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Abivax SA American Depositary Shares ABVX

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-08T20:14:43.508Z

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 · 2026-11-06T21:00:00.616357336Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-08T20:08:56.508545+00:00

Share price$85.73
1D+2.0%
AH$83.38$84.28$85.19$86.09$86.995:30 AM6:30 AM9:00 AM1:00 PM2:00 PMABVX
Sold putSold callAH

Abivax SA American Depositary Shares options

Live interpolated ABVX call and put midpoint premiums by absolute delta.Abivax SA American Depositary Shares$0.75$2.77$4.79$6.81$8.83$-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$0.97$1.56$1.98$2.44$4.13$4.45$5.13$5.90$6.74$8.07$1.21$1.50$1.85$2.17$2.45$2.88$3.41$3.94$4.57$5.46$6.37$7.27$8.25
PutsExpensive1.18×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ94.1989.6%11.0%78.17101.1%10.2%
25Δ80.0894.7%8.3%
30Δ90.8986.1%7.8%81.5391.8%7.1%
35Δ89.7388.2%7.0%82.9086.9%5.8%
40Δ88.6190.7%6.2%84.1280.9%4.7%
45Δ85.1579.7%4.0%
50Δ86.1580.0%3.5%
55Δ85.1195.1%4.1%87.1679.3%2.9%
60Δ84.0188.2%3.2%88.2079.3%2.5%
65Δ82.8688.5%2.6%89.4081.6%2.1%
70Δ81.6688.7%2.1%90.6582.4%1.7%
75Δ80.4388.2%1.7%91.8881.4%1.3%
80Δ78.7992.0%1.3%93.1779.5%0.9%

20Δ

Calls
Pseudo strike
94.19
IV
89.6%
B/E move
11.0%
Puts
Pseudo strike
78.17
IV
101.1%
B/E move
10.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
80.08
IV
94.7%
B/E move
8.3%

30Δ

Calls
Pseudo strike
90.89
IV
86.1%
B/E move
7.8%
Puts
Pseudo strike
81.53
IV
91.8%
B/E move
7.1%

35Δ

Calls
Pseudo strike
89.73
IV
88.2%
B/E move
7.0%
Puts
Pseudo strike
82.90
IV
86.9%
B/E move
5.8%

40Δ

Calls
Pseudo strike
88.61
IV
90.7%
B/E move
6.2%
Puts
Pseudo strike
84.12
IV
80.9%
B/E move
4.7%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
85.15
IV
79.7%
B/E move
4.0%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
86.15
IV
80.0%
B/E move
3.5%

55Δ

Calls
Pseudo strike
85.11
IV
95.1%
B/E move
4.1%
Puts
Pseudo strike
87.16
IV
79.3%
B/E move
2.9%

60Δ

Calls
Pseudo strike
84.01
IV
88.2%
B/E move
3.2%
Puts
Pseudo strike
88.20
IV
79.3%
B/E move
2.5%

65Δ

Calls
Pseudo strike
82.86
IV
88.5%
B/E move
2.6%
Puts
Pseudo strike
89.40
IV
81.6%
B/E move
2.1%

70Δ

Calls
Pseudo strike
81.66
IV
88.7%
B/E move
2.1%
Puts
Pseudo strike
90.65
IV
82.4%
B/E move
1.7%

75Δ

Calls
Pseudo strike
80.43
IV
88.2%
B/E move
1.7%
Puts
Pseudo strike
91.88
IV
81.4%
B/E move
1.3%

80Δ

Calls
Pseudo strike
78.79
IV
92.0%
B/E move
1.3%
Puts
Pseudo strike
93.17
IV
79.5%
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%