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Abbott Laboratories ABT

i

Market dataready · fetched 2026-11-07T16:15:57.941Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:00:00.002453484Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T16:15:57.003088+00:00

Share price$109.93
1D-1.3%
AH$109.77$110.35$110.93$111.50$112.085:30 AM6:30 AM9:00 AM1:00 PM2:00 PMABT
Sold putSold callAH

Abbott Laboratories options

Live interpolated ABT call and put midpoint premiums by absolute delta.Abbott Laboratories$0.34$2.12$3.89$5.67$7.44$102.12$106.22$110.31$114.41$118.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ABT spot · $109.93ABT PRICE$0.53$0.76$1.01$1.09$1.46$1.76$1.82$2.21$2.62$2.92$3.64$5.34$6.93$0.86$1.11$1.26$1.32$1.49$1.69$1.96$2.27$2.71$3.14$3.57$3.95
Puts——
CallsCheap0.81×
Skew——
Implied moveBullish±$3.51
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ114.2934.4%4.5%
25Δ113.6236.3%4.1%106.4639.3%3.9%
30Δ113.0338.6%3.7%107.1940.2%3.5%
35Δ111.9133.3%2.8%108.1137.0%2.8%
40Δ111.4036.6%2.7%108.9432.2%2.1%
45Δ110.8338.1%2.4%109.5230.5%1.7%
50Δ110.1233.3%1.8%110.0829.3%1.4%
55Δ109.4734.3%1.6%110.5929.0%1.2%
60Δ108.8535.6%1.4%111.1329.0%1.0%
65Δ108.2634.4%1.1%111.7429.9%0.8%
70Δ107.3737.3%1.0%112.3530.1%0.7%
75Δ105.7148.1%1.0%112.9529.8%0.5%
80Δ103.9554.6%0.9%113.5128.3%0.3%

20Δ

Calls
Pseudo strike
114.29
IV
34.4%
B/E move
4.5%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
113.62
IV
36.3%
B/E move
4.1%
Puts
Pseudo strike
106.46
IV
39.3%
B/E move
3.9%

30Δ

Calls
Pseudo strike
113.03
IV
38.6%
B/E move
3.7%
Puts
Pseudo strike
107.19
IV
40.2%
B/E move
3.5%

35Δ

Calls
Pseudo strike
111.91
IV
33.3%
B/E move
2.8%
Puts
Pseudo strike
108.11
IV
37.0%
B/E move
2.8%

40Δ

Calls
Pseudo strike
111.40
IV
36.6%
B/E move
2.7%
Puts
Pseudo strike
108.94
IV
32.2%
B/E move
2.1%

45Δ

Calls
Pseudo strike
110.83
IV
38.1%
B/E move
2.4%
Puts
Pseudo strike
109.52
IV
30.5%
B/E move
1.7%

50Δ

Calls
Pseudo strike
110.12
IV
33.3%
B/E move
1.8%
Puts
Pseudo strike
110.08
IV
29.3%
B/E move
1.4%

55Δ

Calls
Pseudo strike
109.47
IV
34.3%
B/E move
1.6%
Puts
Pseudo strike
110.59
IV
29.0%
B/E move
1.2%

60Δ

Calls
Pseudo strike
108.85
IV
35.6%
B/E move
1.4%
Puts
Pseudo strike
111.13
IV
29.0%
B/E move
1.0%

65Δ

Calls
Pseudo strike
108.26
IV
34.4%
B/E move
1.1%
Puts
Pseudo strike
111.74
IV
29.9%
B/E move
0.8%

70Δ

Calls
Pseudo strike
107.37
IV
37.3%
B/E move
1.0%
Puts
Pseudo strike
112.35
IV
30.1%
B/E move
0.7%

75Δ

Calls
Pseudo strike
105.71
IV
48.1%
B/E move
1.0%
Puts
Pseudo strike
112.95
IV
29.8%
B/E move
0.5%

80Δ

Calls
Pseudo strike
103.95
IV
54.6%
B/E move
0.9%
Puts
Pseudo strike
113.51
IV
28.3%
B/E move
0.3%

Options history

IV · four-Friday blend28.06%
Daily close
ABT19.6%39.0%58.4%2026-08-10: 26.08%2026-08-11: 24.11%2026-08-12: 25.76%2026-08-13: 26.65%2026-08-14: 22.32%2026-08-17: 24.61%2026-08-18: 24.28%2026-08-19: 23.97%2026-08-20: 27.29%2026-08-21: 23.90%2026-08-24: 23.88%2026-08-25: 25.73%2026-08-26: 25.29%2026-08-27: 23.87%2026-08-28: 23.47%2026-08-31: 32.70%2026-09-01: 23.77%2026-09-02: 23.93%2026-09-03: 25.50%2026-09-04: 23.85%2026-09-08: 25.94%2026-09-09: 27.22%2026-09-10: 27.21%2026-09-11: 23.39%2026-09-14: 25.89%2026-09-15: 27.77%2026-09-16: 26.51%2026-09-17: 26.99%2026-09-18: 27.06%2026-09-21: 27.48%2026-09-22: 28.34%2026-09-23: 28.49%2026-09-24: 27.82%2026-09-25: 27.91%2026-09-28: 30.43%2026-09-29: 30.44%2026-09-30: 30.09%2026-10-01: 30.74%2026-10-02: 28.78%2026-10-05: 30.99%2026-10-06: 30.88%2026-10-07: 31.74%2026-10-08: 32.34%2026-10-09: 33.40%2026-10-12: 34.96%2026-10-13: 35.41%2026-10-14: 36.73%2026-10-15: 37.54%2026-10-16: 39.34%2026-10-19: 45.93%2026-10-20: 55.77%2026-10-21: 31.23%2026-10-22: 31.77%2026-10-23: 26.34%2026-10-26: 28.43%2026-10-27: 26.96%2026-10-28: 29.32%2026-10-29: 26.77%2026-10-30: 28.06%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
26.08%
24.11%
25.76%
26.65%
22.32%
24.61%
24.28%
23.97%
27.29%
23.90%
23.88%
25.73%
25.29%
23.87%
23.47%
32.70%
23.77%
23.93%
25.50%
23.85%
25.94%
27.22%
27.21%
23.39%
25.89%
27.77%
26.51%
26.99%
27.06%
27.48%
28.34%
28.49%
27.82%
27.91%
30.43%
30.44%
30.09%
30.74%
28.78%
30.99%
30.88%
31.74%
32.34%
33.40%
34.96%
35.41%
36.73%
37.54%
39.34%
45.93%
55.77%
31.23%
31.77%
26.34%
28.43%
26.96%
29.32%
26.77%
28.06%