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Oculis Holding AG Ordinary shares OCS

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Market datapartial · fetched 2026-10-22T16:04:23.723Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-02-19

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 · 2026-10-22T15:50:57.597124723Z

FundamentalsAlpha Vantage · unavailable

Share price$8.01
1D+3.7%
$7.70$7.79$7.89$7.99$8.085:30 AM6:30 AM9:00 AM1:00 PMOCS
Sold putSold call

Oculis Holding AG Ordinary shares options

Live interpolated OCS call and put midpoint premiums by absolute delta.Oculis Holding AG Ordinary shares$2.27$4.00$5.73$7.46$9.19$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEOCS PRICE$2.52$2.69$2.87$2.46$2.51$2.56$2.61$2.67$2.72$3.39$5.16$6.93$8.70
PutsExpensive1.51×
CallsExpensive1.57×
SkewBearish+6.46 pp
Implied move——
TiltBearish66.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ7.58159.2%36.1%
35Δ8.01145.5%31.4%
40Δ8.44131.9%26.7%
45Δ8.87118.2%21.9%
50Δ9.30104.6%17.2%
55Δ9.7390.9%12.5%
60Δ10.6985.6%8.9%
65Δ12.5895.1%7.3%
70Δ7.28119.0%22.4%14.48104.6%5.8%
75Δ6.74108.5%17.8%16.37114.1%4.2%
80Δ6.2098.1%13.1%

20Δ

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

25Δ

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

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.58
IV
159.2%
B/E move
36.1%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.01
IV
145.5%
B/E move
31.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.44
IV
131.9%
B/E move
26.7%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.87
IV
118.2%
B/E move
21.9%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.30
IV
104.6%
B/E move
17.2%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.73
IV
90.9%
B/E move
12.5%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.69
IV
85.6%
B/E move
8.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.58
IV
95.1%
B/E move
7.3%

70Δ

Calls
Pseudo strike
7.28
IV
119.0%
B/E move
22.4%
Puts
Pseudo strike
14.48
IV
104.6%
B/E move
5.8%

75Δ

Calls
Pseudo strike
6.74
IV
108.5%
B/E move
17.8%
Puts
Pseudo strike
16.37
IV
114.1%
B/E move
4.2%

80Δ

Calls
Pseudo strike
6.20
IV
98.1%
B/E move
13.1%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations