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ABVX options analytics

ABVX · Stock

Data as of 25 September 2026 (end of day)

Some metrics unavailable for this session

ABVX options are pricing a 30-day at-the-money volatility of 64.9%, a move of about ±18.6% over the next month. Its history here is 8 sessions, short of the 180 a percentile needs, so this reading is not yet ranked against its own past.

Its 25-delta puts and calls carry the same implied volatility.

Current readings

30-day ATM implied volatilityⓘ
64.92%

Prices a move of about ±18.6% over 30 days, or ±4.1% on a typical day.

25-delta risk reversalⓘ
-0.02

Puts and calls the same distance from the money carry the same volatility.

25-delta butterflyⓘ
+3.03

The wings carry 3.03 volatility points more than at-the-money.

Term structure slopeⓘ
0.999

90-day and 30-day options carry about the same volatility.

Where 30-day implied volatility sits

Against 8 prior sessions (one-year window)

Not enough history in this window to place the current reading.

IV percentile, 1 year
—
IV rank, 1 year
—
IV percentile, 2 years
—
IV rank, 2 years
—

Rank is the position between the lowest and highest readings in the window, so a single past extreme pins everything after it near one end. Percentile is the share of sessions below the current reading and is unaffected by how far that extreme reached. Both are withheld when the window holds fewer than 180 sessions.

Session detail

Underlying close
$91.06
30-day implied forward
$93.37
60-day ATM IV
64.25%
90-day ATM IV
64.86%
180-day ATM IV
—
Expirations used
6
Total open interest
69,299
Put / call open interest
1.25

The forward is derived from put-call parity on the strikes nearest the money, not taken from the underlying close. It is what every moneyness and delta on this page is measured against.

30-day at-the-money implied volatility

Last 8 sessions

50%60%70%80%90%2026-09-16 — 30-day ATM IV 85%2026-09-17 — 30-day ATM IV 82%2026-09-18 — 30-day ATM IV 74%2026-09-21 — 30-day ATM IV 75%2026-09-22 — 30-day ATM IV 65%2026-09-23 — 30-day ATM IV 65%2026-09-24 — 30-day ATM IV 60%2026-09-25 — 30-day ATM IV 65%16 Sep18 Sep22 Sep23 Sep25 Sep
Show the underlying numbers (most recent 8)
Session30-day ATM IV25-delta RRTerm slopeClose
2026-09-2564.92%-0.020.999$91.06
2026-09-2460.47%-4.351.050$94.87
2026-09-2365.09%-3.311.010$94.13
2026-09-2265.27%-6.940.975$98.29
2026-09-2174.99%-3.650.882$103.45
2026-09-1873.58%-3.090.920$105.04
2026-09-1781.95%-7.220.851$106.99
2026-09-1685.37%-13.410.871$102.23

The chart covers every session in the archive, 8 in total. The table lists the most recent 8.

25-delta risk reversal

Last 8 sessions

-15.0-10.0-5.00.05.02026-09-16 — 25-delta RR (volatility points) -13.42026-09-17 — 25-delta RR (volatility points) -7.22026-09-18 — 25-delta RR (volatility points) -3.12026-09-21 — 25-delta RR (volatility points) -3.62026-09-22 — 25-delta RR (volatility points) -6.92026-09-23 — 25-delta RR (volatility points) -3.32026-09-24 — 25-delta RR (volatility points) -4.32026-09-25 — 25-delta RR (volatility points) -0.016 Sep18 Sep22 Sep23 Sep25 Sep

The dashed line marks zero, where the 25-delta put and call carry the same implied volatility.

Skew curve

Implied volatility by delta, front expirations

Implied volatility by delta

21d (2026-10-16) · 28d (2026-10-23) · 56d (2026-11-20)

60%65%70%75%80%2026-10-16 (21d) — 5Δ C — IV 75.99%2026-10-16 (21d) — 10Δ C — IV 70.28%2026-10-16 (21d) — 15Δ C — IV 67.65%2026-10-16 (21d) — 20Δ C — IV 66.04%2026-10-16 (21d) — 25Δ C — IV 64.93%2026-10-16 (21d) — 30Δ C — IV 64.11%2026-10-16 (21d) — 35Δ C — IV 63.65%2026-10-16 (21d) — 40Δ C — IV 63.76%2026-10-16 (21d) — 45Δ C — IV 64.96%2026-10-16 (21d) — ATM — IV 63.55%2026-10-16 (21d) — 45Δ P — IV 62.31%2026-10-16 (21d) — 40Δ P — IV 63.43%2026-10-16 (21d) — 35Δ P — IV 67.03%2026-10-16 (21d) — 30Δ P — IV 67.32%2026-10-16 (21d) — 25Δ P — IV 67.25%21d2026-10-23 (28d) — 5Δ C — IV 77.30%2026-10-23 (28d) — 10Δ C — IV 71.90%2026-10-23 (28d) — 15Δ C — IV 69.80%2026-10-23 (28d) — 20Δ C — IV 68.76%2026-10-23 (28d) — 25Δ C — IV 68.24%2026-10-23 (28d) — 30Δ C — IV 68.04%2026-10-23 (28d) — 35Δ C — IV 68.47%2026-10-23 (28d) — 40Δ C — IV 69.71%2026-10-23 (28d) — 45Δ C — IV 69.75%2026-10-23 (28d) — ATM — IV 65.03%2026-10-23 (28d) — 45Δ P — IV 64.85%2026-10-23 (28d) — 40Δ P — IV 65.51%2026-10-23 (28d) — 35Δ P — IV 65.76%2026-10-23 (28d) — 30Δ P — IV 67.32%2026-10-23 (28d) — 25Δ P — IV 68.15%2026-10-23 (28d) — 20Δ P — IV 68.61%28d2026-11-20 (56d) — 10Δ C — IV 76.82%2026-11-20 (56d) — 15Δ C — IV 75.11%2026-11-20 (56d) — 20Δ C — IV 70.79%2026-11-20 (56d) — 25Δ C — IV 66.11%2026-11-20 (56d) — 30Δ C — IV 66.67%2026-11-20 (56d) — 35Δ C — IV 66.39%2026-11-20 (56d) — 40Δ C — IV 65.47%2026-11-20 (56d) — 45Δ C — IV 64.63%2026-11-20 (56d) — ATM — IV 64.16%2026-11-20 (56d) — 45Δ P — IV 64.12%2026-11-20 (56d) — 40Δ P — IV 64.52%2026-11-20 (56d) — 35Δ P — IV 64.74%2026-11-20 (56d) — 30Δ P — IV 65.00%2026-11-20 (56d) — 25Δ P — IV 66.53%2026-11-20 (56d) — 20Δ P — IV 66.69%56d10Δ C25Δ CATM25Δ P10Δ Pout-of-the-money calls ← delta → out-of-the-money puts

