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Abivax SA American Depositary Shares ABVX

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-21T17:02:27.423Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 · 2026-10-21T17:02:06.51034935Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:02:26.463451+00:00

Share price$93.56
1D-0.5%
$93.26$93.94$94.63$95.31$96.005:30 AM6:30 AM9:00 AM1:00 PMABVX
Sold putSold call

Abivax SA American Depositary Shares options

Live interpolated ABVX call and put midpoint premiums by absolute delta.Abivax SA American Depositary Shares$0.44$2.31$4.17$6.04$7.91$85.56$89.58$93.60$97.62$101.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ABVX spot · $93.56ABVX PRICE$0.64$0.84$1.00$1.27$1.51$1.96$2.45$2.91$3.54$4.03$4.43$5.42$7.37$1.06$1.22$0.94$1.04$1.27$1.47$1.57$1.84$2.78$2.84$2.88$2.92$3.26
PutsExpensive1.29×
CallsExpensive1.06×
SkewBullish-22.16 pp
Implied moveBullish±$4.02
TiltBullish19.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ98.8584.7%6.3%86.63131.3%8.5%
25Δ97.7884.0%5.4%88.73113.2%6.5%
30Δ96.5676.9%4.3%91.1869.8%3.6%
35Δ95.9280.6%3.9%92.0362.0%2.7%
40Δ95.1478.9%3.3%92.5862.3%2.4%
45Δ94.4785.4%3.1%93.1261.2%2.0%
50Δ93.7992.1%2.9%93.6155.8%1.6%
55Δ92.9894.6%2.5%94.1755.0%1.3%
60Δ92.0999.6%2.2%94.9871.7%1.4%
65Δ91.2398.4%1.8%95.3364.8%1.1%
70Δ90.4594.0%1.4%95.6657.3%0.8%
75Δ89.23100.5%1.2%95.9949.8%0.5%
80Δ87.17120.1%1.1%96.4647.5%0.4%

20Δ

Calls
Pseudo strike
98.85
IV
84.7%
B/E move
6.3%
Puts
Pseudo strike
86.63
IV
131.3%
B/E move
8.5%

25Δ

Calls
Pseudo strike
97.78
IV
84.0%
B/E move
5.4%
Puts
Pseudo strike
88.73
IV
113.2%
B/E move
6.5%

30Δ

Calls
Pseudo strike
96.56
IV
76.9%
B/E move
4.3%
Puts
Pseudo strike
91.18
IV
69.8%
B/E move
3.6%

35Δ

Calls
Pseudo strike
95.92
IV
80.6%
B/E move
3.9%
Puts
Pseudo strike
92.03
IV
62.0%
B/E move
2.7%

40Δ

Calls
Pseudo strike
95.14
IV
78.9%
B/E move
3.3%
Puts
Pseudo strike
92.58
IV
62.3%
B/E move
2.4%

45Δ

Calls
Pseudo strike
94.47
IV
85.4%
B/E move
3.1%
Puts
Pseudo strike
93.12
IV
61.2%
B/E move
2.0%

50Δ

Calls
Pseudo strike
93.79
IV
92.1%
B/E move
2.9%
Puts
Pseudo strike
93.61
IV
55.8%
B/E move
1.6%

55Δ

Calls
Pseudo strike
92.98
IV
94.6%
B/E move
2.5%
Puts
Pseudo strike
94.17
IV
55.0%
B/E move
1.3%

60Δ

Calls
Pseudo strike
92.09
IV
99.6%
B/E move
2.2%
Puts
Pseudo strike
94.98
IV
71.7%
B/E move
1.4%

65Δ

Calls
Pseudo strike
91.23
IV
98.4%
B/E move
1.8%
Puts
Pseudo strike
95.33
IV
64.8%
B/E move
1.1%

70Δ

Calls
Pseudo strike
90.45
IV
94.0%
B/E move
1.4%
Puts
Pseudo strike
95.66
IV
57.3%
B/E move
0.8%

75Δ

Calls
Pseudo strike
89.23
IV
100.5%
B/E move
1.2%
Puts
Pseudo strike
95.99
IV
49.8%
B/E move
0.5%

80Δ

Calls
Pseudo strike
87.17
IV
120.1%
B/E move
1.1%
Puts
Pseudo strike
96.46
IV
47.5%
B/E move
0.4%

Options history

ABVX54.8275.0495.252026-07-23: 69.78%2026-07-24: 70.13%2026-07-27: 68.63%2026-07-28: 67.47%2026-07-29: 62.79%2026-07-30: 68.91%2026-07-31: 68.35%2026-08-03: 74.04%2026-08-04: 67.93%2026-08-05: 62.59%2026-08-06: 77.72%2026-08-07: 75.80%2026-08-10: 75.33%2026-08-11: 70.57%2026-08-12: 64.85%2026-08-13: 63.96%2026-08-14: 64.52%2026-08-17: 72.07%2026-08-18: 68.28%2026-08-19: 64.40%2026-08-20: 68.55%2026-08-21: 61.60%2026-08-24: 60.77%2026-08-25: 62.10%2026-08-26: 60.24%2026-08-27: 64.35%2026-08-28: 57.61%2026-08-31: 58.06%2026-09-01: 58.59%2026-09-02: 62.72%2026-09-03: 64.58%2026-09-04: 60.35%2026-09-08: 76.52%2026-09-09: 79.32%2026-09-10: 81.10%2026-09-11: 75.32%2026-09-14: 82.50%2026-09-15: 84.72%2026-09-16: 88.91%2026-09-17: 92.46%2026-09-18: 82.24%2026-09-21: 84.62%2026-09-22: 66.72%2026-09-23: 67.97%2026-09-24: 65.02%2026-09-25: 66.21%2026-09-28: 65.93%2026-09-29: 66.99%2026-09-30: 64.01%2026-10-01: 67.00%2026-10-02: 62.23%2026-10-05: 60.42%2026-10-06: 64.85%2026-10-07: 66.88%2026-10-08: 71.67%2026-10-09: 63.03%2026-10-12: 66.97%2026-10-13: 64.44%2026-10-14: 69.36%2026-10-15: 71.68%2026-10-16: 69.87%2026-10-19: 66.93%2026-10-20: 66.82%Jul 23Oct 20
Table
DateIV
69.78%
70.13%
68.63%
67.47%
62.79%
68.91%
68.35%
74.04%
67.93%
62.59%
77.72%
75.80%
75.33%
70.57%
64.85%
63.96%
64.52%
72.07%
68.28%
64.40%
68.55%
61.60%
60.77%
62.10%
60.24%
64.35%
57.61%
58.06%
58.59%
62.72%
64.58%
60.35%
76.52%
79.32%
81.10%
75.32%
82.50%
84.72%
88.91%
92.46%
82.24%
84.62%
66.72%
67.97%
65.02%
66.21%
65.93%
66.99%
64.01%
67.00%
62.23%
60.42%
64.85%
66.88%
71.67%
63.03%
66.97%
64.44%
69.36%
71.68%
69.87%
66.93%
66.82%