IntraAlpha
Create free account Start free

Arbutus Biopharma Corporation Common Stock ABUS

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-04T09:46:30.811Z

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 · 2026-11-04T09:04:54.223484884Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T09:44:09.923127+00:00

Share price$3.88
1D
Price history unavailable.

Arbutus Biopharma Corporation Common Stock options

Live interpolated ABUS call and put midpoint premiums by absolute delta.Arbutus Biopharma Corporation Common Stock$0.08$0.19$0.30$0.42$0.53$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEABUS PRICE$0.14$0.18$0.21$0.25$0.29$0.33$0.37$0.41$0.46$0.50$0.09$0.11$0.13
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
25Δ3.5567.2%10.9%
30Δ4.4498.8%18.2%3.6164.6%9.7%
35Δ4.3399.1%16.1%3.6862.0%8.5%
40Δ4.2199.5%13.9%
45Δ4.0999.8%11.8%
50Δ3.9899.3%9.8%
55Δ3.8896.3%8.5%
60Δ3.7993.3%7.1%
65Δ3.6990.2%5.8%
70Δ3.6087.2%4.5%
75Δ3.5084.2%3.1%
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
3.55
IV
67.2%
B/E move
10.9%

30Δ

Calls
Pseudo strike
4.44
IV
98.8%
B/E move
18.2%
Puts
Pseudo strike
3.61
IV
64.6%
B/E move
9.7%

35Δ

Calls
Pseudo strike
4.33
IV
99.1%
B/E move
16.1%
Puts
Pseudo strike
3.68
IV
62.0%
B/E move
8.5%

40Δ

Calls
Pseudo strike
4.21
IV
99.5%
B/E move
13.9%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
4.09
IV
99.8%
B/E move
11.8%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
3.98
IV
99.3%
B/E move
9.8%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
3.88
IV
96.3%
B/E move
8.5%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
3.79
IV
93.3%
B/E move
7.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
3.69
IV
90.2%
B/E move
5.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
3.60
IV
87.2%
B/E move
4.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
3.50
IV
84.2%
B/E move
3.1%
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 blend251.83%
Daily close
ABUS42.2%216.7%391.2%2026-08-10: 100.50%2026-08-19: 77.72%2026-08-21: 66.29%2026-08-24: 159.76%2026-08-25: 115.60%2026-08-26: 143.09%2026-08-27: 98.27%2026-08-28: 131.48%2026-08-31: 128.65%2026-09-01: 159.93%2026-09-02: 144.71%2026-09-03: 163.05%2026-09-04: 180.24%2026-09-08: 194.02%2026-09-11: 175.83%2026-09-14: 231.11%2026-09-15: 196.36%2026-09-16: 170.73%2026-09-18: 115.65%2026-09-21: 96.75%2026-09-22: 97.15%2026-09-23: 134.34%2026-09-24: 91.39%2026-09-25: 113.20%2026-09-29: 149.02%2026-10-07: 215.71%2026-10-08: 163.52%2026-10-09: 195.23%2026-10-12: 367.14%2026-10-13: 174.66%2026-10-16: 125.49%2026-10-19: 217.46%2026-10-20: 227.48%2026-10-21: 177.19%2026-10-22: 150.27%2026-10-23: 208.31%2026-10-26: 212.73%2026-10-27: 141.51%2026-10-28: 208.58%2026-10-29: 128.16%2026-10-30: 251.83%Aug 10Sep 22Oct 30
41 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
100.50%
77.72%
66.29%
159.76%
115.60%
143.09%
98.27%
131.48%
128.65%
159.93%
144.71%
163.05%
180.24%
194.02%
175.83%
231.11%
196.36%
170.73%
115.65%
96.75%
97.15%
134.34%
91.39%
113.20%
149.02%
215.71%
163.52%
195.23%
367.14%
174.66%
125.49%
217.46%
227.48%
177.19%
150.27%
208.31%
212.73%
141.51%
208.58%
128.16%
251.83%