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Abeona Therapeutics Inc. Common Stock ABEO

i

Market datapartial · fetched 2026-11-03T15:49:55.253Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-03T15:49:13.899521449Z

FundamentalsAlpha Vantage · unavailable

Share price$4.37
1D+1.1%
$4.30$4.33$4.35$4.38$4.405:30 AM6:30 AM9:00 AM1:00 PMABEO
Sold putSold call

Abeona Therapeutics Inc. Common Stock options

Live interpolated ABEO call and put midpoint premiums by absolute delta.Abeona Therapeutics Inc. Common Stock$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEABEO PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

Calls
Pseudo strike
IV
B/E move
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 blend189.26%
Daily close
ABEO57.9%205.3%352.8%2026-08-05: 106.79%2026-08-06: 106.48%2026-08-07: 124.55%2026-08-10: 107.59%2026-08-11: 129.60%2026-08-12: 208.17%2026-08-13: 196.16%2026-08-14: 78.20%2026-08-17: 148.89%2026-08-18: 150.19%2026-08-21: 98.92%2026-08-24: 128.11%2026-08-25: 121.33%2026-08-26: 112.68%2026-08-27: 105.85%2026-08-28: 131.68%2026-08-31: 142.68%2026-09-01: 87.39%2026-09-02: 112.79%2026-09-03: 108.24%2026-09-04: 104.25%2026-09-08: 127.17%2026-09-09: 197.83%2026-09-11: 141.10%2026-09-14: 332.43%2026-09-15: 268.02%2026-09-18: 152.08%2026-09-21: 176.74%2026-09-22: 191.09%2026-09-23: 180.94%2026-09-28: 191.53%2026-09-30: 182.50%2026-10-06: 179.63%2026-10-07: 120.97%2026-10-08: 90.03%2026-10-09: 121.20%2026-10-20: 134.70%2026-10-21: 188.39%2026-10-23: 186.22%2026-10-27: 151.98%2026-10-29: 189.26%Aug 5Sep 4Oct 29
41 observations2026-08-05 — 2026-10-29
Table
DateIV (%)
106.79%
106.48%
124.55%
107.59%
129.60%
208.17%
196.16%
78.20%
148.89%
150.19%
98.92%
128.11%
121.33%
112.68%
105.85%
131.68%
142.68%
87.39%
112.79%
108.24%
104.25%
127.17%
197.83%
141.10%
332.43%
268.02%
152.08%
176.74%
191.09%
180.94%
191.53%
182.50%
179.63%
120.97%
90.03%
121.20%
134.70%
188.39%
186.22%
151.98%
189.26%