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Abacus FCF Leaders ETF ABFL

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Market datapartial · fetched 2026-10-22T21:17:26.532Z

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 · 2026-10-22T20:10:00.238068362Z

FundamentalsAlpha Vantage · unavailable

Share price$78.96
1D-0.2%
AH$78.61$78.84$79.07$79.30$79.535:30 AM6:30 AM9:00 AM1:00 PM2:00 PMABFL
Sold putSold callAH

Abacus FCF Leaders ETF options

Live interpolated ABFL call and put midpoint premiums by absolute delta.Abacus FCF Leaders ETF$0.56$1.65$2.74$3.83$4.93$74.00$76.56$79.12$81.69$84.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ABFL spot · $78.96ABFL PRICE$0.68$0.71$0.81$0.91$1.02$1.17$1.37$1.66$2.11$2.48$2.77$3.73$4.61$0.80$0.88$0.94$1.02$1.14$1.28$1.44$1.62$1.82$2.06$2.31$2.63$2.96
PutsExpensive1.38×
CallsExpensive1.82×
SkewBullish-1.46 pp
Implied moveBearish±$2.81
TiltBullish7.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ84.9928.2%8.5%73.9330.8%7.4%
25Δ82.8322.2%5.8%75.6425.7%5.3%
30Δ81.7319.7%4.5%76.8821.6%3.8%
35Δ80.9218.0%3.6%77.7119.0%2.9%
40Δ80.3016.6%3.0%78.3217.5%2.3%
45Δ79.7715.9%2.5%78.8216.4%1.8%
50Δ79.3015.8%2.2%79.2715.7%1.4%
55Δ78.8116.3%1.9%79.6915.2%1.1%
60Δ78.2618.0%1.8%80.1114.7%0.8%
65Δ77.7418.5%1.6%80.5214.4%0.6%
70Δ77.2218.0%1.3%80.9414.1%0.4%
75Δ76.1921.2%1.2%81.3913.7%0.3%
80Δ75.1722.8%1.0%81.8413.4%0.1%

20Δ

Calls
Pseudo strike
84.99
IV
28.2%
B/E move
8.5%
Puts
Pseudo strike
73.93
IV
30.8%
B/E move
7.4%

25Δ

Calls
Pseudo strike
82.83
IV
22.2%
B/E move
5.8%
Puts
Pseudo strike
75.64
IV
25.7%
B/E move
5.3%

30Δ

Calls
Pseudo strike
81.73
IV
19.7%
B/E move
4.5%
Puts
Pseudo strike
76.88
IV
21.6%
B/E move
3.8%

35Δ

Calls
Pseudo strike
80.92
IV
18.0%
B/E move
3.6%
Puts
Pseudo strike
77.71
IV
19.0%
B/E move
2.9%

40Δ

Calls
Pseudo strike
80.30
IV
16.6%
B/E move
3.0%
Puts
Pseudo strike
78.32
IV
17.5%
B/E move
2.3%

45Δ

Calls
Pseudo strike
79.77
IV
15.9%
B/E move
2.5%
Puts
Pseudo strike
78.82
IV
16.4%
B/E move
1.8%

50Δ

Calls
Pseudo strike
79.30
IV
15.8%
B/E move
2.2%
Puts
Pseudo strike
79.27
IV
15.7%
B/E move
1.4%

55Δ

Calls
Pseudo strike
78.81
IV
16.3%
B/E move
1.9%
Puts
Pseudo strike
79.69
IV
15.2%
B/E move
1.1%

60Δ

Calls
Pseudo strike
78.26
IV
18.0%
B/E move
1.8%
Puts
Pseudo strike
80.11
IV
14.7%
B/E move
0.8%

65Δ

Calls
Pseudo strike
77.74
IV
18.5%
B/E move
1.6%
Puts
Pseudo strike
80.52
IV
14.4%
B/E move
0.6%

70Δ

Calls
Pseudo strike
77.22
IV
18.0%
B/E move
1.3%
Puts
Pseudo strike
80.94
IV
14.1%
B/E move
0.4%

75Δ

Calls
Pseudo strike
76.19
IV
21.2%
B/E move
1.2%
Puts
Pseudo strike
81.39
IV
13.7%
B/E move
0.3%

80Δ

Calls
Pseudo strike
75.17
IV
22.8%
B/E move
1.0%
Puts
Pseudo strike
81.84
IV
13.4%
B/E move
0.1%

Options history

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