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AbbVie Inc ABBV

HEALTHCARE · DRUG MANUFACTURERS - GENERAL
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Market dataready · fetched 2026-10-17T05:54:03.617Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-16T23:47:03.895333826Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-17T05:54:03.090641+00:00

Share price$286.88
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$0.40$5.76$11.11$16.47$21.82$269.23$277.74$286.25$294.76$303.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ABBV spot · $286.88ABBV PRICE$0.98$1.34$1.70$2.06$2.46$2.90$3.36$3.86$4.35$4.99$5.65$6.26$6.82$1.32$1.84$2.46$3.15$3.92$4.76$5.70$6.39$7.27$8.45$10.10$13.27$20.28
PutsExpensive1.17×
CallsCheap0.67×
SkewBearish+14.39 pp
Implied moveBearish±$9.06
TiltBearish31.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ294.7824.1%3.1%277.7031.5%3.7%
25Δ293.4124.5%2.7%279.3332.5%3.3%
30Δ292.0524.7%2.4%280.8833.9%2.9%
35Δ290.6924.1%2.0%282.3835.4%2.7%
40Δ289.4423.7%1.7%284.0236.2%2.4%
45Δ288.3123.5%1.5%285.7036.9%2.1%
50Δ287.2023.3%1.3%287.4037.6%1.8%
55Δ286.1622.8%1.1%289.0336.2%1.5%
60Δ285.1122.4%0.9%290.7135.4%1.2%
65Δ284.0522.1%0.8%292.4935.8%1.0%
70Δ282.9821.8%0.6%294.6537.0%0.8%
75Δ282.0121.0%0.5%298.1141.9%0.7%
80Δ281.1219.6%0.4%305.1954.4%0.7%

20Δ

Calls
Pseudo strike
294.78
IV
24.1%
B/E move
3.1%
Puts
Pseudo strike
277.70
IV
31.5%
B/E move
3.7%

25Δ

Calls
Pseudo strike
293.41
IV
24.5%
B/E move
2.7%
Puts
Pseudo strike
279.33
IV
32.5%
B/E move
3.3%

30Δ

Calls
Pseudo strike
292.05
IV
24.7%
B/E move
2.4%
Puts
Pseudo strike
280.88
IV
33.9%
B/E move
2.9%

35Δ

Calls
Pseudo strike
290.69
IV
24.1%
B/E move
2.0%
Puts
Pseudo strike
282.38
IV
35.4%
B/E move
2.7%

40Δ

Calls
Pseudo strike
289.44
IV
23.7%
B/E move
1.7%
Puts
Pseudo strike
284.02
IV
36.2%
B/E move
2.4%

45Δ

Calls
Pseudo strike
288.31
IV
23.5%
B/E move
1.5%
Puts
Pseudo strike
285.70
IV
36.9%
B/E move
2.1%

50Δ

Calls
Pseudo strike
287.20
IV
23.3%
B/E move
1.3%
Puts
Pseudo strike
287.40
IV
37.6%
B/E move
1.8%

55Δ

Calls
Pseudo strike
286.16
IV
22.8%
B/E move
1.1%
Puts
Pseudo strike
289.03
IV
36.2%
B/E move
1.5%

60Δ

Calls
Pseudo strike
285.11
IV
22.4%
B/E move
0.9%
Puts
Pseudo strike
290.71
IV
35.4%
B/E move
1.2%

65Δ

Calls
Pseudo strike
284.05
IV
22.1%
B/E move
0.8%
Puts
Pseudo strike
292.49
IV
35.8%
B/E move
1.0%

70Δ

Calls
Pseudo strike
282.98
IV
21.8%
B/E move
0.6%
Puts
Pseudo strike
294.65
IV
37.0%
B/E move
0.8%

75Δ

Calls
Pseudo strike
282.01
IV
21.0%
B/E move
0.5%
Puts
Pseudo strike
298.11
IV
41.9%
B/E move
0.7%

80Δ

Calls
Pseudo strike
281.12
IV
19.6%
B/E move
0.4%
Puts
Pseudo strike
305.19
IV
54.4%
B/E move
0.7%