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Zebra Technologies Corporation Class A Common Stock ZBRA

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Market datapartial · fetched 2026-10-22T23:58:03.435Z

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 · 2026-10-22T20:34:59.123269601Z

FundamentalsAlpha Vantage · unavailable

Share price$384.16
1D-0.4%
AH$373$376$380$383$3875:30 AM6:30 AM9:00 AM1:00 PM2:00 PMZBRA
Sold putSold callAH

Zebra Technologies Corporation Class A Common Stock options

Live interpolated ZBRA call and put midpoint premiums by absolute delta.Zebra Technologies Corporation Class A Common Stock$3.73$18.70$33.66$48.62$63.58$313.80$348.55$383.31$418.06$452.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ZBRA spot · $384.16ZBRA PRICE$5.35$7.37$9.53$11.75$14.50$17.29$20.16$23.85$27.79$32.09$36.95$41.91$50.87$7.47$9.40$12.18$15.09$18.11$21.54$25.65$29.02$33.04$37.91$44.13$50.63$59.27
PutsExpensive1.55×
CallsExpensive1.46×
SkewBearish+1.58 pp
Implied moveBearish±$45.81
TiltBearish9.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ433.9946.4%14.4%340.8657.1%13.2%
25Δ426.5548.4%13.0%351.9753.6%10.8%
30Δ418.7949.6%11.5%359.8054.4%9.5%
35Δ410.7349.6%10.0%367.5654.1%8.2%
40Δ403.6450.6%8.8%375.0953.5%7.1%
45Δ396.5351.0%7.7%382.4853.2%6.0%
50Δ389.3250.8%6.6%389.8253.8%5.2%
55Δ382.3651.8%5.7%396.7452.1%4.3%
60Δ375.2352.4%4.9%403.8751.0%3.5%
65Δ367.8952.8%4.1%411.3750.6%2.8%
70Δ360.2353.2%3.4%419.8351.0%2.2%
75Δ352.5552.5%2.7%428.5150.4%1.6%
80Δ341.6355.9%2.2%439.0650.6%1.1%

20Δ

Calls
Pseudo strike
433.99
IV
46.4%
B/E move
14.4%
Puts
Pseudo strike
340.86
IV
57.1%
B/E move
13.2%

25Δ

Calls
Pseudo strike
426.55
IV
48.4%
B/E move
13.0%
Puts
Pseudo strike
351.97
IV
53.6%
B/E move
10.8%

30Δ

Calls
Pseudo strike
418.79
IV
49.6%
B/E move
11.5%
Puts
Pseudo strike
359.80
IV
54.4%
B/E move
9.5%

35Δ

Calls
Pseudo strike
410.73
IV
49.6%
B/E move
10.0%
Puts
Pseudo strike
367.56
IV
54.1%
B/E move
8.2%

40Δ

Calls
Pseudo strike
403.64
IV
50.6%
B/E move
8.8%
Puts
Pseudo strike
375.09
IV
53.5%
B/E move
7.1%

45Δ

Calls
Pseudo strike
396.53
IV
51.0%
B/E move
7.7%
Puts
Pseudo strike
382.48
IV
53.2%
B/E move
6.0%

50Δ

Calls
Pseudo strike
389.32
IV
50.8%
B/E move
6.6%
Puts
Pseudo strike
389.82
IV
53.8%
B/E move
5.2%

55Δ

Calls
Pseudo strike
382.36
IV
51.8%
B/E move
5.7%
Puts
Pseudo strike
396.74
IV
52.1%
B/E move
4.3%

60Δ

Calls
Pseudo strike
375.23
IV
52.4%
B/E move
4.9%
Puts
Pseudo strike
403.87
IV
51.0%
B/E move
3.5%

65Δ

Calls
Pseudo strike
367.89
IV
52.8%
B/E move
4.1%
Puts
Pseudo strike
411.37
IV
50.6%
B/E move
2.8%

70Δ

Calls
Pseudo strike
360.23
IV
53.2%
B/E move
3.4%
Puts
Pseudo strike
419.83
IV
51.0%
B/E move
2.2%

75Δ

Calls
Pseudo strike
352.55
IV
52.5%
B/E move
2.7%
Puts
Pseudo strike
428.51
IV
50.4%
B/E move
1.6%

80Δ

Calls
Pseudo strike
341.63
IV
55.9%
B/E move
2.2%
Puts
Pseudo strike
439.06
IV
50.6%
B/E move
1.1%

Options history

No recorded observations