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Absci Corp ABSI

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-22T06:52:38.344Z

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 · 2026-10-21T23:44:14.598487184Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T06:52:34.834498+00:00

Share price$9.92
1D+10.2%
AH$9.03$9.33$9.64$9.95$10.255:30 AM6:30 AM9:00 AM1:00 PM2:00 PMABSI
Sold putSold callAH

Absci Corp options

Live interpolated ABSI call and put midpoint premiums by absolute delta.Absci Corp$0.01$3.40$6.79$10.19$13.58$5.44$7.59$9.75$11.91$14.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ABSI spot · $9.92ABSI PRICE$0.38$0.39$0.46$0.61$0.76$0.91$1.10$1.28$1.46$1.64$1.88$2.24$2.62$0.41$0.55$0.68$0.86$1.05$1.24$1.49$1.74$2.80$3.38$4.01$12.60
PutsExpensive1.28×
CallsExpensive1.18×
SkewBearish+11.68 pp
Implied moveBearish±$2.59
TiltBearish32.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.73147.1%62.4%8.02111.3%23.2%
25Δ12.82107.9%33.1%8.45109.6%20.3%
30Δ11.9799.1%25.4%8.87107.9%17.4%
35Δ11.63104.5%23.4%9.27107.5%15.2%
40Δ11.28109.9%21.4%9.65107.6%13.3%
45Δ10.92114.8%19.3%10.03107.6%11.4%
50Δ10.51117.8%17.0%10.43107.6%9.9%
55Δ10.10120.7%14.7%10.83107.5%8.4%
60Δ9.68119.5%12.3%11.86137.9%8.6%
65Δ9.26117.0%9.9%12.57141.3%7.3%
70Δ8.81117.8%7.9%13.34142.7%5.9%
75Δ8.33123.9%6.5%21.80262.6%7.2%
80Δ7.81128.5%5.2%

20Δ

Calls
Pseudo strike
15.73
IV
147.1%
B/E move
62.4%
Puts
Pseudo strike
8.02
IV
111.3%
B/E move
23.2%

25Δ

Calls
Pseudo strike
12.82
IV
107.9%
B/E move
33.1%
Puts
Pseudo strike
8.45
IV
109.6%
B/E move
20.3%

30Δ

Calls
Pseudo strike
11.97
IV
99.1%
B/E move
25.4%
Puts
Pseudo strike
8.87
IV
107.9%
B/E move
17.4%

35Δ

Calls
Pseudo strike
11.63
IV
104.5%
B/E move
23.4%
Puts
Pseudo strike
9.27
IV
107.5%
B/E move
15.2%

40Δ

Calls
Pseudo strike
11.28
IV
109.9%
B/E move
21.4%
Puts
Pseudo strike
9.65
IV
107.6%
B/E move
13.3%

45Δ

Calls
Pseudo strike
10.92
IV
114.8%
B/E move
19.3%
Puts
Pseudo strike
10.03
IV
107.6%
B/E move
11.4%

50Δ

Calls
Pseudo strike
10.51
IV
117.8%
B/E move
17.0%
Puts
Pseudo strike
10.43
IV
107.6%
B/E move
9.9%

55Δ

Calls
Pseudo strike
10.10
IV
120.7%
B/E move
14.7%
Puts
Pseudo strike
10.83
IV
107.5%
B/E move
8.4%

60Δ

Calls
Pseudo strike
9.68
IV
119.5%
B/E move
12.3%
Puts
Pseudo strike
11.86
IV
137.9%
B/E move
8.6%

65Δ

Calls
Pseudo strike
9.26
IV
117.0%
B/E move
9.9%
Puts
Pseudo strike
12.57
IV
141.3%
B/E move
7.3%

70Δ

Calls
Pseudo strike
8.81
IV
117.8%
B/E move
7.9%
Puts
Pseudo strike
13.34
IV
142.7%
B/E move
5.9%

75Δ

Calls
Pseudo strike
8.33
IV
123.9%
B/E move
6.5%
Puts
Pseudo strike
21.80
IV
262.6%
B/E move
7.2%

80Δ

Calls
Pseudo strike
7.81
IV
128.5%
B/E move
5.2%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations