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Abacus FCF Leaders ETF ABFL

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Market datapartial · fetched 2026-10-22T14:50:27.476Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-22T14:28:13.262442252Z

FundamentalsAlpha Vantage · unavailable

Share price$78.91
1D-0.3%
$78.87$79.03$79.19$79.35$79.515:30 AM6:30 AM9:00 AM1:00 PMABFL
Sold putSold call

Abacus FCF Leaders ETF options

Live interpolated ABFL call and put midpoint premiums by absolute delta.Abacus FCF Leaders ETF$0.76$2.42$4.08$5.73$7.39$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEABFL PRICE$0.94$1.02$1.10$1.33$1.95$2.57$3.19$3.81$4.43$5.05$5.67$6.29$6.91
Puts——
CallsExpensive2.10×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ95.7838.5%22.6%
25Δ90.6830.6%16.2%
30Δ85.5822.8%9.8%
35Δ81.7217.4%5.3%
40Δ80.7918.2%4.9%
45Δ79.8619.0%4.5%
50Δ78.9319.7%4.1%
55Δ78.0020.5%3.7%
60Δ77.0721.3%3.3%
65Δ76.1422.0%2.9%
70Δ75.2122.8%2.5%
75Δ74.2923.6%2.1%
80Δ73.3624.3%1.7%

20Δ

Calls
Pseudo strike
95.78
IV
38.5%
B/E move
22.6%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
90.68
IV
30.6%
B/E move
16.2%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
85.58
IV
22.8%
B/E move
9.8%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
81.72
IV
17.4%
B/E move
5.3%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
80.79
IV
18.2%
B/E move
4.9%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
79.86
IV
19.0%
B/E move
4.5%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
78.93
IV
19.7%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
78.00
IV
20.5%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
77.07
IV
21.3%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
76.14
IV
22.0%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
75.21
IV
22.8%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
74.29
IV
23.6%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
73.36
IV
24.3%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

Options history

ABFL19.7426.5733.402026-10-20: 32.45%2026-10-21: 20.68%Oct 20Oct 21
Table
DateIV
32.45%
20.68%