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Abbott Laboratories ABT

HEALTHCARE · MEDICAL DEVICES
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Market dataready · fetched 2026-10-15T21:03:00.036Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:10:00.002284841Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T21:02:59.203195+00:00

Share price$104.68
1D-0.1%
AH$103.71$104.18$104.66$105.13$105.615:30 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$0.14$0.70$1.25$1.81$2.37$101.69$103.27$104.86$106.44$108.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $104.68OPTION PRICELive ABT spot · $104.68ABT PRICE$0.83$0.27$0.35$0.42$0.50$0.60$0.76$0.92$1.08$1.28$1.61$1.93$2.21$0.20$0.25$0.30$0.38$0.48$0.58$0.68$0.78$0.91$1.05$1.19$1.33$1.47
PutsCheap0.66×
CallsCheap0.89×
SkewBullish-15.79 pp
Implied moveBullish±$1.45
TiltBullish14.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ113.03157.4%8.8%103.1732.7%1.6%
25Δ105.9432.8%1.5%103.5130.7%1.4%
30Δ105.6832.5%1.3%103.8528.8%1.1%
35Δ105.4332.2%1.1%104.1128.2%0.9%
40Δ105.1731.9%0.9%104.3128.6%0.8%
45Δ104.9232.1%0.8%104.5129.1%0.7%
50Δ104.6733.5%0.7%104.7129.5%0.6%
55Δ104.4334.8%0.6%104.9229.9%0.5%
60Δ104.1836.1%0.6%105.1329.8%0.4%
65Δ103.9037.8%0.5%105.3429.3%0.4%
70Δ103.5140.4%0.4%105.5628.8%0.3%
75Δ103.1243.0%0.3%105.7728.3%0.2%
80Δ102.7642.2%0.3%105.9927.8%0.2%

20Δ

Calls
Pseudo strike
113.03
IV
157.4%
B/E move
8.8%
Puts
Pseudo strike
103.17
IV
32.7%
B/E move
1.6%

25Δ

Calls
Pseudo strike
105.94
IV
32.8%
B/E move
1.5%
Puts
Pseudo strike
103.51
IV
30.7%
B/E move
1.4%

30Δ

Calls
Pseudo strike
105.68
IV
32.5%
B/E move
1.3%
Puts
Pseudo strike
103.85
IV
28.8%
B/E move
1.1%

35Δ

Calls
Pseudo strike
105.43
IV
32.2%
B/E move
1.1%
Puts
Pseudo strike
104.11
IV
28.2%
B/E move
0.9%

40Δ

Calls
Pseudo strike
105.17
IV
31.9%
B/E move
0.9%
Puts
Pseudo strike
104.31
IV
28.6%
B/E move
0.8%

45Δ

Calls
Pseudo strike
104.92
IV
32.1%
B/E move
0.8%
Puts
Pseudo strike
104.51
IV
29.1%
B/E move
0.7%

50Δ

Calls
Pseudo strike
104.67
IV
33.5%
B/E move
0.7%
Puts
Pseudo strike
104.71
IV
29.5%
B/E move
0.6%

55Δ

Calls
Pseudo strike
104.43
IV
34.8%
B/E move
0.6%
Puts
Pseudo strike
104.92
IV
29.9%
B/E move
0.5%

60Δ

Calls
Pseudo strike
104.18
IV
36.1%
B/E move
0.6%
Puts
Pseudo strike
105.13
IV
29.8%
B/E move
0.4%

65Δ

Calls
Pseudo strike
103.90
IV
37.8%
B/E move
0.5%
Puts
Pseudo strike
105.34
IV
29.3%
B/E move
0.4%

70Δ

Calls
Pseudo strike
103.51
IV
40.4%
B/E move
0.4%
Puts
Pseudo strike
105.56
IV
28.8%
B/E move
0.3%

75Δ

Calls
Pseudo strike
103.12
IV
43.0%
B/E move
0.3%
Puts
Pseudo strike
105.77
IV
28.3%
B/E move
0.2%

80Δ

Calls
Pseudo strike
102.76
IV
42.2%
B/E move
0.3%
Puts
Pseudo strike
105.99
IV
27.8%
B/E move
0.2%