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Zenas BioPharma, Inc. Common Stock ZBIO

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Market datapartial · fetched 2026-10-22T15:48:16.918Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T15:44:55.316276097Z

FundamentalsAlpha Vantage · unavailable

Share price$28.23
1D-0.5%
$27.93$28.15$28.38$28.60$28.825:30 AM6:30 AM9:00 AM1:00 PMZBIO
Sold putSold call

Zenas BioPharma, Inc. Common Stock options

Live interpolated ZBIO call and put midpoint premiums by absolute delta.Zenas BioPharma, Inc. Common Stock$2.55$4.19$5.84$7.48$9.13$18.73$23.62$28.51$33.41$38.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ZBIO spot · $28.23ZBIO PRICE$2.92$3.33$3.74$4.15$4.57$5.29$6.33$2.73$3.00$3.28$3.56$3.91$4.65$5.40$6.15$6.89$8.65
PutsExpensive1.24×
CallsExpensive1.25×
SkewBullish-7.24 pp
Implied moveBearish±$6.48
TiltBearish22.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ26.02121.9%17.5%
40Δ27.05113.2%14.8%
45Δ28.08104.5%12.1%
50Δ29.75109.9%15.8%29.1295.8%9.5%
55Δ28.70106.6%13.5%30.1588.3%7.0%
60Δ27.65103.2%11.2%31.1987.2%6.0%
65Δ26.5999.9%8.9%32.2286.2%5.0%
70Δ25.5496.5%6.7%33.2685.1%3.9%
75Δ24.3597.8%5.0%34.3084.1%2.9%
80Δ23.04103.9%4.0%36.3186.9%2.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.02
IV
121.9%
B/E move
17.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.05
IV
113.2%
B/E move
14.8%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.08
IV
104.5%
B/E move
12.1%

50Δ

Calls
Pseudo strike
29.75
IV
109.9%
B/E move
15.8%
Puts
Pseudo strike
29.12
IV
95.8%
B/E move
9.5%

55Δ

Calls
Pseudo strike
28.70
IV
106.6%
B/E move
13.5%
Puts
Pseudo strike
30.15
IV
88.3%
B/E move
7.0%

60Δ

Calls
Pseudo strike
27.65
IV
103.2%
B/E move
11.2%
Puts
Pseudo strike
31.19
IV
87.2%
B/E move
6.0%

65Δ

Calls
Pseudo strike
26.59
IV
99.9%
B/E move
8.9%
Puts
Pseudo strike
32.22
IV
86.2%
B/E move
5.0%

70Δ

Calls
Pseudo strike
25.54
IV
96.5%
B/E move
6.7%
Puts
Pseudo strike
33.26
IV
85.1%
B/E move
3.9%

75Δ

Calls
Pseudo strike
24.35
IV
97.8%
B/E move
5.0%
Puts
Pseudo strike
34.30
IV
84.1%
B/E move
2.9%

80Δ

Calls
Pseudo strike
23.04
IV
103.9%
B/E move
4.0%
Puts
Pseudo strike
36.31
IV
86.9%
B/E move
2.0%

Options history

No recorded observations