IntraAlpha
Create free account Start free

AC Immune SA Common Stock ACIU

i

Market datapartial · fetched 2026-11-11T04:22:04.522Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-05-21

Calculation methodology

Options 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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T00:34:49.798505417Z

FundamentalsAlpha Vantage · unavailable

Share price$2.32
1D-3.0%
AH$2.28$2.31$2.34$2.37$2.405:30 AM6:30 AM9:00 AM1:00 PM2:00 PMACIU
Sold putSold callAH

AC Immune SA Common Stock options

Live interpolated ACIU call and put midpoint premiums by absolute delta.AC Immune SA Common Stock$2.10$2.28$2.45$2.63$2.80$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEACIU PRICE$2.12$2.18$2.23$2.29$2.35$2.41$2.46$2.52$2.58$2.64$2.69$2.75
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.90323.1%66.5%
25Δ3.09302.7%60.7%
30Δ3.28282.4%54.9%
35Δ3.47262.1%49.2%
40Δ3.66241.7%43.4%
45Δ3.85221.4%37.6%
50Δ4.04201.1%31.9%
55Δ4.23180.7%26.1%
60Δ4.43160.4%20.3%
65Δ4.62140.1%14.6%
70Δ4.81119.7%8.8%
75Δ5.0099.4%3.1%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.90
IV
323.1%
B/E move
66.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.09
IV
302.7%
B/E move
60.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.28
IV
282.4%
B/E move
54.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.47
IV
262.1%
B/E move
49.2%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.66
IV
241.7%
B/E move
43.4%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.85
IV
221.4%
B/E move
37.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.04
IV
201.1%
B/E move
31.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.23
IV
180.7%
B/E move
26.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.43
IV
160.4%
B/E move
20.3%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.62
IV
140.1%
B/E move
14.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.81
IV
119.7%
B/E move
8.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.00
IV
99.4%
B/E move
3.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend172.68%
Daily close
ACIU172.5%172.7%172.8%2026-08-17: 172.68%Aug 17
1 observations2026-08-17 — 2026-08-17
Table
DateIV (%)
172.68%