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Abivax SA American Depositary Shares ABVX

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Market datapartial · fetched 2026-11-10T22:26:49.770Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T21:02:42.328163738Z

FundamentalsAlpha Vantage · unavailable

Share price$87.54
1D-0.8%
AH$87$88$89$90$915:30 AM6:30 AM9:00 AM1:00 PM2:00 PMABVX
Sold putSold callAH

Abivax SA American Depositary Shares options

Live interpolated ABVX call and put midpoint premiums by absolute delta.Abivax SA American Depositary Shares$0.43$3.58$6.73$9.88$13.03$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEABVX PRICE$0.77$1.20$1.37$1.80$2.36$3.04$4.54$5.48$6.72$12.12$1.02$1.31$1.50$1.59$1.65$1.73$1.87$1.91
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ93.8787.6%8.1%
25Δ93.41100.7%8.1%
30Δ91.9595.0%6.6%85.0466.0%4.0%
35Δ91.09101.1%6.1%85.7068.1%3.6%
40Δ90.24110.0%5.8%86.4064.9%3.0%
45Δ89.28120.0%5.5%87.1057.3%2.3%
50Δ87.6151.2%1.8%
55Δ86.88132.8%4.4%88.0945.7%1.3%
60Δ85.49139.4%3.9%88.5042.7%1.0%
65Δ83.87149.7%3.5%88.7638.2%0.8%
70Δ
75Δ78.26214.7%3.2%
80Δ

20Δ

Calls
Pseudo strike
93.87
IV
87.6%
B/E move
8.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
93.41
IV
100.7%
B/E move
8.1%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
91.95
IV
95.0%
B/E move
6.6%
Puts
Pseudo strike
85.04
IV
66.0%
B/E move
4.0%

35Δ

Calls
Pseudo strike
91.09
IV
101.1%
B/E move
6.1%
Puts
Pseudo strike
85.70
IV
68.1%
B/E move
3.6%

40Δ

Calls
Pseudo strike
90.24
IV
110.0%
B/E move
5.8%
Puts
Pseudo strike
86.40
IV
64.9%
B/E move
3.0%

45Δ

Calls
Pseudo strike
89.28
IV
120.0%
B/E move
5.5%
Puts
Pseudo strike
87.10
IV
57.3%
B/E move
2.3%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
87.61
IV
51.2%
B/E move
1.8%

55Δ

Calls
Pseudo strike
86.88
IV
132.8%
B/E move
4.4%
Puts
Pseudo strike
88.09
IV
45.7%
B/E move
1.3%

60Δ

Calls
Pseudo strike
85.49
IV
139.4%
B/E move
3.9%
Puts
Pseudo strike
88.50
IV
42.7%
B/E move
1.0%

65Δ

Calls
Pseudo strike
83.87
IV
149.7%
B/E move
3.5%
Puts
Pseudo strike
88.76
IV
38.2%
B/E move
0.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
78.26
IV
214.7%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend62.22%
Daily close
ABVX54.7%75.3%95.8%2026-08-12: 64.87%2026-08-13: 63.36%2026-08-14: 64.52%2026-08-17: 72.06%2026-08-18: 68.27%2026-08-19: 64.46%2026-08-20: 68.76%2026-08-21: 61.72%2026-08-24: 60.67%2026-08-25: 62.24%2026-08-26: 60.22%2026-08-27: 65.22%2026-08-28: 57.58%2026-08-31: 58.07%2026-09-01: 58.42%2026-09-02: 62.42%2026-09-03: 62.77%2026-09-04: 60.49%2026-09-08: 76.48%2026-09-09: 78.90%2026-09-10: 81.26%2026-09-11: 75.50%2026-09-14: 82.43%2026-09-15: 85.34%2026-09-16: 89.46%2026-09-17: 92.99%2026-09-18: 82.47%2026-09-21: 84.80%2026-09-22: 66.72%2026-09-23: 68.15%2026-09-24: 64.25%2026-09-25: 66.93%2026-09-28: 65.18%2026-09-29: 66.99%2026-09-30: 63.98%2026-10-01: 66.53%2026-10-02: 62.77%2026-10-05: 60.94%2026-10-06: 64.40%2026-10-07: 66.94%2026-10-08: 72.04%2026-10-09: 62.69%2026-10-12: 66.94%2026-10-13: 64.52%2026-10-14: 69.43%2026-10-15: 72.65%2026-10-16: 69.87%2026-10-19: 66.32%2026-10-20: 66.81%2026-10-21: 69.40%2026-10-22: 71.42%2026-10-23: 63.34%2026-10-26: 67.56%2026-10-27: 64.19%2026-10-28: 65.68%2026-10-29: 71.59%2026-10-30: 62.22%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
64.87%
63.36%
64.52%
72.06%
68.27%
64.46%
68.76%
61.72%
60.67%
62.24%
60.22%
65.22%
57.58%
58.07%
58.42%
62.42%
62.77%
60.49%
76.48%
78.90%
81.26%
75.50%
82.43%
85.34%
89.46%
92.99%
82.47%
84.80%
66.72%
68.15%
64.25%
66.93%
65.18%
66.99%
63.98%
66.53%
62.77%
60.94%
64.40%
66.94%
72.04%
62.69%
66.94%
64.52%
69.43%
72.65%
69.87%
66.32%
66.81%
69.40%
71.42%
63.34%
67.56%
64.19%
65.68%
71.59%
62.22%