OCS · Expected Move
Oculis Holding AG Ordinary shares
The expected move for OCS is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
OCS straddle price & implied vol
54 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current OCS Expected Move
30-Day Straddle
$2.38
7-Day Straddle
$5.10
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to OCS's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
OCS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261005 | $2.38 | $5.10 | — | — |
| 20261002 | $5.05 | $5.05 | 304.0% | 100% |
| 20261001 | $4.90 | $4.90 | 130.0% | 69% |
| 20260930 | $4.90 | $4.90 | 83.6% | 20% |
| 20260929 | $4.50 | $4.50 | — | — |
| 20260928 | $3.03 | $3.03 | — | — |
| 20260925 | $4.95 | $4.95 | 159.3% | 100% |
| 20260924 | $3.05 | $3.05 | — | — |
| 20260923 | $1.80 | $1.80 | — | — |
| 20260922 | $3.83 | $3.83 | 71.6% | 9% |
| 20260921 | $3.70 | $3.70 | — | — |
| 20260918 | $4.90 | $3.05 | 66.5% | 3% |
| 20260917 | $4.90 | $3.05 | 64.8% | 1% |
| 20260916 | $4.90 | $3.05 | 83.4% | 22% |
| 20260915 | $4.65 | $2.65 | 129.8% | 77% |
| 20260914 | $4.95 | $2.65 | 123.6% | 70% |
| 20260911 | $5.15 | $2.55 | — | — |
| 20260910 | $4.70 | $3.38 | 98.1% | 40% |
| 20260909 | $4.95 | $3.50 | 109.7% | 53% |
| 20260908 | $4.95 | $2.10 | 99.8% | 42% |
| 20260904 | $5.00 | $3.35 | 93.7% | 34% |
| 20260903 | $5.17 | $3.35 | 67.3% | 4% |
| 20260902 | $4.05 | $4.05 | — | — |
| 20260901 | $1.80 | $1.80 | — | — |
| 20260831 | $0.90 | $0.90 | 88.6% | 28% |
| 20260828 | $2.10 | $2.10 | 64.3% | 0% |
| 20260827 | $1.98 | $1.98 | 114.5% | 58% |
| 20260826 | $1.90 | $1.90 | 74.3% | 9% |
| 20260825 | $1.90 | $1.90 | 86.7% | 24% |
| 20260824 | $1.90 | $1.90 | 91.3% | 30% |
| 20260821 | $2.33 | $4.85 | 81.8% | 18% |
| 20260820 | $2.45 | $4.90 | 81.8% | 18% |
| 20260819 | $4.10 | $3.23 | 87.6% | 25% |
| 20260818 | $4.05 | $1.73 | 69.0% | 3% |
| 20260817 | $4.05 | $1.68 | 78.8% | 15% |
| 20260814 | $4.10 | $1.75 | 93.0% | — |
| 20260813 | $2.62 | $1.75 | 77.1% | — |
| 20260812 | $4.58 | $1.02 | 72.1% | — |
| 20260811 | $4.30 | $1.08 | 66.6% | — |
| 20260810 | $4.35 | $1.88 | 76.3% | — |
| 20260807 | — | — | 104.3% | — |
| 20260806 | $5.12 | $3.35 | 149.6% | — |
| 20260805 | $4.85 | $4.85 | 126.9% | — |
| 20260804 | $4.95 | $4.95 | 117.3% | — |
| 20260803 | $3.12 | $3.12 | 125.4% | — |
| 20260731 | $3.90 | $3.90 | 112.2% | — |
| 20260730 | $3.02 | $3.02 | 98.4% | — |
| 20260729 | $3.00 | $3.00 | 112.2% | — |
| 20260728 | $3.10 | $3.10 | 119.2% | — |
| 20260727 | $2.95 | $2.95 | 77.3% | — |
| 20260724 | $3.07 | $3.07 | 71.6% | — |
| 20260723 | $4.05 | $4.05 | 108.1% | — |
| 20260722 | $4.15 | $4.15 | 116.2% | — |
| 20260721 | $4.60 | $4.60 | 114.1% | — |
More on OCS
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.