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Oculis Holding AG Ordinary shares OCS

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Market datapartial · fetched 2026-11-04T03:38:54.914Z

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: 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 · 2026-11-03T21:11:33.713601455Z

FundamentalsAlpha Vantage · unavailable

Share price$7.89
1D+2.2%
AH$7.25$7.42$7.60$7.77$7.945:30 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$0.67$1.46$2.26$3.05$3.84$3.63$5.20$6.76$8.32$9.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 PRICELive OCS spot · $7.89OCS PRICE$2.45$2.45$2.45$0.76$0.93$1.10$1.27$1.45$1.62$1.79$1.96$2.13$2.31$2.48$3.02$3.61
PutsExpensive3.09×
Calls——
Skew——
Implied moveBullish±$4.24
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.42300.3%41.0%
25Δ5.87285.8%37.4%
30Δ6.32271.3%33.9%
35Δ6.77256.8%30.3%
40Δ7.23242.4%26.8%
45Δ42.44800.0%468.7%7.68227.9%23.2%
50Δ32.26783.1%339.8%8.13213.4%19.7%
55Δ15.73602.2%130.3%8.58198.9%16.1%
60Δ9.04184.4%12.5%
65Δ9.49169.9%9.0%
70Δ9.94155.4%5.4%
75Δ10.59153.4%4.1%
80Δ11.27153.3%3.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.42
IV
300.3%
B/E move
41.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.87
IV
285.8%
B/E move
37.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.32
IV
271.3%
B/E move
33.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.77
IV
256.8%
B/E move
30.3%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.23
IV
242.4%
B/E move
26.8%

45Δ

Calls
Pseudo strike
42.44
IV
800.0%
B/E move
468.7%
Puts
Pseudo strike
7.68
IV
227.9%
B/E move
23.2%

50Δ

Calls
Pseudo strike
32.26
IV
783.1%
B/E move
339.8%
Puts
Pseudo strike
8.13
IV
213.4%
B/E move
19.7%

55Δ

Calls
Pseudo strike
15.73
IV
602.2%
B/E move
130.3%
Puts
Pseudo strike
8.58
IV
198.9%
B/E move
16.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.04
IV
184.4%
B/E move
12.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.49
IV
169.9%
B/E move
9.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.94
IV
155.4%
B/E move
5.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.59
IV
153.4%
B/E move
4.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.27
IV
153.3%
B/E move
3.1%

Options history

IV · four-Friday blend230.46%
Daily EOD
OCS212.3%222.1%231.8%2026-10-21: 215.27%2026-10-23: 215.41%2026-10-26: 213.67%2026-10-28: 229.82%2026-10-30: 230.46%Oct 21Oct 26Oct 30
5 observations2026-10-21 — 2026-10-30
Table
DateIV (%)
215.27%
215.41%
213.67%
229.82%
230.46%