The axis is call delta. Readings to the right of the dashed centre line are taken from the out-of-the-money put at that strike, which is the contract whose quote the volatility was solved from. Points are only plotted where surviving quotes bracket the delta on both sides; nothing is extrapolated past the last traded strike.

Show the underlying numbers
Delta21d28d56d
5Δ call75.99%77.30%—
10Δ call70.28%71.90%76.82%
15Δ call67.65%69.80%75.11%
20Δ call66.04%68.76%70.79%
25Δ call64.93%68.24%66.11%
30Δ call64.11%68.04%66.67%
35Δ call63.65%68.47%66.39%
40Δ call63.76%69.71%65.47%
45Δ call64.96%69.75%64.63%
ATM63.55%65.03%64.16%
45Δ put62.31%64.85%64.12%
40Δ put63.43%65.51%64.52%
35Δ put67.03%65.76%64.74%
30Δ put67.32%67.32%65.00%
25Δ put67.25%68.15%66.53%
20Δ put—68.61%66.69%

Wing readings by expiration

ExpirationDaysForwardATM IV25Δ put25Δ callRRButterflyQuotes
2026-10-1621$93.2563.55%67.25%64.93%+2.32+2.5416
2026-10-2328$93.3465.03%68.15%68.24%-0.09+3.1611
2026-11-2056$93.7464.16%66.53%66.11%+0.43+2.1612
2026-12-1884$94.2464.60%66.66%65.98%+0.68+1.7212
2027-01-15112$93.9465.57%67.51%65.22%+2.29+0.8016
2027-03-19175$94.8062.71%63.72%61.28%+2.44-0.2116

Each curve above is one expiration. The vertical position is implied volatility; the horizontal position is the delta of the contract it was read from. For US equities the curve normally slopes upward to the right, meaning out-of-the-money puts carry higher implied volatility than equidistant calls.

The 25-delta risk reversal summarises that slope as a single number: the 25-delta put volatility minus the 25-delta call volatility. The butterfly summarises the curvature: the average of the two wings minus the at-the-money reading.

Term structure

At-the-money implied volatility by expiration

At-the-money implied volatility by expiration

6 listed expirations produced a usable reading

62%63%64%65%66%2026-10-16 — 21 days — at-the-money IV 63.55%2026-10-23 — 28 days — at-the-money IV 65.03%2026-11-20 — 56 days — at-the-money IV 64.16%2026-12-18 — 84 days — at-the-money IV 64.60%2027-01-15 — 112 days — at-the-money IV 65.57%2027-03-19 — 175 days — at-the-money IV 62.71%306090days to expiration

The horizontal axis is the square root of days to expiration, which is the scale volatility lives on. A curve that is flat in variance terms plots as a straight line here rather than bending sharply through the front week.

Show the underlying numbers
ExpirationDaysForwardATM IVATM strikeQuotes used
2026-10-1621 days$93.2563.55%$94.3416
2026-10-2328 days$93.3465.03%$94.8711
2026-11-2056 days$93.7464.16%$96.7512
2026-12-1884 days$94.2464.60%$98.8812
2027-01-15112 days$93.9465.57%$100.3416
2027-03-19175 days$94.8062.71%$104.1716

Constant maturities

Interpolated between the bracketing listed expirations, in total variance

30 days
64.92%
60 days
64.25%
90 days
64.86%
180 days
—

Interpolation is linear in total variance, not in volatility. Interpolating volatility directly implies a forward variance that can be negative between two expirations. A tenor beyond the longest listed expiration is reported as unavailable rather than extrapolated.

Term structure slope

Last 8 sessions

0.800.901.001.102026-09-16 — 90-day over 30-day 0.872026-09-17 — 90-day over 30-day 0.852026-09-18 — 90-day over 30-day 0.922026-09-21 — 90-day over 30-day 0.882026-09-22 — 90-day over 30-day 0.982026-09-23 — 90-day over 30-day 1.012026-09-24 — 90-day over 30-day 1.052026-09-25 — 90-day over 30-day 1.0016 Sep18 Sep22 Sep23 Sep25 Sep

The dashed line marks 1.00, where the 90-day and 30-day at-the-money volatilities are equal. Above it the longer tenor carries the higher volatility.

The term structure is the at-the-money implied volatility of each listed expiration, plotted against how far away that expiration is. Its usual shape for a calm underlying slopes gently upward, because a longer horizon admits more uncertainty.

It inverts when the market prices a dated event: an expiration that captures a scheduled announcement carries the variance of that event on top of ordinary trading, so a shorter contract can print a higher volatility than a longer one.

ABVX options implied volatility, skew and IV percentile | Options Skew Analytics