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Zenas BioPharma, Inc. Common Stock ZBIO

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Market datapartial · fetched 2026-10-22T16:44:33.326Z

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 · 2026-10-22T16:44:02.788983576Z

FundamentalsAlpha Vantage · unavailable

Share price$28.28
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$1.80$3.55$5.31$7.06$8.82$16.77$22.27$27.77$33.27$38.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ZBIO spot · $28.28ZBIO PRICE$1.99$2.29$2.59$2.90$3.27$3.64$4.01$4.38$4.92$5.87$2.45$2.52$2.74$2.96$3.18$3.41$3.63$3.98$4.74$5.50$6.26$7.02$8.31
PutsExpensive1.54×
CallsExpensive1.27×
SkewBearish+12.75 pp
Implied moveBearish±$6.53
TiltBearish22.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.59204.0%35.9%
25Δ22.87167.2%28.0%
30Δ24.10153.7%24.5%
35Δ34.80126.8%30.1%25.34140.2%20.9%
40Δ33.08120.7%25.1%26.58126.7%17.3%
45Δ31.36114.7%20.0%27.82113.2%13.7%
50Δ29.79109.0%15.6%29.0599.7%10.1%
55Δ28.78104.7%13.3%30.2589.1%7.1%
60Δ27.76100.3%11.0%31.3088.3%6.1%
65Δ26.7596.0%8.8%32.3687.4%5.0%
70Δ25.7391.7%6.5%33.4286.5%4.0%
75Δ24.6689.6%4.6%34.4785.6%2.9%
80Δ23.4393.6%3.6%36.0285.6%2.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.59
IV
204.0%
B/E move
35.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.87
IV
167.2%
B/E move
28.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.10
IV
153.7%
B/E move
24.5%

35Δ

Calls
Pseudo strike
34.80
IV
126.8%
B/E move
30.1%
Puts
Pseudo strike
25.34
IV
140.2%
B/E move
20.9%

40Δ

Calls
Pseudo strike
33.08
IV
120.7%
B/E move
25.1%
Puts
Pseudo strike
26.58
IV
126.7%
B/E move
17.3%

45Δ

Calls
Pseudo strike
31.36
IV
114.7%
B/E move
20.0%
Puts
Pseudo strike
27.82
IV
113.2%
B/E move
13.7%

50Δ

Calls
Pseudo strike
29.79
IV
109.0%
B/E move
15.6%
Puts
Pseudo strike
29.05
IV
99.7%
B/E move
10.1%

55Δ

Calls
Pseudo strike
28.78
IV
104.7%
B/E move
13.3%
Puts
Pseudo strike
30.25
IV
89.1%
B/E move
7.1%

60Δ

Calls
Pseudo strike
27.76
IV
100.3%
B/E move
11.0%
Puts
Pseudo strike
31.30
IV
88.3%
B/E move
6.1%

65Δ

Calls
Pseudo strike
26.75
IV
96.0%
B/E move
8.8%
Puts
Pseudo strike
32.36
IV
87.4%
B/E move
5.0%

70Δ

Calls
Pseudo strike
25.73
IV
91.7%
B/E move
6.5%
Puts
Pseudo strike
33.42
IV
86.5%
B/E move
4.0%

75Δ

Calls
Pseudo strike
24.66
IV
89.6%
B/E move
4.6%
Puts
Pseudo strike
34.47
IV
85.6%
B/E move
2.9%

80Δ

Calls
Pseudo strike
23.43
IV
93.6%
B/E move
3.6%
Puts
Pseudo strike
36.02
IV
85.6%
B/E move
2.0%

Options history

No recorded observations