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Abeona Therapeutics Inc. Common Stock ABEO

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Market datapartial · fetched 2026-10-22T04:21:48.318Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T20:00:01.248413179Z

FundamentalsAlpha Vantage · unavailable

Share price$4.52
1D-2.4%
AH$4.50$4.54$4.58$4.62$4.665:30 AM6:30 AM9:00 AM1:00 PM2:00 PMABEO
Sold putSold callAH

Abeona Therapeutics Inc. Common Stock options

Live interpolated ABEO call and put midpoint premiums by absolute delta.Abeona Therapeutics Inc. Common Stock$0.03$0.79$1.54$2.29$3.04$1.04$2.84$4.64$6.44$8.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ABEO spot · $4.52ABEO PRICE$0.11$0.14$0.17$0.20$0.44$0.70$0.96$1.22$1.49$1.75$2.01$2.27$2.45$0.75$1.10$1.44$1.79$2.13$2.48$2.22$1.80$1.38$0.96$0.74$1.78$2.83
PutsExpensive2.86×
CallsExpensive3.02×
SkewBullish-18.25 pp
Implied moveBearish±$3.18
TiltBearish21.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.8690.4%32.2%3.20304.1%45.9%
25Δ5.5884.4%26.7%3.74303.2%41.6%
30Δ5.3178.5%21.2%4.28302.3%37.3%
35Δ5.0372.6%15.6%4.81301.4%33.1%
40Δ4.90115.3%17.9%5.35300.4%28.8%
45Δ4.78163.6%21.2%5.89299.5%24.6%
50Δ4.66211.9%24.4%5.83258.4%20.1%
55Δ4.54260.2%27.6%5.62206.8%15.6%
60Δ4.43308.5%30.9%5.40155.2%11.1%
65Δ4.31356.8%34.1%5.19103.5%6.5%
70Δ4.19405.2%37.3%5.1563.0%2.6%
75Δ4.08453.5%40.5%6.2091.7%2.3%
80Δ3.58446.5%33.5%7.25120.5%2.0%

20Δ

Calls
Pseudo strike
5.86
IV
90.4%
B/E move
32.2%
Puts
Pseudo strike
3.20
IV
304.1%
B/E move
45.9%

25Δ

Calls
Pseudo strike
5.58
IV
84.4%
B/E move
26.7%
Puts
Pseudo strike
3.74
IV
303.2%
B/E move
41.6%

30Δ

Calls
Pseudo strike
5.31
IV
78.5%
B/E move
21.2%
Puts
Pseudo strike
4.28
IV
302.3%
B/E move
37.3%

35Δ

Calls
Pseudo strike
5.03
IV
72.6%
B/E move
15.6%
Puts
Pseudo strike
4.81
IV
301.4%
B/E move
33.1%

40Δ

Calls
Pseudo strike
4.90
IV
115.3%
B/E move
17.9%
Puts
Pseudo strike
5.35
IV
300.4%
B/E move
28.8%

45Δ

Calls
Pseudo strike
4.78
IV
163.6%
B/E move
21.2%
Puts
Pseudo strike
5.89
IV
299.5%
B/E move
24.6%

50Δ

Calls
Pseudo strike
4.66
IV
211.9%
B/E move
24.4%
Puts
Pseudo strike
5.83
IV
258.4%
B/E move
20.1%

55Δ

Calls
Pseudo strike
4.54
IV
260.2%
B/E move
27.6%
Puts
Pseudo strike
5.62
IV
206.8%
B/E move
15.6%

60Δ

Calls
Pseudo strike
4.43
IV
308.5%
B/E move
30.9%
Puts
Pseudo strike
5.40
IV
155.2%
B/E move
11.1%

65Δ

Calls
Pseudo strike
4.31
IV
356.8%
B/E move
34.1%
Puts
Pseudo strike
5.19
IV
103.5%
B/E move
6.5%

70Δ

Calls
Pseudo strike
4.19
IV
405.2%
B/E move
37.3%
Puts
Pseudo strike
5.15
IV
63.0%
B/E move
2.6%

75Δ

Calls
Pseudo strike
4.08
IV
453.5%
B/E move
40.5%
Puts
Pseudo strike
6.20
IV
91.7%
B/E move
2.3%

80Δ

Calls
Pseudo strike
3.58
IV
446.5%
B/E move
33.5%
Puts
Pseudo strike
7.25
IV
120.5%
B/E move
2.0%

Options history

No recorded observations