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Arbutus Biopharma Corporation Common Stock ABUS

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Market datapartial · fetched 2026-10-22T04:21:59.834Z

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 · 2026-10-21T23:53:35.471705191Z

FundamentalsAlpha Vantage · unavailable

Share price$4.18
1D-3.0%
AH$4.16$4.21$4.26$4.31$4.355:30 AM6:30 AM9:00 AM1:00 PM2:00 PMABUS
Sold putSold callAH

Arbutus Biopharma Corporation Common Stock options

Live interpolated ABUS call and put midpoint premiums by absolute delta.Arbutus Biopharma Corporation Common Stock$0.00$1.41$2.83$4.24$5.65$-0.36$1.73$3.82$5.91$8.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ABUS spot · $4.18ABUS PRICE$0.12$0.10$0.45$0.72$0.88$0.89$0.90$0.92$1.54$1.50$1.45$1.41$1.50$2.10$2.68$2.82$0.76$1.60$2.45$2.94$3.32$3.96$4.66$5.24
PutsExpensive4.14×
CallsExpensive2.89×
SkewBearish+60.03 pp
Implied moveBearish±$3.33
TiltBearish51.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.37460.2%55.3%
25Δ5.0078.2%22.6%4.20465.2%49.7%
30Δ4.6051.3%12.6%5.01468.3%44.1%
35Δ6.62217.2%69.2%5.43422.3%37.7%
40Δ8.79336.4%127.6%4.32134.9%14.8%
45Δ8.05358.4%113.4%5.07202.4%17.1%
50Δ6.94309.9%87.2%5.82269.8%19.3%
55Δ5.86262.1%61.8%6.39279.9%17.5%
60Δ4.78214.2%36.4%6.90271.8%14.5%
65Δ5.39402.3%65.8%7.64271.0%12.0%
70Δ4.76336.2%49.8%8.44268.8%9.6%
75Δ4.14270.1%33.8%9.14246.1%6.8%
80Δ3.51204.0%17.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.37
IV
460.2%
B/E move
55.3%

25Δ

Calls
Pseudo strike
5.00
IV
78.2%
B/E move
22.6%
Puts
Pseudo strike
4.20
IV
465.2%
B/E move
49.7%

30Δ

Calls
Pseudo strike
4.60
IV
51.3%
B/E move
12.6%
Puts
Pseudo strike
5.01
IV
468.3%
B/E move
44.1%

35Δ

Calls
Pseudo strike
6.62
IV
217.2%
B/E move
69.2%
Puts
Pseudo strike
5.43
IV
422.3%
B/E move
37.7%

40Δ

Calls
Pseudo strike
8.79
IV
336.4%
B/E move
127.6%
Puts
Pseudo strike
4.32
IV
134.9%
B/E move
14.8%

45Δ

Calls
Pseudo strike
8.05
IV
358.4%
B/E move
113.4%
Puts
Pseudo strike
5.07
IV
202.4%
B/E move
17.1%

50Δ

Calls
Pseudo strike
6.94
IV
309.9%
B/E move
87.2%
Puts
Pseudo strike
5.82
IV
269.8%
B/E move
19.3%

55Δ

Calls
Pseudo strike
5.86
IV
262.1%
B/E move
61.8%
Puts
Pseudo strike
6.39
IV
279.9%
B/E move
17.5%

60Δ

Calls
Pseudo strike
4.78
IV
214.2%
B/E move
36.4%
Puts
Pseudo strike
6.90
IV
271.8%
B/E move
14.5%

65Δ

Calls
Pseudo strike
5.39
IV
402.3%
B/E move
65.8%
Puts
Pseudo strike
7.64
IV
271.0%
B/E move
12.0%

70Δ

Calls
Pseudo strike
4.76
IV
336.2%
B/E move
49.8%
Puts
Pseudo strike
8.44
IV
268.8%
B/E move
9.6%

75Δ

Calls
Pseudo strike
4.14
IV
270.1%
B/E move
33.8%
Puts
Pseudo strike
9.14
IV
246.1%
B/E move
6.8%

80Δ

Calls
Pseudo strike
3.51
IV
204.0%
B/E move
17.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations