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Arbutus Biopharma Corporation Common Stock ABUS

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-11T14:03:31.151Z

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 · 2026-11-11T09:54:13.071746197Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-11T14:02:27.412849+00:00

Share price$3.82
1D
Price history unavailable.

Arbutus Biopharma Corporation Common Stock options

Live interpolated ABUS call and put midpoint premiums by absolute delta.Arbutus Biopharma Corporation Common Stock$0.02$1.16$2.30$3.44$4.59$-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 unavailable: no unambiguous, price-consistent delta bracketC —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 unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEABUS PRICE$1.19$1.35$1.53$0.14$3.01$3.11$3.20$3.30$4.26
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
30Δ3.54108.3%11.1%
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ6.22488.5%15.8%
65Δ6.43452.0%12.9%
70Δ3.37420.2%19.3%6.64415.5%10.1%
75Δ3.05426.2%15.1%6.85378.9%7.2%
80Δ2.72425.7%11.2%7.88391.9%5.1%

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
3.54
IV
108.3%
B/E move
11.1%

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
6.22
IV
488.5%
B/E move
15.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.43
IV
452.0%
B/E move
12.9%

70Δ

Calls
Pseudo strike
3.37
IV
420.2%
B/E move
19.3%
Puts
Pseudo strike
6.64
IV
415.5%
B/E move
10.1%

75Δ

Calls
Pseudo strike
3.05
IV
426.2%
B/E move
15.1%
Puts
Pseudo strike
6.85
IV
378.9%
B/E move
7.2%

80Δ

Calls
Pseudo strike
2.72
IV
425.7%
B/E move
11.2%
Puts
Pseudo strike
7.88
IV
391.9%
B/E move
5.1%

Options history

IV · four-Friday blend251.83%
Daily close
ABUS42.2%216.7%391.2%2026-08-19: 77.72%2026-08-21: 66.29%2026-08-24: 159.76%2026-08-25: 115.60%2026-08-26: 143.09%2026-08-27: 98.27%2026-08-28: 131.48%2026-08-31: 128.65%2026-09-01: 159.93%2026-09-02: 144.71%2026-09-03: 163.05%2026-09-04: 180.24%2026-09-08: 194.02%2026-09-11: 175.83%2026-09-14: 231.11%2026-09-15: 196.36%2026-09-16: 170.73%2026-09-18: 115.65%2026-09-21: 96.75%2026-09-22: 97.15%2026-09-23: 134.34%2026-09-24: 91.39%2026-09-25: 113.20%2026-09-29: 149.02%2026-10-07: 215.71%2026-10-08: 163.52%2026-10-09: 195.23%2026-10-12: 367.14%2026-10-13: 174.66%2026-10-16: 125.49%2026-10-19: 217.46%2026-10-20: 227.48%2026-10-21: 177.19%2026-10-22: 150.27%2026-10-23: 208.31%2026-10-26: 212.73%2026-10-27: 141.51%2026-10-28: 208.58%2026-10-29: 128.16%2026-10-30: 251.83%Aug 19Sep 22Oct 30
40 observations2026-08-19 — 2026-10-30
Table
DateIV (%)
77.72%
66.29%
159.76%
115.60%
143.09%
98.27%
131.48%
128.65%
159.93%
144.71%
163.05%
180.24%
194.02%
175.83%
231.11%
196.36%
170.73%
115.65%
96.75%
97.15%
134.34%
91.39%
113.20%
149.02%
215.71%
163.52%
195.23%
367.14%
174.66%
125.49%
217.46%
227.48%
177.19%
150.27%
208.31%
212.73%
141.51%
208.58%
128.16%
251.83%