AInvestOption Pilot Program
Options/ABVX
ABVX logo

ABVXAbivax SA American Depositary Shares

Options Analysis Report
Market Cap $9.9B|NASDAQ
● 2026-08-28$113.35
BULLISH
Analysis: 2026-08-27 EOD data
1Y +39.9%YTD -15.3%7D -1.4%
7,461
30D
±17.1%
4%

ABVX Options Overview

IV is elevated with bullish flow and unusual activity. Conditions favor premium sellers.

REWARDS

RISK ANALYSIS

5.0VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for premium sellers

Learn
Loading score history...

ABVX Gamma Walls

Loading gamma walls...

Value

Is IV priced right?

5.2
ExpensiveCheap

Measures whether options are cheap, fair, or rich relative to historical and peer

levels.

Risk Checks4/9 checks passed
≤35%

IV Rank 83.5% — elevated vs history

<1.05x

IV/HV 2.25x — IV premium over HV

Sector Relative≤50%

Sector percentile 61% — above sector median

<1.1x

Front/Back 0.97x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 63.6% — normal range

<80%

Effective IV 96.1% (ATM 63.6% + spread 16.2% + bias) — expensive

<3.0%

Total drag 26.05% (spread 16.23% + slippage 9.82%) — high friction

≥5.0

Vega efficiency 6.79 (vega 11.016 / spread 16.23%) — acceptable

Sentiment

Bullish or bearish?

5.7
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksBearish - Strong signal (Conviction: -24%, Raw: -23%)
|net sentiment| ≥25%

Conviction-weighted: -24% (bearish) — Raw: -23%

≥15%

|OI skew| 39.1% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +79.9%, OI skew +39.1% — aligned

≥2/3 conditions

0-DTE 20%, far-OTM 15%, avg DTE 30

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: -46%, ATM: +10%, OTM: -22% — bearish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 23% — very bullish vs sector

Activity

Unusual activity?

3.5
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks1/8 checks passed
≥1.5x

Volume 0.9x avg — normal

≥15%

Vol/OI 5.2% — normal turnover

≥2 days

1 day(s) elevated — may be one-day event

≥5%

OI change -23.2% (5d) — unwinding

Sector Relative≥60%

Sector activity percentile 78% — active vs sector

≥30%

Large trade volume 15% — mixed

≥60%

Aggressive execution 33% — patient

≥30

Conviction -24 (bearish) — mixed

Liquidity

Can I trade efficiently?

3.2
IlliquidLiquid

Evaluates

, volume depth, and open interest for trade execution quality.

Risk Checks2/8 checks passed
≤5.0%

Spread 16.2% — wide

≥10,000

OI 143,972 — deep

≥500

Volume 7,461/day — active

≤$0.50

$0.81 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 83% — much wider than sector

≥100 contracts

Depth 45.8 contracts (bid:24.9 ask:20.9) — thin

<1.0%

Avg slippage 9.82% — poor

Timing

Is now a good time?

7.3
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks6/9 checks passed
|slope| ≥5%

Slope -3.2% — flat/unclear

<30 or >70

IV percentile 84% — seller opportunity

≥10pts kink

IV kink -4.3pts — no clear event

<0.5 or >2.0

θ/ν ratio 64.65 — favors income trades

≥3 expirations

5 liquid expirations — flexible

≥60% (safe)

safe window: Earnings in 24d (low risk)

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow -24% @ 62% consistency — unclear

≥40 composite score

Score 45 (ITM 20% + inst 15%) — moderate institutional

Directional Strategy Fit

Option Buyers
Long Calls5.4
bullishIV fair, mixed flow
Long Puts4.9
bearishIV fair, mixed flow
Premium Sellers
Cash-Secured Put5.1
bullishIV fair, mixed flow
Covered Call4.7
bearishIV fair, mixed flow

For educational purposes only. Not investment advice.

The Options Desk tracks the move options price into every US earnings report the week of Aug 31, next to how much each stock has actually moved on its past prints — plus the SPY, QQQ and IWM expected ranges and the gamma walls that box them in.