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Zai Lab Limited American Depositary Shares ZLAB

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Market datapartial · fetched 2026-10-22T15:35:58.115Z

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 · 2026-10-22T15:35:50.851798655Z

FundamentalsAlpha Vantage · unavailable

Share price$22.31
1D-4.3%
$22.23$22.51$22.80$23.09$23.385:30 AM6:30 AM9:00 AM1:00 PMZLAB
Sold putSold call

Zai Lab Limited American Depositary Shares options

Live interpolated ZLAB call and put midpoint premiums by absolute delta.Zai Lab Limited American Depositary Shares$1.13$1.69$2.25$2.82$3.38$14.05$18.37$22.69$27.00$31.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ZLAB spot · $22.30ZLAB PRICE$1.95$1.97$2.30$2.63$2.50$1.84$1.19$1.64$2.08$2.53$2.68$2.81$2.95$3.08$3.22
PutsExpensive1.46×
CallsExpensive1.64×
SkewBullish-12.09 pp
Implied moveBearish±$4.98
TiltBearish50.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.81246.7%40.3%
25Δ18.53152.7%25.1%
30Δ20.4481.7%13.7%
35Δ21.1287.5%12.7%
40Δ27.71140.6%33.0%21.7993.2%11.6%
45Δ24.40108.6%18.2%22.4798.9%10.6%
50Δ23.48108.4%15.6%22.9692.2%9.1%
55Δ22.56108.3%12.9%23.4484.8%7.5%
60Δ23.9277.5%6.0%
65Δ24.4070.1%4.4%
70Δ24.8862.8%2.9%
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.81
IV
246.7%
B/E move
40.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.53
IV
152.7%
B/E move
25.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.44
IV
81.7%
B/E move
13.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.12
IV
87.5%
B/E move
12.7%

40Δ

Calls
Pseudo strike
27.71
IV
140.6%
B/E move
33.0%
Puts
Pseudo strike
21.79
IV
93.2%
B/E move
11.6%

45Δ

Calls
Pseudo strike
24.40
IV
108.6%
B/E move
18.2%
Puts
Pseudo strike
22.47
IV
98.9%
B/E move
10.6%

50Δ

Calls
Pseudo strike
23.48
IV
108.4%
B/E move
15.6%
Puts
Pseudo strike
22.96
IV
92.2%
B/E move
9.1%

55Δ

Calls
Pseudo strike
22.56
IV
108.3%
B/E move
12.9%
Puts
Pseudo strike
23.44
IV
84.8%
B/E move
7.5%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.92
IV
77.5%
B/E move
6.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.40
IV
70.1%
B/E move
4.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.88
IV
62.8%
B/E move
2.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations