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Absci Corporation Common Stock ABSI

i

Market datapartial · fetched 2026-11-04T14:24:47.603Z

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 · 2026-11-04T14:18:34.566071446Z

FundamentalsAlpha Vantage · unavailable

Share price$10.39
1D+0.2%
$10.34$10.36$10.37$10.38$10.405:30 AM6:30 AM9:00 AM1:00 PMABSI
Sold putSold call

Absci Corporation Common Stock options

Live interpolated ABSI call and put midpoint premiums by absolute delta.Absci Corporation 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 PRICEABSI 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 blend140.83%
Daily close
ABSI89.0%145.4%201.8%2026-08-06: 148.83%2026-08-07: 118.23%2026-08-10: 122.88%2026-08-11: 123.87%2026-08-12: 124.28%2026-08-13: 113.89%2026-08-14: 109.25%2026-08-17: 125.54%2026-08-18: 115.28%2026-08-19: 120.29%2026-08-20: 194.00%2026-08-21: 109.58%2026-08-24: 112.32%2026-08-25: 110.89%2026-08-26: 106.32%2026-08-27: 104.34%2026-08-28: 107.76%2026-08-31: 108.60%2026-09-01: 107.69%2026-09-02: 109.61%2026-09-03: 160.53%2026-09-04: 101.58%2026-09-08: 115.29%2026-09-09: 113.98%2026-09-10: 113.06%2026-09-11: 111.31%2026-09-14: 125.19%2026-09-15: 125.68%2026-09-16: 115.44%2026-09-17: 191.33%2026-09-18: 96.80%2026-09-21: 100.58%2026-09-22: 100.47%2026-09-23: 112.32%2026-09-24: 102.80%2026-09-25: 97.42%2026-09-28: 101.36%2026-09-29: 101.94%2026-09-30: 100.36%2026-10-01: 100.39%2026-10-02: 98.05%2026-10-05: 103.80%2026-10-06: 99.67%2026-10-07: 107.74%2026-10-08: 108.44%2026-10-09: 116.91%2026-10-12: 111.79%2026-10-13: 112.91%2026-10-14: 126.15%2026-10-16: 119.97%2026-10-19: 120.26%2026-10-20: 147.97%2026-10-21: 136.92%2026-10-22: 137.70%2026-10-23: 137.94%2026-10-26: 135.90%2026-10-27: 148.56%2026-10-28: 141.94%2026-10-29: 140.08%2026-10-30: 140.83%Aug 6Sep 17Oct 30
60 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
148.83%
118.23%
122.88%
123.87%
124.28%
113.89%
109.25%
125.54%
115.28%
120.29%
194.00%
109.58%
112.32%
110.89%
106.32%
104.34%
107.76%
108.60%
107.69%
109.61%
160.53%
101.58%
115.29%
113.98%
113.06%
111.31%
125.19%
125.68%
115.44%
191.33%
96.80%
100.58%
100.47%
112.32%
102.80%
97.42%
101.36%
101.94%
100.36%
100.39%
98.05%
103.80%
99.67%
107.74%
108.44%
116.91%
111.79%
112.91%
126.15%
119.97%
120.26%
147.97%
136.92%
137.70%
137.94%
135.90%
148.56%
141.94%
140.08%
140.83%