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Abivax SA American Depositary Shares ABVX

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-21T17:52:14.913Z

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

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 · 2026-10-21T17:49:05.129110383Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:52:14.146157+00:00

Share price$93.58
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$0.46$2.09$3.71$5.34$6.96$85.59$89.55$93.51$97.47$101.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ABVX spot · $93.58ABVX PRICE$0.64$0.84$0.99$1.27$1.50$1.94$2.43$2.95$3.47$3.93$4.37$5.09$6.49$0.71$1.22$0.90$1.14$1.33$1.48$1.58$1.90$2.80$2.84$2.89$2.96$3.31
PutsExpensive1.29×
CallsFair1.03×
SkewBullish-22.18 pp
Implied moveBullish±$4.00
TiltBullish17.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ98.8584.4%6.3%88.4292.4%6.3%
25Δ97.8184.1%5.4%88.76113.2%6.5%
30Δ96.5776.5%4.3%91.3565.6%3.3%
35Δ95.9480.2%3.9%91.9267.8%3.0%
40Δ95.1678.6%3.3%92.5565.3%2.5%
45Δ94.4984.3%3.0%93.1461.4%2.0%
50Δ93.8091.2%2.8%93.6456.0%1.6%
55Δ93.0095.8%2.5%94.2256.6%1.3%
60Δ92.1497.4%2.2%95.0172.4%1.5%
65Δ91.3096.0%1.8%95.3564.9%1.1%
70Δ90.5192.7%1.4%95.6957.3%0.8%
75Δ89.5193.8%1.1%96.0550.3%0.5%
80Δ87.95104.7%0.9%96.5448.2%0.4%

20Δ

Calls
Pseudo strike
98.85
IV
84.4%
B/E move
6.3%
Puts
Pseudo strike
88.42
IV
92.4%
B/E move
6.3%

25Δ

Calls
Pseudo strike
97.81
IV
84.1%
B/E move
5.4%
Puts
Pseudo strike
88.76
IV
113.2%
B/E move
6.5%

30Δ

Calls
Pseudo strike
96.57
IV
76.5%
B/E move
4.3%
Puts
Pseudo strike
91.35
IV
65.6%
B/E move
3.3%

35Δ

Calls
Pseudo strike
95.94
IV
80.2%
B/E move
3.9%
Puts
Pseudo strike
91.92
IV
67.8%
B/E move
3.0%

40Δ

Calls
Pseudo strike
95.16
IV
78.6%
B/E move
3.3%
Puts
Pseudo strike
92.55
IV
65.3%
B/E move
2.5%

45Δ

Calls
Pseudo strike
94.49
IV
84.3%
B/E move
3.0%
Puts
Pseudo strike
93.14
IV
61.4%
B/E move
2.0%

50Δ

Calls
Pseudo strike
93.80
IV
91.2%
B/E move
2.8%
Puts
Pseudo strike
93.64
IV
56.0%
B/E move
1.6%

55Δ

Calls
Pseudo strike
93.00
IV
95.8%
B/E move
2.5%
Puts
Pseudo strike
94.22
IV
56.6%
B/E move
1.3%

60Δ

Calls
Pseudo strike
92.14
IV
97.4%
B/E move
2.2%
Puts
Pseudo strike
95.01
IV
72.4%
B/E move
1.5%

65Δ

Calls
Pseudo strike
91.30
IV
96.0%
B/E move
1.8%
Puts
Pseudo strike
95.35
IV
64.9%
B/E move
1.1%

70Δ

Calls
Pseudo strike
90.51
IV
92.7%
B/E move
1.4%
Puts
Pseudo strike
95.69
IV
57.3%
B/E move
0.8%

75Δ

Calls
Pseudo strike
89.51
IV
93.8%
B/E move
1.1%
Puts
Pseudo strike
96.05
IV
50.3%
B/E move
0.5%

80Δ

Calls
Pseudo strike
87.95
IV
104.7%
B/E move
0.9%
Puts
Pseudo strike
96.54
IV
48.2%
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%