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Zions Bancorporation ZION

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-22T23:27:56.996Z

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 · 2026-10-22T23:14:26.352987138Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-10-22T23:27:56.221807+00:00

Share price$66.24
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 options

Live interpolated ZION call and put midpoint premiums by absolute delta.Zions Bancorporation$0.27$2.31$4.34$6.38$8.41$58.90$62.70$66.50$70.29$74.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ZION spot · $66.24ZION PRICE$0.49$0.66$0.86$1.07$1.28$1.54$1.87$2.19$2.52$2.91$3.43$3.95$4.47$0.72$0.94$1.18$1.42$1.70$2.03$2.36$2.68$3.17$3.70$4.23$6.40$7.82
PutsFair1.05×
CallsCheap0.74×
SkewBearish+6.29 pp
Implied moveBearish±$4.22
TiltBearish16.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ70.6424.1%7.4%61.7132.3%7.9%
25Δ69.7424.0%6.3%62.7332.1%6.7%
30Δ69.0924.2%5.6%63.6031.4%5.8%
35Δ68.4524.4%5.0%64.4630.6%4.8%
40Δ67.8124.6%4.3%65.2630.1%4.0%
45Δ67.1924.8%3.8%65.9629.8%3.5%
50Δ66.5925.2%3.3%66.6629.5%2.9%
55Δ65.9925.5%2.9%67.3629.2%2.4%
60Δ65.3825.8%2.5%68.1229.2%1.9%
65Δ64.7326.1%2.1%68.9029.3%1.6%
70Δ64.0026.3%1.8%69.6729.4%1.2%
75Δ63.2726.5%1.5%71.8737.8%1.2%
80Δ62.5426.7%1.2%73.4939.4%0.9%

20Δ

Calls
Pseudo strike
70.64
IV
24.1%
B/E move
7.4%
Puts
Pseudo strike
61.71
IV
32.3%
B/E move
7.9%

25Δ

Calls
Pseudo strike
69.74
IV
24.0%
B/E move
6.3%
Puts
Pseudo strike
62.73
IV
32.1%
B/E move
6.7%

30Δ

Calls
Pseudo strike
69.09
IV
24.2%
B/E move
5.6%
Puts
Pseudo strike
63.60
IV
31.4%
B/E move
5.8%

35Δ

Calls
Pseudo strike
68.45
IV
24.4%
B/E move
5.0%
Puts
Pseudo strike
64.46
IV
30.6%
B/E move
4.8%

40Δ

Calls
Pseudo strike
67.81
IV
24.6%
B/E move
4.3%
Puts
Pseudo strike
65.26
IV
30.1%
B/E move
4.0%

45Δ

Calls
Pseudo strike
67.19
IV
24.8%
B/E move
3.8%
Puts
Pseudo strike
65.96
IV
29.8%
B/E move
3.5%

50Δ

Calls
Pseudo strike
66.59
IV
25.2%
B/E move
3.3%
Puts
Pseudo strike
66.66
IV
29.5%
B/E move
2.9%

55Δ

Calls
Pseudo strike
65.99
IV
25.5%
B/E move
2.9%
Puts
Pseudo strike
67.36
IV
29.2%
B/E move
2.4%

60Δ

Calls
Pseudo strike
65.38
IV
25.8%
B/E move
2.5%
Puts
Pseudo strike
68.12
IV
29.2%
B/E move
1.9%

65Δ

Calls
Pseudo strike
64.73
IV
26.1%
B/E move
2.1%
Puts
Pseudo strike
68.90
IV
29.3%
B/E move
1.6%

70Δ

Calls
Pseudo strike
64.00
IV
26.3%
B/E move
1.8%
Puts
Pseudo strike
69.67
IV
29.4%
B/E move
1.2%

75Δ

Calls
Pseudo strike
63.27
IV
26.5%
B/E move
1.5%
Puts
Pseudo strike
71.87
IV
37.8%
B/E move
1.2%

80Δ

Calls
Pseudo strike
62.54
IV
26.7%
B/E move
1.2%
Puts
Pseudo strike
73.49
IV
39.4%
B/E move
0.9%

Options history

No recorded observations