IntraAlpha
Create free account Start free

Abacus Global Management, Inc. ABX

FINANCIAL SERVICES · INSURANCE - LIFE
i

Market dataready · fetched 2026-10-22T05:19:30.626Z

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 · 2026-10-21T23:00:00.003655325Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T05:19:29.623444+00:00

Share price$8.50
1D+1.0%
AH$8.33$8.42$8.50$8.59$8.685:30 AM6:30 AM9:00 AM1:00 PM2:00 PMABX
Sold putSold callAH

Abacus Global Management, Inc. options

Live interpolated ABX call and put midpoint premiums by absolute delta.Abacus Global Management, Inc.$0.18$1.34$2.49$3.64$4.80$5.82$7.41$8.99$10.58$12.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ABX spot · $8.50ABX PRICE$0.38$0.46$0.54$0.62$0.70$0.77$0.85$0.93$1.01$1.09$1.16$1.24$0.31$0.32$0.47$0.63$0.78$0.94$1.10$1.25$1.41$1.56$1.72$2.83$4.47
PutsExpensive2.07×
CallsExpensive2.60×
SkewBullish-40.63 pp
Implied moveBearish±$1.95
TiltBearish29.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.94177.1%80.2%6.75114.6%24.2%
25Δ14.29167.8%73.5%7.5774.5%14.7%
30Δ13.63158.5%66.7%7.8375.3%13.5%
35Δ12.98149.3%60.0%8.0976.0%12.2%
40Δ12.33140.0%53.2%8.3576.8%11.0%
45Δ11.68130.7%46.5%8.6177.6%9.8%
50Δ11.03121.4%39.7%8.8778.4%8.6%
55Δ10.37112.1%33.0%9.1379.1%7.3%
60Δ9.72102.8%26.2%9.3979.9%6.1%
65Δ9.0793.5%19.5%9.6580.7%4.9%
70Δ8.4284.2%12.7%9.9181.5%3.7%
75Δ7.7774.9%6.0%11.0896.4%2.9%
80Δ12.76119.2%2.4%

20Δ

Calls
Pseudo strike
14.94
IV
177.1%
B/E move
80.2%
Puts
Pseudo strike
6.75
IV
114.6%
B/E move
24.2%

25Δ

Calls
Pseudo strike
14.29
IV
167.8%
B/E move
73.5%
Puts
Pseudo strike
7.57
IV
74.5%
B/E move
14.7%

30Δ

Calls
Pseudo strike
13.63
IV
158.5%
B/E move
66.7%
Puts
Pseudo strike
7.83
IV
75.3%
B/E move
13.5%

35Δ

Calls
Pseudo strike
12.98
IV
149.3%
B/E move
60.0%
Puts
Pseudo strike
8.09
IV
76.0%
B/E move
12.2%

40Δ

Calls
Pseudo strike
12.33
IV
140.0%
B/E move
53.2%
Puts
Pseudo strike
8.35
IV
76.8%
B/E move
11.0%

45Δ

Calls
Pseudo strike
11.68
IV
130.7%
B/E move
46.5%
Puts
Pseudo strike
8.61
IV
77.6%
B/E move
9.8%

50Δ

Calls
Pseudo strike
11.03
IV
121.4%
B/E move
39.7%
Puts
Pseudo strike
8.87
IV
78.4%
B/E move
8.6%

55Δ

Calls
Pseudo strike
10.37
IV
112.1%
B/E move
33.0%
Puts
Pseudo strike
9.13
IV
79.1%
B/E move
7.3%

60Δ

Calls
Pseudo strike
9.72
IV
102.8%
B/E move
26.2%
Puts
Pseudo strike
9.39
IV
79.9%
B/E move
6.1%

65Δ

Calls
Pseudo strike
9.07
IV
93.5%
B/E move
19.5%
Puts
Pseudo strike
9.65
IV
80.7%
B/E move
4.9%

70Δ

Calls
Pseudo strike
8.42
IV
84.2%
B/E move
12.7%
Puts
Pseudo strike
9.91
IV
81.5%
B/E move
3.7%

75Δ

Calls
Pseudo strike
7.77
IV
74.9%
B/E move
6.0%
Puts
Pseudo strike
11.08
IV
96.4%
B/E move
2.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.76
IV
119.2%
B/E move
2.4%

Options history

No recorded observations