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Zions Bancorporation N.A. Common Stock ZION

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Market datapartial · fetched 2026-10-22T22:01:33.933Z

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 · 2026-10-22T20:00:07.783951325Z

FundamentalsAlpha Vantage · unavailable

Share price$66.39
1D+0.8%
AH$65.63$65.89$66.15$66.40$66.665:30 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$0.25$2.40$4.56$6.71$8.87$58.75$62.63$66.52$70.41$74.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ZION spot · $66.39ZION PRICE$0.48$0.64$0.84$1.04$1.24$1.48$1.79$2.10$2.42$2.73$3.21$3.70$4.18$0.73$0.96$1.21$1.46$1.75$2.10$2.44$2.80$3.35$3.90$4.45$7.22$8.25
PutsExpensive1.09×
CallsCheap0.70×
SkewBearish+8.84 pp
Implied moveBearish±$4.23
TiltBearish22.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ70.7123.6%7.2%61.7832.9%8.0%
25Δ69.7923.3%6.1%62.8132.7%6.8%
30Δ69.1723.4%5.5%63.6932.0%5.9%
35Δ68.5423.6%4.8%64.5831.3%4.9%
40Δ67.9223.7%4.2%65.3830.9%4.2%
45Δ67.3123.9%3.6%66.1130.6%3.6%
50Δ66.7324.1%3.2%66.8330.4%3.0%
55Δ66.1524.3%2.8%67.5730.3%2.4%
60Δ65.5724.5%2.4%68.3830.5%2.0%
65Δ64.9924.7%2.0%69.1930.8%1.7%
70Δ64.3124.5%1.7%70.0031.1%1.3%
75Δ63.6324.4%1.4%72.7142.3%1.3%
80Δ62.9524.3%1.1%74.0341.3%0.9%

20Δ

Calls
Pseudo strike
70.71
IV
23.6%
B/E move
7.2%
Puts
Pseudo strike
61.78
IV
32.9%
B/E move
8.0%

25Δ

Calls
Pseudo strike
69.79
IV
23.3%
B/E move
6.1%
Puts
Pseudo strike
62.81
IV
32.7%
B/E move
6.8%

30Δ

Calls
Pseudo strike
69.17
IV
23.4%
B/E move
5.5%
Puts
Pseudo strike
63.69
IV
32.0%
B/E move
5.9%

35Δ

Calls
Pseudo strike
68.54
IV
23.6%
B/E move
4.8%
Puts
Pseudo strike
64.58
IV
31.3%
B/E move
4.9%

40Δ

Calls
Pseudo strike
67.92
IV
23.7%
B/E move
4.2%
Puts
Pseudo strike
65.38
IV
30.9%
B/E move
4.2%

45Δ

Calls
Pseudo strike
67.31
IV
23.9%
B/E move
3.6%
Puts
Pseudo strike
66.11
IV
30.6%
B/E move
3.6%

50Δ

Calls
Pseudo strike
66.73
IV
24.1%
B/E move
3.2%
Puts
Pseudo strike
66.83
IV
30.4%
B/E move
3.0%

55Δ

Calls
Pseudo strike
66.15
IV
24.3%
B/E move
2.8%
Puts
Pseudo strike
67.57
IV
30.3%
B/E move
2.4%

60Δ

Calls
Pseudo strike
65.57
IV
24.5%
B/E move
2.4%
Puts
Pseudo strike
68.38
IV
30.5%
B/E move
2.0%

65Δ

Calls
Pseudo strike
64.99
IV
24.7%
B/E move
2.0%
Puts
Pseudo strike
69.19
IV
30.8%
B/E move
1.7%

70Δ

Calls
Pseudo strike
64.31
IV
24.5%
B/E move
1.7%
Puts
Pseudo strike
70.00
IV
31.1%
B/E move
1.3%

75Δ

Calls
Pseudo strike
63.63
IV
24.4%
B/E move
1.4%
Puts
Pseudo strike
72.71
IV
42.3%
B/E move
1.3%

80Δ

Calls
Pseudo strike
62.95
IV
24.3%
B/E move
1.1%
Puts
Pseudo strike
74.03
IV
41.3%
B/E move
0.9%

Options history

No recorded observations