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Zebra Technologies Corporation Class A Common Stock ZBRA

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Market datapartial · fetched 2026-10-23T17:34:37.672Z

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 · 2026-10-23T17:34:20.91632386Z

FundamentalsAlpha Vantage · unavailable

Share price$384.58
1D+0.9%
$378$381$383$385$3875:30 AM6:30 AM9:00 AM1:00 PMZBRA
Sold putSold call

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$3.89$18.65$33.40$48.16$62.91$314.87$349.69$384.51$419.33$454.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ZBRA spot · $384.58ZBRA PRICE$5.49$7.52$9.54$11.82$14.31$17.07$20.11$23.83$27.72$31.88$36.64$45.07$54.41$7.01$9.48$11.97$14.55$17.62$20.94$24.46$28.39$33.15$38.60$44.08$51.37$58.66
PutsExpensive1.57×
CallsExpensive1.51×
SkewNeutral+0.13 pp
Implied moveBearish±$44.57
TiltBearish8.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ435.7848.4%14.7%343.6054.3%12.5%
25Δ428.2750.6%13.3%352.0155.1%10.9%
30Δ419.1850.5%11.5%360.5054.4%9.4%
35Δ411.2950.7%10.0%368.3453.3%8.0%
40Δ403.8150.8%8.7%375.6553.0%6.9%
45Δ396.6351.1%7.6%382.7752.8%5.9%
50Δ389.6951.6%6.6%389.8252.4%5.0%
55Δ382.7452.6%5.7%396.8551.9%4.2%
60Δ375.6453.1%4.9%404.3552.0%3.5%
65Δ368.3753.3%4.1%412.2452.3%2.8%
70Δ360.8053.5%3.3%420.1751.8%2.2%
75Δ350.5758.0%2.9%429.5151.3%1.7%
80Δ338.9759.5%2.3%438.8650.9%1.1%

20Δ

Calls
Pseudo strike
435.78
IV
48.4%
B/E move
14.7%
Puts
Pseudo strike
343.60
IV
54.3%
B/E move
12.5%

25Δ

Calls
Pseudo strike
428.27
IV
50.6%
B/E move
13.3%
Puts
Pseudo strike
352.01
IV
55.1%
B/E move
10.9%

30Δ

Calls
Pseudo strike
419.18
IV
50.5%
B/E move
11.5%
Puts
Pseudo strike
360.50
IV
54.4%
B/E move
9.4%

35Δ

Calls
Pseudo strike
411.29
IV
50.7%
B/E move
10.0%
Puts
Pseudo strike
368.34
IV
53.3%
B/E move
8.0%

40Δ

Calls
Pseudo strike
403.81
IV
50.8%
B/E move
8.7%
Puts
Pseudo strike
375.65
IV
53.0%
B/E move
6.9%

45Δ

Calls
Pseudo strike
396.63
IV
51.1%
B/E move
7.6%
Puts
Pseudo strike
382.77
IV
52.8%
B/E move
5.9%

50Δ

Calls
Pseudo strike
389.69
IV
51.6%
B/E move
6.6%
Puts
Pseudo strike
389.82
IV
52.4%
B/E move
5.0%

55Δ

Calls
Pseudo strike
382.74
IV
52.6%
B/E move
5.7%
Puts
Pseudo strike
396.85
IV
51.9%
B/E move
4.2%

60Δ

Calls
Pseudo strike
375.64
IV
53.1%
B/E move
4.9%
Puts
Pseudo strike
404.35
IV
52.0%
B/E move
3.5%

65Δ

Calls
Pseudo strike
368.37
IV
53.3%
B/E move
4.1%
Puts
Pseudo strike
412.24
IV
52.3%
B/E move
2.8%

70Δ

Calls
Pseudo strike
360.80
IV
53.5%
B/E move
3.3%
Puts
Pseudo strike
420.17
IV
51.8%
B/E move
2.2%

75Δ

Calls
Pseudo strike
350.57
IV
58.0%
B/E move
2.9%
Puts
Pseudo strike
429.51
IV
51.3%
B/E move
1.7%

80Δ

Calls
Pseudo strike
338.97
IV
59.5%
B/E move
2.3%
Puts
Pseudo strike
438.86
IV
50.9%
B/E move
1.1%

Options history

No recorded observations