ABVXAbivax SA American Depositary Shares
Options Analysis Report
Market Cap $7.8B|NASDAQ
● 2026-06-10$98.03
NEUTRAL
Analysis: 2026-06-09 EOD data
1Y +1221.2%YTD -26.7%7D -6.6%
Options Vol
6,513
30D
Implied Move
±35.8%
IV Rank
44%
ABVX Options Overview
IV is elevated with unusual activity. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
3.2
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks2/9 checks passed
IV Rank
≤35%IV Rank 95.6% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 0.48x — IV ≤ HV
Sector Relative≤50%
Sector percentile 91% — above sector median
Term Structure
<1.1xFront/Back 1.24x — backwardation
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 112.6% — crisis-level IV
Spread-Adjusted Value
<80%Effective IV 146.4% (ATM 112.6% + spread 16.9% + bias) — expensive
Execution Efficiency
<3.0%Total drag 25.16% (spread 16.88% + slippage 8.28%) — high friction
Vega Efficiency
≥5.0Vega efficiency 3.80 (vega 6.417 / spread 16.88%) — spread drag
Sentiment
Bullish or bearish?
6.9
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksBullish - Strong signal (Conviction: +14%, Raw: -0%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: +14% (bullish) — Raw: -0%
OI Skew Magnitude
≥15%|OI skew| 29.7% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +29.6%, OI skew +29.7% — aligned
Conviction Quality
≥2/3 conditions0-DTE 0%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: -8%, ATM: +53%, OTM: -11% — bullish (ITM/ATM divergent)
Sector Relative≤40% or ≥60%
Sector P/C percentile 59% — bearish vs sector
Activity
Unusual activity?
3.2
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks1/9 checks passed
Volume Surge
≥1.5xVolume 0.5x avg — normal
Turnover Rate
≥15%Vol/OI 4.6% — 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 +3.8% (5d) — building
Sector Relative≥60%
Sector activity percentile 82% — very active vs sector
Trade Quality
≥30%Large trade volume 7% — mostly retail
Execution Urgency
≥60%Aggressive execution 33% — patient
Flow Conviction
≥30Conviction +14 (bullish) — mixed
Liquidity
Can I trade efficiently?
3.3
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks2/8 checks passed
Tradeable Spread
≤5.0%Spread 16.9% — wide
Adequate OI
≥10,000OI 141,976 — deep
Active Volume
≥500Volume 6,513/day — active
Reasonable Cost
≤$0.50$0.84 to cross — expensive
Strike Coverage
≥5 strikes1 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 96% — much wider than sector
Order Book Depth
≥100 contractsDepth 48.1 contracts (bid:30.3 ask:17.8) — thin
Execution Quality
<1.0%Avg slippage 8.28% — poor
Timing
Is now a good time?
6.8
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks5/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +24.4% — backwardation
IV Percentile Clarity
<30 or >70IV percentile 96% — seller opportunity
Event Detection
≥10pts kinkIV kink 1.3pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 16.36 — favors income trades
Expiration Distribution
≥3 expirations5 liquid expirations — flexible
Event Risk
≥60% (safe)caution advised: FOMC in 7d; CPI in 0d (HIGH)
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow +14% @ 57% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 37 (ITM 20% + inst 7%) — retail dominated
Directional Strategy Fit
Option Buyers
Long Calls5.1
bullishIV expensive, bullish flow
Long Puts3.7
bearishIV expensive, bullish flow
Premium Sellers
Cash-Secured Put6.1
bullishIV rich premium, bullish flow
Covered Call4.8
bearishIV rich premium, bullish flow
For educational purposes only. Not investment advice.