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Abeona Therapeutics Inc. Common Stock ABEO

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Market datapartial · fetched 2026-10-22T08:07:10.527Z

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 · 2026-10-22T08:02:06.576888018Z

FundamentalsAlpha Vantage · unavailable

Share price$4.10
1D
Price history unavailable.

Abeona Therapeutics Inc. Common Stock options

Live interpolated ABEO call and put midpoint premiums by absolute delta.Abeona Therapeutics Inc. Common Stock$0.06$0.71$1.37$2.02$2.68$0.12$2.21$4.30$6.38$8.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ABEO spot · $4.10ABEO PRICE$0.13$0.16$0.20$0.41$0.64$0.87$1.09$1.32$1.54$1.77$2.00$2.22$2.45$0.63$0.83$1.11$1.38$1.66$1.94$2.21$2.49
PutsExpensive3.35×
CallsExpensive4.51×
SkewBullish-33.57 pp
Implied moveBearish±$3.31
TiltBullish9.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.73112.0%42.9%2.87305.7%45.3%
25Δ5.37107.7%35.0%3.32278.3%39.3%
30Δ5.02103.3%27.2%3.75274.8%35.5%
35Δ4.90148.9%29.7%4.18271.3%31.8%
40Δ4.80197.1%32.8%4.61267.7%28.0%
45Δ4.70245.2%35.9%5.04264.2%24.2%
50Δ4.60293.3%38.9%5.48260.6%20.4%
55Δ4.50341.5%42.0%5.91257.1%16.7%
60Δ4.40389.6%45.0%
65Δ4.30437.7%48.1%
70Δ4.20485.9%51.2%
75Δ4.10534.0%54.2%
80Δ4.00582.2%57.3%

20Δ

Calls
Pseudo strike
5.73
IV
112.0%
B/E move
42.9%
Puts
Pseudo strike
2.87
IV
305.7%
B/E move
45.3%

25Δ

Calls
Pseudo strike
5.37
IV
107.7%
B/E move
35.0%
Puts
Pseudo strike
3.32
IV
278.3%
B/E move
39.3%

30Δ

Calls
Pseudo strike
5.02
IV
103.3%
B/E move
27.2%
Puts
Pseudo strike
3.75
IV
274.8%
B/E move
35.5%

35Δ

Calls
Pseudo strike
4.90
IV
148.9%
B/E move
29.7%
Puts
Pseudo strike
4.18
IV
271.3%
B/E move
31.8%

40Δ

Calls
Pseudo strike
4.80
IV
197.1%
B/E move
32.8%
Puts
Pseudo strike
4.61
IV
267.7%
B/E move
28.0%

45Δ

Calls
Pseudo strike
4.70
IV
245.2%
B/E move
35.9%
Puts
Pseudo strike
5.04
IV
264.2%
B/E move
24.2%

50Δ

Calls
Pseudo strike
4.60
IV
293.3%
B/E move
38.9%
Puts
Pseudo strike
5.48
IV
260.6%
B/E move
20.4%

55Δ

Calls
Pseudo strike
4.50
IV
341.5%
B/E move
42.0%
Puts
Pseudo strike
5.91
IV
257.1%
B/E move
16.7%

60Δ

Calls
Pseudo strike
4.40
IV
389.6%
B/E move
45.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
4.30
IV
437.7%
B/E move
48.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
4.20
IV
485.9%
B/E move
51.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
4.10
IV
534.0%
B/E move
54.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
4.00
IV
582.2%
B/E move
57.3%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations