ABUS' decline

This may seem like a silly one due to the most recent price action, but: ABUS has developed into a gamma squeeze (net delta: -3,648), but what is most interesting is the distribution of options on ABUS has left it highly vulnerable to IV. Below is the hedging matrix and options layout for ABUS: https://i.imgur.com/6IZRsUh.png And interestingly, despite the reduction in extreme price, ABUS' IV has been rising steadily: https://i.imgur.com/VWQ7M9O.png Combining the delta-hedging requirements that are tied directly to volatility currently, and the normal decrease the follows such a drastic jump (usually), it is safe to bet on continued downside. This was all brought to my attention due to VoEx's behavior, which also signal continued downside: https://i.imgur.com/Zg1edI9.png

back

ABUS' decline

Dec 6, 2021

bearish

general Analysis

[1 min Read]

This may seem like a silly one due to the most recent price action, but:

ABUS has developed into a gamma squeeze (net delta: -3,648), but what is most interesting is the distribution of options on ABUS has left it highly vulnerable to IV. Below is the hedging matrix and options layout for ABUS:



And interestingly, despite the reduction in extreme price, ABUS' IV has been rising steadily:



Combining the delta-hedging requirements that are tied directly to volatility currently, and the normal decrease the follows such a drastic jump (usually), it is safe to bet on continued downside.

This was all brought to my attention due to VoEx's behavior, which also signal continued downside:



page loading card

ABUS

Arbutus Biopharma Corporation

2.68

0.07
2.68%

Return

-
Position Return %
0.00
Position Return
3.70
Price When Posted

Metrics

3.52
Target Price
8/ 10
Confidence
1-2 Weeks
Timeframe
catalyst icon
Earnings Release
catalyst icon
News
catalyst icon
SEC
Filing
catalyst icon
Sentiment
catalyst icon
Other Catalyst

Access the latest tools and discussion channels with an account

reddit-sentiment

Reddit Sentiment
Analysis

portfolio-balancer

Portfolio Balancer
with brokerages

sec-dashboard

SEC Dashboard
with NLP

aiodd-ad
next