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AbbVie Inc ABBV

HEALTHCARE · DRUG MANUFACTURERS - GENERAL
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Market dataready · fetched 2026-10-15T20:04:08.892Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:04:04.959637065Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:04:08.170610+00:00

Share price$283.30
1D-1.4%
AH$282$285$287$289$2925:30 AM6:30 AM9:00 AM1:00 PM2:00 PMABBV
Sold putSold callAH

AbbVie Inc options

Live interpolated ABBV call and put midpoint premiums by absolute delta.AbbVie Inc$0.38$2.11$3.85$5.58$7.31$274.00$278.53$283.07$287.61$292.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $283.30OPTION PRICELive ABBV spot · $283.30ABBV PRICE$0.57$0.74$0.94$1.14$1.37$1.62$1.86$2.11$2.60$3.35$4.10$5.33$6.81$0.58$0.75$0.99$1.22$1.46$1.74$2.09$2.44$2.80$3.15$3.50$3.85$4.20
PutsCheap0.65×
CallsCheap0.74×
SkewBullish-2.34 pp
Implied moveBearish±$3.96
TiltBullish6.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ288.2636.6%2.0%278.9334.8%1.7%
25Δ286.7933.1%1.5%280.0333.6%1.4%
30Δ286.0432.9%1.3%280.7233.6%1.3%
35Δ285.2932.8%1.1%281.4033.6%1.1%
40Δ284.6332.4%1.0%282.0833.6%0.9%
45Δ284.0231.8%0.8%282.7533.7%0.8%
50Δ283.4231.2%0.7%283.3933.9%0.7%
55Δ282.8230.7%0.6%284.0434.0%0.6%
60Δ282.0832.0%0.5%284.6834.2%0.5%
65Δ281.2035.3%0.4%285.2833.5%0.4%
70Δ280.3238.6%0.4%285.8631.9%0.3%
75Δ278.9743.6%0.4%286.4330.4%0.3%
80Δ277.3449.1%0.3%287.0028.8%0.2%

20Δ

Calls
Pseudo strike
288.26
IV
36.6%
B/E move
2.0%
Puts
Pseudo strike
278.93
IV
34.8%
B/E move
1.7%

25Δ

Calls
Pseudo strike
286.79
IV
33.1%
B/E move
1.5%
Puts
Pseudo strike
280.03
IV
33.6%
B/E move
1.4%

30Δ

Calls
Pseudo strike
286.04
IV
32.9%
B/E move
1.3%
Puts
Pseudo strike
280.72
IV
33.6%
B/E move
1.3%

35Δ

Calls
Pseudo strike
285.29
IV
32.8%
B/E move
1.1%
Puts
Pseudo strike
281.40
IV
33.6%
B/E move
1.1%

40Δ

Calls
Pseudo strike
284.63
IV
32.4%
B/E move
1.0%
Puts
Pseudo strike
282.08
IV
33.6%
B/E move
0.9%

45Δ

Calls
Pseudo strike
284.02
IV
31.8%
B/E move
0.8%
Puts
Pseudo strike
282.75
IV
33.7%
B/E move
0.8%

50Δ

Calls
Pseudo strike
283.42
IV
31.2%
B/E move
0.7%
Puts
Pseudo strike
283.39
IV
33.9%
B/E move
0.7%

55Δ

Calls
Pseudo strike
282.82
IV
30.7%
B/E move
0.6%
Puts
Pseudo strike
284.04
IV
34.0%
B/E move
0.6%

60Δ

Calls
Pseudo strike
282.08
IV
32.0%
B/E move
0.5%
Puts
Pseudo strike
284.68
IV
34.2%
B/E move
0.5%

65Δ

Calls
Pseudo strike
281.20
IV
35.3%
B/E move
0.4%
Puts
Pseudo strike
285.28
IV
33.5%
B/E move
0.4%

70Δ

Calls
Pseudo strike
280.32
IV
38.6%
B/E move
0.4%
Puts
Pseudo strike
285.86
IV
31.9%
B/E move
0.3%

75Δ

Calls
Pseudo strike
278.97
IV
43.6%
B/E move
0.4%
Puts
Pseudo strike
286.43
IV
30.4%
B/E move
0.3%

80Δ

Calls
Pseudo strike
277.34
IV
49.1%
B/E move
0.3%
Puts
Pseudo strike
287.00
IV
28.8%
B/E move
0.2%