I. To identify the maximum dose of CIMAvax in combination with nivolumab based on dose limiting toxicities (DLTs) as assessed by Common Terminology Criteria for Adverse Events version 4.03 (CTCAE v4.03). (Phase I) II. To examine the effect of the dose and the dosing intervals (starting in the expansion phase of the maximum tolerated dose) on antibody titers when CIMAvax is combined with nivolumab in the second-line therapy of advanced non-small cell lung cancer (NSCLC). (Phase I) III. To evaluate the 12-month overall survival of CIMAvax combined with nivolumab in patients with advanced NSCLC. (Phase II)