47×
CallsExpensive2.26×
SkewBearish+268.04 pp
Implied moveBearish±$2.48
TiltBearish92.6% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 2.59 | 625.7% | 61.6% | |||
| 25Δ | 2.84 | 590.1% | 56.4% | |||
| 30Δ | 6.70 | 297.1% | 180.9% | 3.08 | 554.5% | 51.1% |
| 35Δ | 5.71 | 240.1% | 139.7% | 3.32 | 518.8% | 45.9% |
| 40Δ | 4.71 | 183.0% | 98.5% | 3.57 | 483.2% | 40.7% |
| 45Δ | 3.71 | 126.0% | 57.3% | 3.81 | 447.6% | 35.5% |
| 50Δ | 2.71 | 68.9% | 16.1% | 4.05 | 412.0% | 30.2% |
| 55Δ | 4.30 | 376.4% | 25.0% | |||
| 60Δ | 4.54 | 340.8% | 19.8% | |||
| 65Δ | 4.78 | 305.2% | 14.5% | |||
| 70Δ | 5.95 | 307.4% | 10.3% | |||
| 75Δ | ||||||
| 80Δ | ||||||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 2.59
- IV
- 625.7%
- B/E move
- 61.6%
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 2.84
- IV
- 590.1%
- B/E move
- 56.4%
30Δ
- Pseudo strike
- 6.70
- IV
- 297.1%
- B/E move
- 180.9%
- Pseudo strike
- 3.08
- IV
- 554.5%
- B/E move
- 51.1%
35Δ
- Pseudo strike
- 5.71
- IV
- 240.1%
- B/E move
- 139.7%
- Pseudo strike
- 3.32
- IV
- 518.8%
- B/E move
- 45.9%
40Δ
- Pseudo strike
- 4.71
- IV
- 183.0%
- B/E move
- 98.5%
- Pseudo strike
- 3.57
- IV
- 483.2%
- B/E move
- 40.7%
45Δ
- Pseudo strike
- 3.71
- IV
- 126.0%
- B/E move
- 57.3%
- Pseudo strike
- 3.81
- IV
- 447.6%
- B/E move
- 35.5%
50Δ
- Pseudo strike
- 2.71
- IV
- 68.9%
- B/E move
- 16.1%
- Pseudo strike
- 4.05
- IV
- 412.0%
- B/E move
- 30.2%
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 4.30
- IV
- 376.4%
- B/E move
- 25.0%
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 4.54
- IV
- 340.8%
- B/E move
- 19.8%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 4.78
- IV
- 305.2%
- B/E move
- 14.5%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.95
- IV
- 307.4%
- B/E move
- 10.3%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
Options history
No recorded observations