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Arbutus Biopharma Corp ABUS

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-22T08:08:44.550Z

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 · ready · quarter 2026-06-30 · fetched 2026-10-22T08:08:42.103737+00:00

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 Corp options

Live interpolated ABUS call and put midpoint premiums by absolute delta.Arbutus Biopharma Corp$0.00$1.42$2.83$4.25$5.67$-0.36$1.73$3.82$5.92$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$5.26
PutsExpensive4.14×
CallsExpensive2.89×
SkewBearish+59.98 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
20Δ3.37460.9%55.3%
25Δ5.0078.5%22.6%4.20465.5%49.7%
30Δ4.6051.4%12.6%5.01468.4%44.1%
35Δ6.62217.8%69.3%5.43423.3%37.7%
40Δ8.79337.3%127.7%4.32135.2%14.8%
45Δ8.05359.3%113.4%5.07202.8%17.1%
50Δ6.94310.8%87.2%5.82270.5%19.3%
55Δ5.86262.8%61.8%6.39280.7%17.5%
60Δ4.78214.8%36.4%6.90272.5%14.5%
65Δ5.39403.4%65.8%7.64271.7%12.0%
70Δ4.76337.1%49.8%8.44269.5%9.6%
75Δ4.14270.8%33.8%9.15247.2%6.8%
80Δ3.51204.5%17.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.37
IV
460.9%
B/E move
55.3%

25Δ

Calls
Pseudo strike
5.00
IV
78.5%
B/E move
22.6%
Puts
Pseudo strike
4.20
IV
465.5%
B/E move
49.7%

30Δ

Calls
Pseudo strike
4.60
IV
51.4%
B/E move
12.6%
Puts
Pseudo strike
5.01
IV
468.4%
B/E move
44.1%

35Δ

Calls
Pseudo strike
6.62
IV
217.8%
B/E move
69.3%
Puts
Pseudo strike
5.43
IV
423.3%
B/E move
37.7%

40Δ

Calls
Pseudo strike
8.79
IV
337.3%
B/E move
127.7%
Puts
Pseudo strike
4.32
IV
135.2%
B/E move
14.8%

45Δ

Calls
Pseudo strike
8.05
IV
359.3%
B/E move
113.4%
Puts
Pseudo strike
5.07
IV
202.8%
B/E move
17.1%

50Δ

Calls
Pseudo strike
6.94
IV
310.8%
B/E move
87.2%
Puts
Pseudo strike
5.82
IV
270.5%
B/E move
19.3%

55Δ

Calls
Pseudo strike
5.86
IV
262.8%
B/E move
61.8%
Puts
Pseudo strike
6.39
IV
280.7%
B/E move
17.5%

60Δ

Calls
Pseudo strike
4.78
IV
214.8%
B/E move
36.4%
Puts
Pseudo strike
6.90
IV
272.5%
B/E move
14.5%

65Δ

Calls
Pseudo strike
5.39
IV
403.4%
B/E move
65.8%
Puts
Pseudo strike
7.64
IV
271.7%
B/E move
12.0%

70Δ

Calls
Pseudo strike
4.76
IV
337.1%
B/E move
49.8%
Puts
Pseudo strike
8.44
IV
269.5%
B/E move
9.6%

75Δ

Calls
Pseudo strike
4.14
IV
270.8%
B/E move
33.8%
Puts
Pseudo strike
9.15
IV
247.2%
B/E move
6.8%

80Δ

Calls
Pseudo strike
3.51
IV
204.5%
B/E move
17.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations