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Abcellera Biologics Inc ABCL

HEALTHCARE · BIOTECHNOLOGY
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Market dataready · fetched 2026-10-15T20:33:16.501Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:10:55.424631457Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:33:15.567370+00:00

Share price$12.68
1D+7.2%
AH$11.72$12.02$12.32$12.63$12.935:30 AM6:30 AM9:00 AM1:00 PM2:00 PMABCL
Sold putSold callAH

Abcellera Biologics Inc options

Live interpolated ABCL call and put midpoint premiums by absolute delta.Abcellera Biologics Inc$0.00$1.18$2.37$3.55$4.74$10.75$11.54$12.32$13.10$13.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $12.68OPTION PRICELive ABCL spot · $12.68ABCL PRICE$0.10$0.12$0.15$0.17$0.25$0.32$0.39$0.46$0.53$0.61$0.68$0.75$1.47$0.15$0.30$0.45$0.61$0.76$0.91$1.06$1.21$1.37$1.52$1.67$1.89$4.39
PutsExpensive2.92×
CallsExpensive1.26×
SkewBearish+109.78 pp
Implied moveBearish±$1.45
TiltBearish46.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.62137.0%8.2%12.10127.3%5.8%
25Δ13.42129.8%6.8%12.29145.8%5.5%
30Δ13.21122.5%5.4%12.47164.3%5.2%
35Δ13.01115.3%3.9%12.66182.8%4.9%
40Δ12.89117.9%3.6%12.85201.3%4.6%
45Δ12.77120.9%3.2%13.04219.8%4.3%
50Δ12.66123.8%2.9%13.23238.2%4.0%
55Δ12.54126.7%2.5%13.42256.7%3.7%
60Δ12.43129.7%2.2%13.61275.2%3.4%
65Δ12.31132.6%1.9%13.80293.7%3.1%
70Δ12.20135.5%1.5%13.99312.2%2.8%
75Δ12.08138.5%1.2%14.35269.1%1.7%
80Δ11.39264.5%1.4%16.73535.5%2.7%

20Δ

Calls
Pseudo strike
13.62
IV
137.0%
B/E move
8.2%
Puts
Pseudo strike
12.10
IV
127.3%
B/E move
5.8%

25Δ

Calls
Pseudo strike
13.42
IV
129.8%
B/E move
6.8%
Puts
Pseudo strike
12.29
IV
145.8%
B/E move
5.5%

30Δ

Calls
Pseudo strike
13.21
IV
122.5%
B/E move
5.4%
Puts
Pseudo strike
12.47
IV
164.3%
B/E move
5.2%

35Δ

Calls
Pseudo strike
13.01
IV
115.3%
B/E move
3.9%
Puts
Pseudo strike
12.66
IV
182.8%
B/E move
4.9%

40Δ

Calls
Pseudo strike
12.89
IV
117.9%
B/E move
3.6%
Puts
Pseudo strike
12.85
IV
201.3%
B/E move
4.6%

45Δ

Calls
Pseudo strike
12.77
IV
120.9%
B/E move
3.2%
Puts
Pseudo strike
13.04
IV
219.8%
B/E move
4.3%

50Δ

Calls
Pseudo strike
12.66
IV
123.8%
B/E move
2.9%
Puts
Pseudo strike
13.23
IV
238.2%
B/E move
4.0%

55Δ

Calls
Pseudo strike
12.54
IV
126.7%
B/E move
2.5%
Puts
Pseudo strike
13.42
IV
256.7%
B/E move
3.7%

60Δ

Calls
Pseudo strike
12.43
IV
129.7%
B/E move
2.2%
Puts
Pseudo strike
13.61
IV
275.2%
B/E move
3.4%

65Δ

Calls
Pseudo strike
12.31
IV
132.6%
B/E move
1.9%
Puts
Pseudo strike
13.80
IV
293.7%
B/E move
3.1%

70Δ

Calls
Pseudo strike
12.20
IV
135.5%
B/E move
1.5%
Puts
Pseudo strike
13.99
IV
312.2%
B/E move
2.8%

75Δ

Calls
Pseudo strike
12.08
IV
138.5%
B/E move
1.2%
Puts
Pseudo strike
14.35
IV
269.1%
B/E move
1.7%

80Δ

Calls
Pseudo strike
11.39
IV
264.5%
B/E move
1.4%
Puts
Pseudo strike
16.73
IV
535.5%
B/E move
2.7%