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Oculis Holding AG Ordinary shares OCS

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Market datapartial · fetched 2026-10-23T02:30:40.431Z

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 · 2026-10-22T23:43:39.09355151Z

FundamentalsAlpha Vantage · unavailable

Share price$8.43
1D+4.7%
AH$7.69$7.81$7.93$8.05$8.175:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOCS
Sold putSold callAH

Oculis Holding AG Ordinary shares options

Live interpolated OCS call and put midpoint premiums by absolute delta.Oculis Holding AG Ordinary shares$0.00$4.73$9.46$14.19$18.91$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEOCS PRICE$0.48$0.61$0.75$0.88$0.71$0.74$0.77$1.13$1.53$1.93$2.34$2.79$3.40$4.01$4.62$9.37$17.55
PutsExpensive2.00×
CallsExpensive2.34×
SkewBearish+12.47 pp
Implied move——
TiltBearish89.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.70157.7%68.2%5.36296.3%44.9%
25Δ13.32174.4%65.3%6.37220.1%33.3%
30Δ12.94191.1%62.3%7.38143.9%21.6%
35Δ12.55207.9%59.4%7.97142.2%18.8%
40Δ8.51150.6%17.2%
45Δ9.05158.9%15.6%
50Δ9.58167.3%14.0%
55Δ10.17174.0%12.4%
60Δ10.93175.3%10.6%
65Δ11.70176.6%8.8%
70Δ12.46177.9%7.0%
75Δ17.22247.1%6.9%
80Δ25.50307.9%5.7%

20Δ

Calls
Pseudo strike
13.70
IV
157.7%
B/E move
68.2%
Puts
Pseudo strike
5.36
IV
296.3%
B/E move
44.9%

25Δ

Calls
Pseudo strike
13.32
IV
174.4%
B/E move
65.3%
Puts
Pseudo strike
6.37
IV
220.1%
B/E move
33.3%

30Δ

Calls
Pseudo strike
12.94
IV
191.1%
B/E move
62.3%
Puts
Pseudo strike
7.38
IV
143.9%
B/E move
21.6%

35Δ

Calls
Pseudo strike
12.55
IV
207.9%
B/E move
59.4%
Puts
Pseudo strike
7.97
IV
142.2%
B/E move
18.8%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.51
IV
150.6%
B/E move
17.2%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.05
IV
158.9%
B/E move
15.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.58
IV
167.3%
B/E move
14.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.17
IV
174.0%
B/E move
12.4%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.93
IV
175.3%
B/E move
10.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.70
IV
176.6%
B/E move
8.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.46
IV
177.9%
B/E move
7.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.22
IV
247.1%
B/E move
6.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.50
IV
307.9%
B/E move
5.7%

Options history

No recorded observations