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AbCellera Biologics Inc. Common Shares ABCL

i

Market dataready · fetched 2026-11-04T04:37:39.294Z

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: 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 · 2026-11-04T00:59:33.871116391Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-04T04:37:38.912139+00:00

Share price$12.00
1D+6.2%
AH$11.29$11.55$11.81$12.07$12.335:30 AM6:30 AM9:00 AM1:00 PM2:00 PMABCL
Sold putSold callAH

AbCellera Biologics Inc. Common Shares options

Live interpolated ABCL call and put midpoint premiums by absolute delta.AbCellera Biologics Inc. Common Shares$0.24$1.53$2.83$4.12$5.41$9.22$10.62$12.01$13.41$14.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ABCL spot · $12.00ABCL PRICE$0.48$0.60$0.71$0.86$1.03$1.19$1.30$1.41$1.51$1.87$2.25$0.38$0.45$0.53$0.68$0.84$0.99$1.21$1.44$1.69$2.31$2.92$5.04
Puts——
Calls——
Skew——
Implied moveBearish±$2.23
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.04116.4%19.5%
25Δ10.53106.0%16.0%
30Δ13.99109.2%20.6%11.0296.2%12.6%
35Δ13.56109.3%18.0%11.3396.8%11.2%
40Δ13.13109.5%15.4%11.6597.4%9.8%
45Δ12.75111.0%13.4%11.9798.0%8.5%
50Δ12.38113.2%11.8%12.3299.3%7.4%
55Δ12.02115.4%10.1%12.67100.6%6.4%
60Δ11.69108.8%8.2%13.04102.7%5.4%
65Δ11.36101.7%6.4%13.72116.9%5.0%
70Δ11.0394.7%4.6%14.40125.4%4.3%
75Δ10.58101.1%3.8%16.52172.2%4.4%
80Δ10.12109.1%3.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.04
IV
116.4%
B/E move
19.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.53
IV
106.0%
B/E move
16.0%

30Δ

Calls
Pseudo strike
13.99
IV
109.2%
B/E move
20.6%
Puts
Pseudo strike
11.02
IV
96.2%
B/E move
12.6%

35Δ

Calls
Pseudo strike
13.56
IV
109.3%
B/E move
18.0%
Puts
Pseudo strike
11.33
IV
96.8%
B/E move
11.2%

40Δ

Calls
Pseudo strike
13.13
IV
109.5%
B/E move
15.4%
Puts
Pseudo strike
11.65
IV
97.4%
B/E move
9.8%

45Δ

Calls
Pseudo strike
12.75
IV
111.0%
B/E move
13.4%
Puts
Pseudo strike
11.97
IV
98.0%
B/E move
8.5%

50Δ

Calls
Pseudo strike
12.38
IV
113.2%
B/E move
11.8%
Puts
Pseudo strike
12.32
IV
99.3%
B/E move
7.4%

55Δ

Calls
Pseudo strike
12.02
IV
115.4%
B/E move
10.1%
Puts
Pseudo strike
12.67
IV
100.6%
B/E move
6.4%

60Δ

Calls
Pseudo strike
11.69
IV
108.8%
B/E move
8.2%
Puts
Pseudo strike
13.04
IV
102.7%
B/E move
5.4%

65Δ

Calls
Pseudo strike
11.36
IV
101.7%
B/E move
6.4%
Puts
Pseudo strike
13.72
IV
116.9%
B/E move
5.0%

70Δ

Calls
Pseudo strike
11.03
IV
94.7%
B/E move
4.6%
Puts
Pseudo strike
14.40
IV
125.4%
B/E move
4.3%

75Δ

Calls
Pseudo strike
10.58
IV
101.1%
B/E move
3.8%
Puts
Pseudo strike
16.52
IV
172.2%
B/E move
4.4%

80Δ

Calls
Pseudo strike
10.12
IV
109.1%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend88.70%
Daily close
ABCL73.9%96.8%119.7%2026-08-05: 114.33%2026-08-06: 96.35%2026-08-07: 100.16%2026-08-10: 93.66%2026-08-11: 86.27%2026-08-12: 91.47%2026-08-13: 89.80%2026-08-14: 87.72%2026-08-17: 100.57%2026-08-18: 92.95%2026-08-19: 99.80%2026-08-20: 116.58%2026-08-21: 88.14%2026-08-24: 85.96%2026-08-25: 91.64%2026-08-26: 88.52%2026-08-27: 88.05%2026-08-28: 84.68%2026-08-31: 90.59%2026-09-01: 83.85%2026-09-02: 82.79%2026-09-03: 83.75%2026-09-04: 82.50%2026-09-08: 87.19%2026-09-09: 82.60%2026-09-10: 82.67%2026-09-11: 87.84%2026-09-14: 89.18%2026-09-15: 85.87%2026-09-18: 89.38%2026-09-21: 87.73%2026-09-22: 88.59%2026-09-23: 85.33%2026-09-24: 84.64%2026-09-25: 88.95%2026-09-28: 92.02%2026-09-29: 93.16%2026-09-30: 92.27%2026-10-01: 87.60%2026-10-02: 82.89%2026-10-05: 81.29%2026-10-06: 78.46%2026-10-07: 82.69%2026-10-08: 80.79%2026-10-09: 78.90%2026-10-12: 84.55%2026-10-13: 86.71%2026-10-14: 83.40%2026-10-16: 83.93%2026-10-19: 83.56%2026-10-20: 82.09%2026-10-21: 77.09%2026-10-22: 82.59%2026-10-23: 81.85%2026-10-26: 79.16%2026-10-27: 84.47%2026-10-28: 83.10%2026-10-29: 86.45%2026-10-30: 88.70%Aug 5Sep 18Oct 30
59 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
114.33%
96.35%
100.16%
93.66%
86.27%
91.47%
89.80%
87.72%
100.57%
92.95%
99.80%
116.58%
88.14%
85.96%
91.64%
88.52%
88.05%
84.68%
90.59%
83.85%
82.79%
83.75%
82.50%
87.19%
82.60%
82.67%
87.84%
89.18%
85.87%
89.38%
87.73%
88.59%
85.33%
84.64%
88.95%
92.02%
93.16%
92.27%
87.60%
82.89%
81.29%
78.46%
82.69%
80.79%
78.90%
84.55%
86.71%
83.40%
83.93%
83.56%
82.09%
77.09%
82.59%
81.85%
79.16%
84.47%
83.10%
86.45%
88.70%