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AC Immune SA Common Stock ACIU

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-06T14:43:13.050Z

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: 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 · 2026-11-06T14:38:18.282542441Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-06T14:43:11.896162+00:00

Share price$2.15
1D+1.9%
$2.11$2.12$2.13$2.14$2.165:30 AM6:30 AM9:00 AM1:00 PMACIU
Sold putSold call

AC Immune SA Common Stock options

Live interpolated ACIU call and put midpoint premiums by absolute delta.AC Immune SA Common Stock$0.09$1.13$2.16$3.19$4.23$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —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 unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEACIU PRICE$0.20$0.65$1.36$2.07$2.78$3.93
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ2.8077.5%39.7%
45Δ
50Δ
55Δ
60Δ2.6569.0%6.8%
65Δ3.3891.4%6.2%
70Δ4.10113.8%5.5%
75Δ4.83136.2%4.8%
80Δ6.02147.4%2.8%

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
IV
B/E move

35Δ

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

40Δ

Calls
Pseudo strike
2.80
IV
77.5%
B/E move
39.7%
Puts
Pseudo strike
IV
B/E move

45Δ

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

50Δ

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

55Δ

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

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.65
IV
69.0%
B/E move
6.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.38
IV
91.4%
B/E move
6.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.10
IV
113.8%
B/E move
5.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.83
IV
136.2%
B/E move
4.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.02
IV
147.4%
B/E move
2.8%

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%