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Zions Bancorporation N.A. Common Stock ZION

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-12T01:19:23.232Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T23:34:10.931191348Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T01:19:22.619525+00:00

Share price$65.65
1D+0.7%
AH$65.90$66.09$66.29$66.48$66.685:30 AM6:30 AM9:00 AM1:00 PM2:00 PMZION
Sold putSold callAH

Zions Bancorporation N.A. Common Stock options

Live interpolated ZION call and put midpoint premiums by absolute delta.Zions Bancorporation N.A. Common Stock$0.19$1.77$3.35$4.92$6.50$61.55$63.78$66.01$68.24$70.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ZION spot · $65.65ZION PRICE$0.36$0.47$0.59$0.82$1.05$1.28$1.51$1.74$2.08$2.71$3.35$3.98$6.04$0.39$0.48$0.56$0.65$0.77$0.97$1.18$1.38$1.58$1.79$1.99
Puts——
CallsExpensive1.15×
Skew——
Implied moveBullish±$2.69
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ68.6730.1%5.2%62.8033.9%4.9%
25Δ68.0630.3%4.4%63.4131.4%4.1%
30Δ67.4730.6%3.7%64.0129.0%3.4%
35Δ67.0431.8%3.4%64.6126.5%2.6%
40Δ66.6032.9%3.1%65.1224.9%2.0%
45Δ66.1734.0%2.7%65.4724.9%1.8%
50Δ65.7435.2%2.4%65.8125.0%1.6%
55Δ65.3136.3%2.1%66.1525.0%1.3%
60Δ64.7838.2%1.9%66.5025.1%1.1%
65Δ64.0342.0%1.7%66.8425.1%0.9%
70Δ63.2845.9%1.5%67.1925.1%0.7%
75Δ62.5349.7%1.3%
80Δ60.4666.4%1.3%

20Δ

Calls
Pseudo strike
68.67
IV
30.1%
B/E move
5.2%
Puts
Pseudo strike
62.80
IV
33.9%
B/E move
4.9%

25Δ

Calls
Pseudo strike
68.06
IV
30.3%
B/E move
4.4%
Puts
Pseudo strike
63.41
IV
31.4%
B/E move
4.1%

30Δ

Calls
Pseudo strike
67.47
IV
30.6%
B/E move
3.7%
Puts
Pseudo strike
64.01
IV
29.0%
B/E move
3.4%

35Δ

Calls
Pseudo strike
67.04
IV
31.8%
B/E move
3.4%
Puts
Pseudo strike
64.61
IV
26.5%
B/E move
2.6%

40Δ

Calls
Pseudo strike
66.60
IV
32.9%
B/E move
3.1%
Puts
Pseudo strike
65.12
IV
24.9%
B/E move
2.0%

45Δ

Calls
Pseudo strike
66.17
IV
34.0%
B/E move
2.7%
Puts
Pseudo strike
65.47
IV
24.9%
B/E move
1.8%

50Δ

Calls
Pseudo strike
65.74
IV
35.2%
B/E move
2.4%
Puts
Pseudo strike
65.81
IV
25.0%
B/E move
1.6%

55Δ

Calls
Pseudo strike
65.31
IV
36.3%
B/E move
2.1%
Puts
Pseudo strike
66.15
IV
25.0%
B/E move
1.3%

60Δ

Calls
Pseudo strike
64.78
IV
38.2%
B/E move
1.9%
Puts
Pseudo strike
66.50
IV
25.1%
B/E move
1.1%

65Δ

Calls
Pseudo strike
64.03
IV
42.0%
B/E move
1.7%
Puts
Pseudo strike
66.84
IV
25.1%
B/E move
0.9%

70Δ

Calls
Pseudo strike
63.28
IV
45.9%
B/E move
1.5%
Puts
Pseudo strike
67.19
IV
25.1%
B/E move
0.7%

75Δ

Calls
Pseudo strike
62.53
IV
49.7%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
60.46
IV
66.4%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend27.38%
Daily EOD
ZION25.5%28.1%30.8%2026-10-19: 30.41%2026-10-20: 25.84%2026-10-21: 26.57%2026-10-22: 27.08%2026-10-23: 26.81%2026-10-26: 26.58%2026-10-27: 26.06%2026-10-28: 26.23%2026-10-29: 26.40%2026-10-30: 27.38%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
30.41%
25.84%
26.57%
27.08%
26.81%
26.58%
26.06%
26.23%
26.40%
27.38%