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Abcellera Biologics Inc ABCL

HEALTHCARE · BIOTECHNOLOGY
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Market dataready · fetched 2026-10-20T06:05:21.873Z

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

Calculation methodology

Options historyRecorded provider observations · delta-comparison-v1 · expiration-specific

History data

PriceAlpaca · sip · 2026-10-19T23:19:52.435038727Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:05:21.281857+00:00

Share price$11.90
1D-0.5%
AH$11.73$11.87$12.01$12.15$12.295:30 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$0.19$1.16$2.13$3.09$4.06$7.78$10.15$12.53$14.91$17.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ABCL spot · $11.90ABCL PRICE$0.30$0.97$0.91$0.85$0.79$0.91$1.10$1.29$1.49$1.70$2.13$2.70$3.68$0.68$0.60$0.60$0.73$0.92$1.11$1.34$1.59$1.88$2.30$2.72$3.17$3.78
PutsExpensive1.19×
CallsExpensive1.61×
SkewBullish-35.99 pp
Implied moveBearish±$2.44
TiltBearish6.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.2686.4%30.7%8.81170.9%31.7%
25Δ26.99261.3%135.0%10.19101.0%19.4%
30Δ22.73207.8%98.7%10.8281.1%14.1%
35Δ18.47154.3%62.4%11.2476.7%11.7%
40Δ14.21100.7%26.1%11.5878.6%10.4%
45Δ12.7387.9%14.6%11.9280.5%9.1%
50Δ12.3691.2%13.0%12.3081.6%8.0%
55Δ11.9894.4%11.5%12.6882.5%6.8%
60Δ11.5694.4%9.7%13.1083.7%5.7%
65Δ11.1594.5%8.0%13.6286.7%4.8%
70Δ10.61105.3%7.1%14.1588.7%3.9%
75Δ10.00122.4%6.7%14.7188.3%3.0%
80Δ9.02157.0%6.7%15.4389.6%2.2%

20Δ

Calls
Pseudo strike
15.26
IV
86.4%
B/E move
30.7%
Puts
Pseudo strike
8.81
IV
170.9%
B/E move
31.7%

25Δ

Calls
Pseudo strike
26.99
IV
261.3%
B/E move
135.0%
Puts
Pseudo strike
10.19
IV
101.0%
B/E move
19.4%

30Δ

Calls
Pseudo strike
22.73
IV
207.8%
B/E move
98.7%
Puts
Pseudo strike
10.82
IV
81.1%
B/E move
14.1%

35Δ

Calls
Pseudo strike
18.47
IV
154.3%
B/E move
62.4%
Puts
Pseudo strike
11.24
IV
76.7%
B/E move
11.7%

40Δ

Calls
Pseudo strike
14.21
IV
100.7%
B/E move
26.1%
Puts
Pseudo strike
11.58
IV
78.6%
B/E move
10.4%

45Δ

Calls
Pseudo strike
12.73
IV
87.9%
B/E move
14.6%
Puts
Pseudo strike
11.92
IV
80.5%
B/E move
9.1%

50Δ

Calls
Pseudo strike
12.36
IV
91.2%
B/E move
13.0%
Puts
Pseudo strike
12.30
IV
81.6%
B/E move
8.0%

55Δ

Calls
Pseudo strike
11.98
IV
94.4%
B/E move
11.5%
Puts
Pseudo strike
12.68
IV
82.5%
B/E move
6.8%

60Δ

Calls
Pseudo strike
11.56
IV
94.4%
B/E move
9.7%
Puts
Pseudo strike
13.10
IV
83.7%
B/E move
5.7%

65Δ

Calls
Pseudo strike
11.15
IV
94.5%
B/E move
8.0%
Puts
Pseudo strike
13.62
IV
86.7%
B/E move
4.8%

70Δ

Calls
Pseudo strike
10.61
IV
105.3%
B/E move
7.1%
Puts
Pseudo strike
14.15
IV
88.7%
B/E move
3.9%

75Δ

Calls
Pseudo strike
10.00
IV
122.4%
B/E move
6.7%
Puts
Pseudo strike
14.71
IV
88.3%
B/E move
3.0%

80Δ

Calls
Pseudo strike
9.02
IV
157.0%
B/E move
6.7%
Puts
Pseudo strike
15.43
IV
89.6%
B/E move
2.2%

Options history

ABCL84.9685.0585.132026-10-19T19:46:21.460000+00:00: 85.05%Oct 19Oct 19
Table
ObservationIVSkewImplied move
85.05%-161.56 pp20.51%