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Abivax SA American Depositary Shares ABVX

i

Market datapartial · fetched 2026-11-06T20:59:31.457Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-06T20:59:29.500885766Z

FundamentalsAlpha Vantage · unavailable

Share price$85.61
1D+1.8%
$83.38$84.28$85.19$86.09$86.995:30 AM6:30 AM9:00 AM1:00 PMABVX
Sold putSold call

Abivax SA American Depositary Shares options

Live interpolated ABVX call and put midpoint premiums by absolute delta.Abivax SA American Depositary Shares$0.76$2.80$4.84$6.88$8.92$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEABVX PRICE$0.98$1.58$2.00$2.47$4.20$4.52$5.23$6.06$6.86$8.34$1.19$1.48$1.84$2.15$2.41$2.82$3.34$3.86$4.43$5.34$6.14$7.08$7.94
PutsFair1.04×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ94.1776.5%11.1%78.1485.0%10.1%
25Δ80.0379.3%8.3%
30Δ90.8573.6%8.0%81.4577.2%7.0%
35Δ89.6875.5%7.1%82.8272.8%5.8%
40Δ88.5577.8%6.3%84.0367.6%4.7%
45Δ85.0466.3%4.0%
50Δ86.0366.6%3.4%
55Δ85.0081.9%4.2%87.0265.9%2.9%
60Δ83.8876.0%3.3%88.0165.2%2.4%
65Δ82.7176.4%2.7%89.2167.6%2.0%
70Δ81.4577.2%2.2%90.3767.3%1.6%
75Δ80.2376.2%1.7%91.6267.2%1.3%
80Δ78.4680.7%1.4%92.7965.0%0.9%

20Δ

Calls
Pseudo strike
94.17
IV
76.5%
B/E move
11.1%
Puts
Pseudo strike
78.14
IV
85.0%
B/E move
10.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
80.03
IV
79.3%
B/E move
8.3%

30Δ

Calls
Pseudo strike
90.85
IV
73.6%
B/E move
8.0%
Puts
Pseudo strike
81.45
IV
77.2%
B/E move
7.0%

35Δ

Calls
Pseudo strike
89.68
IV
75.5%
B/E move
7.1%
Puts
Pseudo strike
82.82
IV
72.8%
B/E move
5.8%

40Δ

Calls
Pseudo strike
88.55
IV
77.8%
B/E move
6.3%
Puts
Pseudo strike
84.03
IV
67.6%
B/E move
4.7%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
85.04
IV
66.3%
B/E move
4.0%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
86.03
IV
66.6%
B/E move
3.4%

55Δ

Calls
Pseudo strike
85.00
IV
81.9%
B/E move
4.2%
Puts
Pseudo strike
87.02
IV
65.9%
B/E move
2.9%

60Δ

Calls
Pseudo strike
83.88
IV
76.0%
B/E move
3.3%
Puts
Pseudo strike
88.01
IV
65.2%
B/E move
2.4%

65Δ

Calls
Pseudo strike
82.71
IV
76.4%
B/E move
2.7%
Puts
Pseudo strike
89.21
IV
67.6%
B/E move
2.0%

70Δ

Calls
Pseudo strike
81.45
IV
77.2%
B/E move
2.2%
Puts
Pseudo strike
90.37
IV
67.3%
B/E move
1.6%

75Δ

Calls
Pseudo strike
80.23
IV
76.2%
B/E move
1.7%
Puts
Pseudo strike
91.62
IV
67.2%
B/E move
1.3%

80Δ

Calls
Pseudo strike
78.46
IV
80.7%
B/E move
1.4%
Puts
Pseudo strike
92.79
IV
65.0%
B/E move
0.9%

Options history

IV · four-Friday blend62.22%
Daily close
ABVX54.7%75.3%95.8%2026-08-10: 75.67%2026-08-11: 71.96%2026-08-12: 64.87%2026-08-13: 63.36%2026-08-14: 64.52%2026-08-17: 72.06%2026-08-18: 68.27%2026-08-19: 64.46%2026-08-20: 68.76%2026-08-21: 61.72%2026-08-24: 60.67%2026-08-25: 62.24%2026-08-26: 60.22%2026-08-27: 65.22%2026-08-28: 57.58%2026-08-31: 58.07%2026-09-01: 58.42%2026-09-02: 62.42%2026-09-03: 62.77%2026-09-04: 60.49%2026-09-08: 76.48%2026-09-09: 78.90%2026-09-10: 81.26%2026-09-11: 75.50%2026-09-14: 82.43%2026-09-15: 85.34%2026-09-16: 89.46%2026-09-17: 92.99%2026-09-18: 82.47%2026-09-21: 84.80%2026-09-22: 66.72%2026-09-23: 68.15%2026-09-24: 64.25%2026-09-25: 66.93%2026-09-28: 65.18%2026-09-29: 66.99%2026-09-30: 63.98%2026-10-01: 66.53%2026-10-02: 62.77%2026-10-05: 60.94%2026-10-06: 64.40%2026-10-07: 66.94%2026-10-08: 72.04%2026-10-09: 62.69%2026-10-12: 66.94%2026-10-13: 64.52%2026-10-14: 69.43%2026-10-15: 72.65%2026-10-16: 69.87%2026-10-19: 66.32%2026-10-20: 66.81%2026-10-21: 69.40%2026-10-22: 71.42%2026-10-23: 63.34%2026-10-26: 67.56%2026-10-27: 64.19%2026-10-28: 65.68%2026-10-29: 71.59%2026-10-30: 62.22%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
75.67%
71.96%
64.87%
63.36%
64.52%
72.06%
68.27%
64.46%
68.76%
61.72%
60.67%
62.24%
60.22%
65.22%
57.58%
58.07%
58.42%
62.42%
62.77%
60.49%
76.48%
78.90%
81.26%
75.50%
82.43%
85.34%
89.46%
92.99%
82.47%
84.80%
66.72%
68.15%
64.25%
66.93%
65.18%
66.99%
63.98%
66.53%
62.77%
60.94%
64.40%
66.94%
72.04%
62.69%
66.94%
64.52%
69.43%
72.65%
69.87%
66.32%
66.81%
69.40%
71.42%
63.34%
67.56%
64.19%
65.68%
71.59%
62.22%