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Oculis Holding AG Ordinary shares OCS

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-22T11:55:15.243Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T08:01:57.488686783Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T11:55:14.084699+00:00

Share price$7.77
1D
Price history unavailable.

Oculis Holding AG Ordinary shares options

Live interpolated OCS call and put midpoint premiums by absolute delta.Oculis Holding AG Ordinary shares$0.19$3.50$6.81$10.12$13.43$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEOCS PRICE$0.55$0.70$0.85$1.01$1.16$0.84$1.13$1.42$1.72$2.01$2.30$2.60$7.30$12.47
PutsExpensive1.35×
CallsExpensive3.02×
SkewBullish-89.66 pp
Implied move——
TiltBearish76.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.86183.1%85.5%
25Δ13.53203.8%83.2%
30Δ13.20224.6%80.9%
35Δ12.87245.3%78.6%
40Δ12.54266.0%76.2%7.58107.2%13.2%
45Δ7.98109.9%11.8%
50Δ8.38112.7%10.5%
55Δ8.77115.4%9.2%
60Δ9.17118.2%7.9%
65Δ9.57121.0%6.5%
70Δ9.96123.7%5.2%
75Δ14.72174.9%4.6%
80Δ19.93231.2%4.0%

20Δ

Calls
Pseudo strike
13.86
IV
183.1%
B/E move
85.5%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
13.53
IV
203.8%
B/E move
83.2%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
13.20
IV
224.6%
B/E move
80.9%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
12.87
IV
245.3%
B/E move
78.6%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
12.54
IV
266.0%
B/E move
76.2%
Puts
Pseudo strike
7.58
IV
107.2%
B/E move
13.2%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.98
IV
109.9%
B/E move
11.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.38
IV
112.7%
B/E move
10.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.77
IV
115.4%
B/E move
9.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.17
IV
118.2%
B/E move
7.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.57
IV
121.0%
B/E move
6.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.96
IV
123.7%
B/E move
5.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.72
IV
174.9%
B/E move
4.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.93
IV
231.2%
B/E move
4.0%

Options history

No recorded observations