AC Immune SA (ACIU) Expected Move

Tracking the ACIU expected move helps you see how far AC Immune SA's options market is pricing the stock to travel over a given period — whether that's the next day, week, or earnings cycle. AC Immune SA's expected move is derived directly from option premiums and gives you an objective range to plan trades, set strikes, and manage risk. Use our scanner to monitor the ACIU expected move for this week's options, in real time.

The expected move is typically calculated from at-the-money straddle prices (or a blend of straddles and strangles) and represents roughly a one-standard-deviation range over the chosen timeframe. For ACIU, comparing the implied expected move to actual realized moves over similar windows tells you whether the options market has historically overestimated or underestimated volatility. The ACIU expected move for this week's options pricing is especially useful for short-dated traders, earnings players, and anyone selling premium who needs to know where the market thinks AC Immune SA is unlikely to go.

AC Immune SA, a clinical stage biopharmaceutical company, discovers, designs, and develops medicines and diagnostic products for the prevention and treatment of neurodegenerative diseases associated with protein misfolding. Its SupraAntigen and Morphomer platforms are designed to generate vaccines, antibodies, and small molecules, which selectively interact with misfolded proteins that are common in a range of neurodegenerative diseases. The company is developing Crenezumab, a humanized, conformation-specific monoclonal antibody, which is in Phase II clinical prevention trial for the treatment of Alzheimer's disease (AD).

It is also developing ACI-24, an anti-Abeta vaccine candidate that is in Phase II clinical study for AD, as well as completed Phase Ib clinical study for Down syndrome; ACI-35, an anti-Tau vaccine candidate that has completed Phase Ib clinical study; and Tau- positron emission tomography (PET) imaging tracer, which is in Phase II clinical study. In addition, the company is researching and developing small molecule Tau aggregation inhibitors for AD and NeuroOrphan indications. Further, it has discovery and preclinical stage molecules targeting range of neurodegenerative diseases, which include diagnostics targeting TDP-43, alpha-synuclein, and NLRP3. AC Immune SA has license agreements and collaborations with Genentech, Inc.; Biogen International GmbH; Janssen Pharmaceuticals, Inc.; Life Molecular Imaging SA; Eli Lilly and Company; and WuXi Biologics. The company was incorporated in 2003 and is headquartered in Lausanne, Switzerland.

Iron condors, weekly premium sales, directional swing trades — they all live or die by where the market thinks the stock won't go. Our scanner tracks the ACIU expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The AC Immune SA expected move for this week's options is the fastest read on short-term risk, which gives you a quick way to interpret what the options market thinks about ACIU.