IntraAlpha
Create free account Start free

Abbott Laboratories ABT

i

Market datapartial · fetched 2026-11-08T00:12:59.325Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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

FundamentalsAlpha Vantage · unavailable

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$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEABT PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

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%