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AbCellera Biologics Inc. Common Shares ABCL

i

Market dataready · fetched 2026-11-07T00:45:45.029Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-06T23:59:17.99486812Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-07T00:45:44.699963+00:00

Share price$11.87
1D+4.8%
AH$11.25$11.43$11.62$11.81$11.995:30 AM6:30 AM9:00 AM1:00 PM2:00 PMABCL
Sold putSold callAH

AbCellera Biologics Inc. Common Shares options

Live interpolated ABCL call and put midpoint premiums by absolute delta.AbCellera Biologics Inc. Common Shares$0.11$1.43$2.75$4.06$5.38$8.10$9.89$11.68$13.46$15.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ABCL spot · $11.87ABCL PRICE$0.26$0.34$0.44$0.54$0.67$0.84$1.01$1.19$1.40$1.61$1.73$1.80$1.88$0.35$0.49$0.62$0.78$0.96$1.14$1.44$1.83$2.18$2.51$2.95$3.55$5.00
PutsExpensive1.31×
CallsExpensive1.06×
SkewBearish+16.61 pp
Implied moveBearish±$2.45
TiltBearish26.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.53107.1%24.6%10.01121.1%18.6%
25Δ14.05109.0%21.2%10.40121.4%16.5%
30Δ13.64109.5%18.6%10.78121.7%14.4%
35Δ13.23109.8%16.1%11.15122.0%12.6%
40Δ12.86112.4%14.1%11.51122.4%11.1%
45Δ12.54117.9%12.8%11.87122.7%9.5%
50Δ12.22123.4%11.5%12.31128.7%8.5%
55Δ11.88127.8%10.1%12.78137.7%7.7%
60Δ11.50129.9%8.7%13.26141.2%6.7%
65Δ11.12132.1%7.3%13.73139.9%5.5%
70Δ10.84124.3%5.9%14.30141.0%4.4%
75Δ10.61112.1%4.6%15.00145.4%3.5%
80Δ10.3799.9%3.2%16.53166.0%2.9%

20Δ

Calls
Pseudo strike
14.53
IV
107.1%
B/E move
24.6%
Puts
Pseudo strike
10.01
IV
121.1%
B/E move
18.6%

25Δ

Calls
Pseudo strike
14.05
IV
109.0%
B/E move
21.2%
Puts
Pseudo strike
10.40
IV
121.4%
B/E move
16.5%

30Δ

Calls
Pseudo strike
13.64
IV
109.5%
B/E move
18.6%
Puts
Pseudo strike
10.78
IV
121.7%
B/E move
14.4%

35Δ

Calls
Pseudo strike
13.23
IV
109.8%
B/E move
16.1%
Puts
Pseudo strike
11.15
IV
122.0%
B/E move
12.6%

40Δ

Calls
Pseudo strike
12.86
IV
112.4%
B/E move
14.1%
Puts
Pseudo strike
11.51
IV
122.4%
B/E move
11.1%

45Δ

Calls
Pseudo strike
12.54
IV
117.9%
B/E move
12.8%
Puts
Pseudo strike
11.87
IV
122.7%
B/E move
9.5%

50Δ

Calls
Pseudo strike
12.22
IV
123.4%
B/E move
11.5%
Puts
Pseudo strike
12.31
IV
128.7%
B/E move
8.5%

55Δ

Calls
Pseudo strike
11.88
IV
127.8%
B/E move
10.1%
Puts
Pseudo strike
12.78
IV
137.7%
B/E move
7.7%

60Δ

Calls
Pseudo strike
11.50
IV
129.9%
B/E move
8.7%
Puts
Pseudo strike
13.26
IV
141.2%
B/E move
6.7%

65Δ

Calls
Pseudo strike
11.12
IV
132.1%
B/E move
7.3%
Puts
Pseudo strike
13.73
IV
139.9%
B/E move
5.5%

70Δ

Calls
Pseudo strike
10.84
IV
124.3%
B/E move
5.9%
Puts
Pseudo strike
14.30
IV
141.0%
B/E move
4.4%

75Δ

Calls
Pseudo strike
10.61
IV
112.1%
B/E move
4.6%
Puts
Pseudo strike
15.00
IV
145.4%
B/E move
3.5%

80Δ

Calls
Pseudo strike
10.37
IV
99.9%
B/E move
3.2%
Puts
Pseudo strike
16.53
IV
166.0%
B/E move
2.9%

Options history

IV · four-Friday blend88.70%
Daily close
ABCL73.9%96.8%119.7%2026-08-10: 93.66%2026-08-11: 86.27%2026-08-12: 91.47%2026-08-13: 89.80%2026-08-14: 87.72%2026-08-17: 100.57%2026-08-18: 92.95%2026-08-19: 99.80%2026-08-20: 116.58%2026-08-21: 88.14%2026-08-24: 85.96%2026-08-25: 91.64%2026-08-26: 88.52%2026-08-27: 88.05%2026-08-28: 84.68%2026-08-31: 90.59%2026-09-01: 83.85%2026-09-02: 82.79%2026-09-03: 83.75%2026-09-04: 82.50%2026-09-08: 87.19%2026-09-09: 82.60%2026-09-10: 82.67%2026-09-11: 87.84%2026-09-14: 89.18%2026-09-15: 85.87%2026-09-18: 89.38%2026-09-21: 87.73%2026-09-22: 88.59%2026-09-23: 85.33%2026-09-24: 84.64%2026-09-25: 88.95%2026-09-28: 92.02%2026-09-29: 93.16%2026-09-30: 92.27%2026-10-01: 87.60%2026-10-02: 82.89%2026-10-05: 81.29%2026-10-06: 78.46%2026-10-07: 82.69%2026-10-08: 80.79%2026-10-09: 78.90%2026-10-12: 84.55%2026-10-13: 86.71%2026-10-14: 83.40%2026-10-16: 83.93%2026-10-19: 83.56%2026-10-20: 82.09%2026-10-21: 77.09%2026-10-22: 82.59%2026-10-23: 81.85%2026-10-26: 79.16%2026-10-27: 84.47%2026-10-28: 83.10%2026-10-29: 86.45%2026-10-30: 88.70%Aug 10Sep 21Oct 30
56 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
93.66%
86.27%
91.47%
89.80%
87.72%
100.57%
92.95%
99.80%
116.58%
88.14%
85.96%
91.64%
88.52%
88.05%
84.68%
90.59%
83.85%
82.79%
83.75%
82.50%
87.19%
82.60%
82.67%
87.84%
89.18%
85.87%
89.38%
87.73%
88.59%
85.33%
84.64%
88.95%
92.02%
93.16%
92.27%
87.60%
82.89%
81.29%
78.46%
82.69%
80.79%
78.90%
84.55%
86.71%
83.40%
83.93%
83.56%
82.09%
77.09%
82.59%
81.85%
79.16%
84.47%
83.10%
86.45%
88.70%