ABBVABBVIE INC.
Options Analysis Report•PHARMACEUTICAL PREPARATIONS
Market Cap $372.4B|NYSE
● 2026-05-15$210.77
BULLISH
Analysis: 2026-05-14 EOD data
1Y +16.0%YTD -8.1%7D +4.6%
Options Vol
18,037
30D
Implied Move
±8.1%
IV Rank
54%
ABBV Options Overview
IV is low. Conditions favor option buyers.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
7.2
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks7/9 checks passed
IV Rank
≤35%IV Rank 28.1% — cheap vs history
IV/HV Ratio
<1.05xIV/HV 1.14x — IV premium over HV
Sector Relative≤50%
Sector percentile 19% — below sector median
Term Structure
<1.1xFront/Back 1.02x — flat
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 29.7% — normal range
Spread-Adjusted Value
<80%Effective IV 51.9% (ATM 29.7% + spread 11.1% + bias) — good value
Execution Efficiency
<3.0%Total drag 16.93% (spread 11.10% + slippage 5.83%) — high friction
Vega Efficiency
≥5.0Vega efficiency 48.44 (vega 53.766 / spread 11.10%) — efficient
Sentiment
Bullish or bearish?
6.0
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksNeutral - Weak signal (Conviction: +3%, Raw: +2%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: +3% (neutral) — Raw: +2%
OI Skew Magnitude
≥15%|OI skew| 3.2% — balanced
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +64.6%, OI skew -3.2% — divergent (opposite)
Conviction Quality
≥2/3 conditions0-DTE 55%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: -27%, ATM: -4%, OTM: +4% — bearish (ITM/ATM aligned)
Sector Relative≤40% or ≥60%
Sector P/C percentile 8% — very bullish vs sector
Activity
Unusual activity?
4.1
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks2/9 checks passed
Volume Surge
≥1.5xVolume 1.0x avg — normal
Turnover Rate
≥15%Vol/OI 6.5% — normal turnover
Strike Concentration
≥60%Top 3 strikes = 50% — dispersed
Multi-Day Persistence
≥2 days1 day(s) elevated — may be one-day event
OI Build
≥5%OI change +6.3% (5d) — building
Sector Relative≥60%
Sector activity percentile 81% — very active vs sector
Trade Quality
≥30%Large trade volume 16% — mixed
Execution Urgency
≥60%Aggressive execution 43% — patient
Flow Conviction
≥30Conviction +3 (bullish) — mixed
Liquidity
Can I trade efficiently?
4.7
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks3/8 checks passed
Tradeable Spread
≤5.0%Spread 11.1% — wide
Adequate OI
≥10,000OI 277,618 — deep
Active Volume
≥500Volume 18,037/day — active
Reasonable Cost
≤$0.50$0.56 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 22% — tighter than sector
Order Book Depth
≥100 contractsDepth 88.4 contracts (bid:38.5 ask:49.9) — thin
Execution Quality
<1.0%Avg slippage 5.83% — poor
Timing
Is now a good time?
7.0
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks6/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +1.7% — flat/unclear
IV Percentile Clarity
<30 or >70IV percentile 28% — buyer opportunity
Event Detection
≥10pts kinkIV kink 1.6pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 903.63 — favors income trades
Expiration Distribution
≥3 expirations5 liquid expirations — flexible
Event Risk
≥60% (safe)safe window: No events detected
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow +3% @ 51% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 46 (ITM 20% + inst 16%) — moderate institutional
Directional Strategy Fit
Option Buyers
Long Calls6.8
bullishIV cheap, bullish flow
Long Puts5.7
bearishIV cheap, bullish flow
Premium Sellers
Cash-Secured Put4.9
bullishIV too cheap, bullish flow
Covered Call4.2
bearishIV too cheap, bullish flow
For educational purposes only. Not investment advice.