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Abacus FCF Leaders ETF ABFL

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Market datapartial · fetched 2026-11-11T15:53:07.606Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T15:48:28.108296953Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:53:06.434896+00:00

Share price$77.32
1D+0.6%
$76.84$76.97$77.10$77.23$77.365:30 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$0.72$0.97$1.22$1.47$1.72$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEABFL PRICE$0.74$0.82$0.89$0.96$1.03$1.10$1.18$1.25$1.32$1.39$1.47$1.54$1.65
Puts——
CallsExpensive2.58×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ88.6374.9%15.6%
25Δ87.5669.8%14.3%
30Δ86.5064.7%13.0%
35Δ85.4359.6%11.7%
40Δ84.3654.5%10.4%
45Δ83.3049.4%9.2%
50Δ82.2344.3%7.9%
55Δ81.1739.2%6.6%
60Δ80.1034.1%5.3%
65Δ79.0328.9%4.0%
70Δ77.9723.8%2.7%
75Δ76.9018.7%1.4%
80Δ75.9414.4%0.4%

20Δ

Calls
Pseudo strike
88.63
IV
74.9%
B/E move
15.6%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
87.56
IV
69.8%
B/E move
14.3%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
86.50
IV
64.7%
B/E move
13.0%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
85.43
IV
59.6%
B/E move
11.7%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
84.36
IV
54.5%
B/E move
10.4%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
83.30
IV
49.4%
B/E move
9.2%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
82.23
IV
44.3%
B/E move
7.9%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
81.17
IV
39.2%
B/E move
6.6%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
80.10
IV
34.1%
B/E move
5.3%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
79.03
IV
28.9%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
77.97
IV
23.8%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
76.90
IV
18.7%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
75.94
IV
14.4%
B/E move
0.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend18.39%
Daily close
ABFL14.4%19.4%24.4%2026-08-13: 16.84%2026-08-14: 17.55%2026-08-17: 19.13%2026-08-18: 20.12%2026-08-19: 21.43%2026-08-20: 23.30%2026-08-21: 15.90%2026-08-24: 16.32%2026-08-25: 16.09%2026-08-26: 15.88%2026-08-27: 15.77%2026-08-28: 15.43%2026-08-31: 15.80%2026-09-01: 16.10%2026-09-02: 16.01%2026-09-03: 15.49%2026-09-04: 15.79%2026-09-08: 16.83%2026-09-09: 17.33%2026-09-10: 18.36%2026-09-11: 17.63%2026-09-14: 19.50%2026-09-15: 20.90%2026-09-16: 21.67%2026-09-17: 23.67%2026-09-18: 15.45%2026-09-21: 15.05%2026-09-22: 15.33%2026-09-23: 15.23%2026-09-24: 15.52%2026-09-25: 15.41%2026-09-28: 15.56%2026-09-29: 15.69%2026-09-30: 16.09%2026-10-01: 16.08%2026-10-02: 15.68%2026-10-05: 15.72%2026-10-06: 15.73%2026-10-07: 15.85%2026-10-08: 16.28%2026-10-09: 15.88%2026-10-12: 17.51%2026-10-13: 17.76%2026-10-15: 22.77%2026-10-16: 16.37%2026-10-19: 16.14%2026-10-20: 16.06%2026-10-21: 15.90%2026-10-22: 16.76%2026-10-23: 17.22%2026-10-26: 16.50%2026-10-27: 16.24%2026-10-28: 16.12%2026-10-29: 16.03%2026-10-30: 18.39%Aug 13Sep 22Oct 30
55 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
16.84%
17.55%
19.13%
20.12%
21.43%
23.30%
15.90%
16.32%
16.09%
15.88%
15.77%
15.43%
15.80%
16.10%
16.01%
15.49%
15.79%
16.83%
17.33%
18.36%
17.63%
19.50%
20.90%
21.67%
23.67%
15.45%
15.05%
15.33%
15.23%
15.52%
15.41%
15.56%
15.69%
16.09%
16.08%
15.68%
15.72%
15.73%
15.85%
16.28%
15.88%
17.51%
17.76%
22.77%
16.37%
16.14%
16.06%
15.90%
16.76%
17.22%
16.50%
16.24%
16.12%
16.03%
18.39%