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AbbVie Inc ABBV

HEALTHCARE · DRUG MANUFACTURERS - GENERAL
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Market dataready · fetched 2026-10-16T21:49:57.444Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T20:58:21.845190445Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T21:49:56.966950+00:00

Share price$285.01
1D+0.2%
AH$282.93$283.90$284.86$285.82$286.795:30 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$0.83$3.71$6.59$9.48$12.36$269.79$277.56$285.34$293.12$300.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ABBV spot · $285.01ABBV PRICE$1.14$1.55$1.97$2.43$2.98$3.57$4.20$5.00$5.88$6.82$7.93$9.57$11.53$1.16$1.58$2.04$2.65$3.27$3.92$4.62$5.41$6.03$6.52$7.17$8.01$8.99
PutsCheap0.85×
CallsCheap0.85×
SkewBullish-1.34 pp
Implied moveBearish±$8.82
TiltBullish2.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ294.1825.9%3.6%276.8925.8%3.3%
25Δ292.6426.7%3.2%278.5226.0%2.8%
30Δ291.0226.6%2.8%279.9626.6%2.5%
35Δ289.5026.5%2.4%281.2927.5%2.2%
40Δ288.1326.8%2.1%282.6228.3%2.0%
45Δ286.7727.1%1.9%284.0328.4%1.7%
50Δ285.4327.2%1.6%285.4528.5%1.5%
55Δ284.0327.7%1.4%286.8828.6%1.2%
60Δ282.6128.4%1.2%288.1627.6%1.0%
65Δ281.1228.4%1.0%289.3425.9%0.8%
70Δ279.5028.8%0.8%290.5624.6%0.6%
75Δ277.4830.4%0.7%291.8323.9%0.4%
80Δ275.1131.8%0.6%293.2023.1%0.3%

20Δ

Calls
Pseudo strike
294.18
IV
25.9%
B/E move
3.6%
Puts
Pseudo strike
276.89
IV
25.8%
B/E move
3.3%

25Δ

Calls
Pseudo strike
292.64
IV
26.7%
B/E move
3.2%
Puts
Pseudo strike
278.52
IV
26.0%
B/E move
2.8%

30Δ

Calls
Pseudo strike
291.02
IV
26.6%
B/E move
2.8%
Puts
Pseudo strike
279.96
IV
26.6%
B/E move
2.5%

35Δ

Calls
Pseudo strike
289.50
IV
26.5%
B/E move
2.4%
Puts
Pseudo strike
281.29
IV
27.5%
B/E move
2.2%

40Δ

Calls
Pseudo strike
288.13
IV
26.8%
B/E move
2.1%
Puts
Pseudo strike
282.62
IV
28.3%
B/E move
2.0%

45Δ

Calls
Pseudo strike
286.77
IV
27.1%
B/E move
1.9%
Puts
Pseudo strike
284.03
IV
28.4%
B/E move
1.7%

50Δ

Calls
Pseudo strike
285.43
IV
27.2%
B/E move
1.6%
Puts
Pseudo strike
285.45
IV
28.5%
B/E move
1.5%

55Δ

Calls
Pseudo strike
284.03
IV
27.7%
B/E move
1.4%
Puts
Pseudo strike
286.88
IV
28.6%
B/E move
1.2%

60Δ

Calls
Pseudo strike
282.61
IV
28.4%
B/E move
1.2%
Puts
Pseudo strike
288.16
IV
27.6%
B/E move
1.0%

65Δ

Calls
Pseudo strike
281.12
IV
28.4%
B/E move
1.0%
Puts
Pseudo strike
289.34
IV
25.9%
B/E move
0.8%

70Δ

Calls
Pseudo strike
279.50
IV
28.8%
B/E move
0.8%
Puts
Pseudo strike
290.56
IV
24.6%
B/E move
0.6%

75Δ

Calls
Pseudo strike
277.48
IV
30.4%
B/E move
0.7%
Puts
Pseudo strike
291.83
IV
23.9%
B/E move
0.4%

80Δ

Calls
Pseudo strike
275.11
IV
31.8%
B/E move
0.6%
Puts
Pseudo strike
293.20
IV
23.1%
B/E move
0.3%