Share price$8.09
1D+4.7%
Sold putSold callAH
Oculis Holding AG Ordinary shares OCS
i
Market datapartial · fetched 2026-10-22T21:11:40.824Z
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 · 2026-10-22T20:00:00.27141405Z
FundamentalsAlpha Vantage · unavailable
Oculis Holding AG Ordinary shares options
PutsExpensive1.70×
CallsExpensive2.59×
SkewBullish-29.24 pp
Implied move——
TiltBearish82.0% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 13.69 | 167.8% | 75.2% | 4.95 | 315.3% | 47.4% |
| 25Δ | 13.31 | 185.7% | 72.1% | 5.84 | 247.7% | 36.8% |
| 30Δ | 12.93 | 203.5% | 69.1% | 6.73 | 180.1% | 26.1% |
| 35Δ | 12.54 | 221.4% | 66.0% | 7.56 | 122.0% | 16.7% |
| 40Δ | 8.04 | 127.9% | 15.2% | |||
| 45Δ | 8.51 | 133.9% | 13.7% | |||
| 50Δ | 8.99 | 139.8% | 12.3% | |||
| 55Δ | 9.46 | 145.7% | 10.8% | |||
| 60Δ | 9.94 | 151.7% | 9.3% | |||
| 65Δ | 10.53 | 150.3% | 7.8% | |||
| 70Δ | 11.15 | 147.7% | 6.3% | |||
| 75Δ | 11.76 | 145.2% | 4.8% | |||
| 80Δ | 12.38 | 142.6% | 3.3% | |||
20Δ
- Pseudo strike
- 13.69
- IV
- 167.8%
- B/E move
- 75.2%
- Pseudo strike
- 4.95
- IV
- 315.3%
- B/E move
- 47.4%
25Δ
- Pseudo strike
- 13.31
- IV
- 185.7%
- B/E move
- 72.1%
- Pseudo strike
- 5.84
- IV
- 247.7%
- B/E move
- 36.8%
30Δ
- Pseudo strike
- 12.93
- IV
- 203.5%
- B/E move
- 69.1%
- Pseudo strike
- 6.73
- IV
- 180.1%
- B/E move
- 26.1%
35Δ
- Pseudo strike
- 12.54
- IV
- 221.4%
- B/E move
- 66.0%
- Pseudo strike
- 7.56
- IV
- 122.0%
- B/E move
- 16.7%
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 8.04
- IV
- 127.9%
- B/E move
- 15.2%
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 8.51
- IV
- 133.9%
- B/E move
- 13.7%
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 8.99
- IV
- 139.8%
- B/E move
- 12.3%
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 9.46
- IV
- 145.7%
- B/E move
- 10.8%
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 9.94
- IV
- 151.7%
- B/E move
- 9.3%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 10.53
- IV
- 150.3%
- B/E move
- 7.8%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 11.15
- IV
- 147.7%
- B/E move
- 6.3%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 11.76
- IV
- 145.2%
- B/E move
- 4.8%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 12.38
- IV
- 142.6%
- B/E move
- 3.3%
Options history
No recorded observations