Abbott Laboratories (ABT)

Abbott Laboratories

ABT

Q2 2026 Earnings

Reports in

-2days

Thu, Jul 16 · Before open

Options-implied move

±5.0%

$94.02 · $103.98 · via ATM straddle

ATM IV

30.9%

Δ term slope -0.6 v/30d

IV-based EM

±6.3%

σ 31% · 15d

ATM Straddle

$4.97

Strike $99.00

IV Rank

57%

52w 17–40%

Provider signals

Crowding and flow context

Signal score 54

Short days

1.5

23.4M shares short

P/C volume

0.24x

6.4K puts / 26.9K calls

P/C OI

0.62x

18.9K puts / 30.6K calls

Actions

5/0

dividend / split events

massive · short 2026-06-30 · IV coverage 67%

Expected move

Probability density around spot

Log-normal model with ATM IV 30.9% over 15 days. Range $94.02–$103.98.

$89.71 · -9.4%Spot $99.00$108.29 · +9.4%

Spot

−5.0%

+5.0%

Straddle bandIV bandLog-normal density

Hover for probability · click to pin

Term structure

Implied range across expiries

Spot × (1 ± EM) at each expiry. Hover an expiry for details.

4 expiries

Historical

Realized moves · last 8 quarters

Close-to-close moves; implied range pending historical option chains.

EPS beat 8/8

EPS surprisevs sell-side consensus

Realized (up)Realized (down)

ATM greeks

Greeks by expiry

ATM call · delta hedge ratios, sensitivity to vol and time.

Expiry	DTE	ATM IV	Δ Delta	Γ Gamma	𝜈 Vega	Θ Theta	Straddle
Jul 31Earnings K $99	15d	30.88%	0.504	0.0646	0.08	-0.10	$4.97
Aug 14 K $99	29d	29.78%	0.512	0.0483	0.11	-0.07	$6.65
Aug 28 K $100	43d	29.27%	0.487	0.0399	0.14	-0.05	$8.04
Sep 18 K $100	64d	29.28%	0.508	0.0329	0.16	-0.05	$9.80

Options data · as of 2026-07-16Method: options math baseline