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Absci Corporation Common Stock ABSI

i

Market dataready · fetched 2026-11-11T15:39:34.970Z

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 · 2026-11-11T15:39:06.18309336Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-11T15:39:34.472108+00:00

Share price$10.03
1D-3.8%
$9.85$10.02$10.20$10.37$10.545:30 AM6:30 AM9:00 AM1:00 PMABSI
Sold putSold call

Absci Corporation Common Stock options

Live interpolated ABSI call and put midpoint premiums by absolute delta.Absci Corporation Common Stock$0.18$0.62$1.07$1.51$1.95$7.32$8.69$10.06$11.42$12.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ABSI spot · $10.03ABSI PRICE$0.23$0.30$0.39$0.48$0.56$0.62$0.68$0.76$1.01$1.27$1.52$1.69$1.82$0.30$0.40$0.51$0.61$0.72$0.80$0.88$0.97$1.05$1.13$1.26$1.43
Puts——
CallsFair1.00×
Skew——
Implied moveBearish±$1.48
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.47141.3%26.6%
25Δ11.99143.5%22.6%9.05113.0%12.8%
30Δ11.63144.1%19.9%9.28114.5%11.5%
35Δ11.27144.8%17.2%9.51115.9%10.2%
40Δ10.92142.7%14.5%9.75117.3%8.9%
45Δ10.60132.2%11.9%9.98118.8%7.6%
50Δ10.28121.8%9.2%10.17113.5%6.6%
55Δ9.96114.4%6.9%10.35107.7%5.6%
60Δ9.66129.6%6.4%10.54101.8%4.6%
65Δ9.36144.8%6.0%10.7295.9%3.6%
70Δ9.06159.9%5.5%10.9090.0%2.6%
75Δ8.80153.7%4.5%11.1084.6%1.8%
80Δ8.55141.7%3.4%11.3279.6%1.4%

20Δ

Calls
Pseudo strike
12.47
IV
141.3%
B/E move
26.6%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
11.99
IV
143.5%
B/E move
22.6%
Puts
Pseudo strike
9.05
IV
113.0%
B/E move
12.8%

30Δ

Calls
Pseudo strike
11.63
IV
144.1%
B/E move
19.9%
Puts
Pseudo strike
9.28
IV
114.5%
B/E move
11.5%

35Δ

Calls
Pseudo strike
11.27
IV
144.8%
B/E move
17.2%
Puts
Pseudo strike
9.51
IV
115.9%
B/E move
10.2%

40Δ

Calls
Pseudo strike
10.92
IV
142.7%
B/E move
14.5%
Puts
Pseudo strike
9.75
IV
117.3%
B/E move
8.9%

45Δ

Calls
Pseudo strike
10.60
IV
132.2%
B/E move
11.9%
Puts
Pseudo strike
9.98
IV
118.8%
B/E move
7.6%

50Δ

Calls
Pseudo strike
10.28
IV
121.8%
B/E move
9.2%
Puts
Pseudo strike
10.17
IV
113.5%
B/E move
6.6%

55Δ

Calls
Pseudo strike
9.96
IV
114.4%
B/E move
6.9%
Puts
Pseudo strike
10.35
IV
107.7%
B/E move
5.6%

60Δ

Calls
Pseudo strike
9.66
IV
129.6%
B/E move
6.4%
Puts
Pseudo strike
10.54
IV
101.8%
B/E move
4.6%

65Δ

Calls
Pseudo strike
9.36
IV
144.8%
B/E move
6.0%
Puts
Pseudo strike
10.72
IV
95.9%
B/E move
3.6%

70Δ

Calls
Pseudo strike
9.06
IV
159.9%
B/E move
5.5%
Puts
Pseudo strike
10.90
IV
90.0%
B/E move
2.6%

75Δ

Calls
Pseudo strike
8.80
IV
153.7%
B/E move
4.5%
Puts
Pseudo strike
11.10
IV
84.6%
B/E move
1.8%

80Δ

Calls
Pseudo strike
8.55
IV
141.7%
B/E move
3.4%
Puts
Pseudo strike
11.32
IV
79.6%
B/E move
1.4%

Options history

IV · four-Friday blend140.83%
Daily close
ABSI89.0%145.4%201.8%2026-08-13: 113.89%2026-08-14: 109.25%2026-08-17: 125.54%2026-08-18: 115.28%2026-08-19: 120.29%2026-08-20: 194.00%2026-08-21: 109.58%2026-08-24: 112.32%2026-08-25: 110.89%2026-08-26: 106.32%2026-08-27: 104.34%2026-08-28: 107.76%2026-08-31: 108.60%2026-09-01: 107.69%2026-09-02: 109.61%2026-09-03: 160.53%2026-09-04: 101.58%2026-09-08: 115.29%2026-09-09: 113.98%2026-09-10: 113.06%2026-09-11: 111.31%2026-09-14: 125.19%2026-09-15: 125.68%2026-09-16: 115.44%2026-09-17: 191.33%2026-09-18: 96.80%2026-09-21: 100.58%2026-09-22: 100.47%2026-09-23: 112.32%2026-09-24: 102.80%2026-09-25: 97.42%2026-09-28: 101.36%2026-09-29: 101.94%2026-09-30: 100.36%2026-10-01: 100.39%2026-10-02: 98.05%2026-10-05: 103.80%2026-10-06: 99.67%2026-10-07: 107.74%2026-10-08: 108.44%2026-10-09: 116.91%2026-10-12: 111.79%2026-10-13: 112.91%2026-10-14: 126.15%2026-10-16: 119.97%2026-10-19: 120.26%2026-10-20: 147.97%2026-10-21: 136.92%2026-10-22: 137.70%2026-10-23: 137.94%2026-10-26: 135.90%2026-10-27: 148.56%2026-10-28: 141.94%2026-10-29: 140.08%2026-10-30: 140.83%Aug 13Sep 22Oct 30
55 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
113.89%
109.25%
125.54%
115.28%
120.29%
194.00%
109.58%
112.32%
110.89%
106.32%
104.34%
107.76%
108.60%
107.69%
109.61%
160.53%
101.58%
115.29%
113.98%
113.06%
111.31%
125.19%
125.68%
115.44%
191.33%
96.80%
100.58%
100.47%
112.32%
102.80%
97.42%
101.36%
101.94%
100.36%
100.39%
98.05%
103.80%
99.67%
107.74%
108.44%
116.91%
111.79%
112.91%
126.15%
119.97%
120.26%
147.97%
136.92%
137.70%
137.94%
135.90%
148.56%
141.94%
140.08%
140.83%