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Zai Lab Limited American Depositary Shares ZLAB

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Market datapartial · fetched 2026-10-22T19:59:00.998Z

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 · 2026-10-22T19:58:59.808409991Z

FundamentalsAlpha Vantage · unavailable

Share price$22.07
1D-5.3%
$21.50$21.98$22.47$22.95$23.435:30 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$0.92$2.55$4.17$5.80$7.42$13.87$17.82$21.78$25.74$29.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ZLAB spot · $22.07ZLAB PRICE$1.49$1.87$2.25$2.60$2.87$3.14$3.41$3.96$4.51$2.50$2.22$1.10$1.52$1.95$2.37$2.76$3.13$3.49$3.85$4.83$5.89$6.96
PutsExpensive1.49×
CallsExpensive1.38×
SkewBearish+9.33 pp
Implied moveBearish±$5.01
TiltBearish24.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.41259.4%41.5%
25Δ17.96180.3%28.7%
30Δ20.2378.9%13.3%
35Δ20.8983.6%12.2%
40Δ24.4693.8%17.6%21.5688.2%11.1%
45Δ23.7699.4%16.1%22.2292.9%10.1%
50Δ23.06104.9%14.7%22.8993.0%8.8%
55Δ22.35108.4%13.1%23.5789.8%7.4%
60Δ21.56102.9%10.7%24.2486.6%6.0%
65Δ20.7797.5%8.3%24.9183.4%4.6%
70Δ19.9892.2%6.0%26.0884.4%3.7%
75Δ19.1791.5%4.8%27.3286.2%2.9%
80Δ18.3790.9%3.7%28.5587.9%2.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.41
IV
259.4%
B/E move
41.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.96
IV
180.3%
B/E move
28.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.23
IV
78.9%
B/E move
13.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.89
IV
83.6%
B/E move
12.2%

40Δ

Calls
Pseudo strike
24.46
IV
93.8%
B/E move
17.6%
Puts
Pseudo strike
21.56
IV
88.2%
B/E move
11.1%

45Δ

Calls
Pseudo strike
23.76
IV
99.4%
B/E move
16.1%
Puts
Pseudo strike
22.22
IV
92.9%
B/E move
10.1%

50Δ

Calls
Pseudo strike
23.06
IV
104.9%
B/E move
14.7%
Puts
Pseudo strike
22.89
IV
93.0%
B/E move
8.8%

55Δ

Calls
Pseudo strike
22.35
IV
108.4%
B/E move
13.1%
Puts
Pseudo strike
23.57
IV
89.8%
B/E move
7.4%

60Δ

Calls
Pseudo strike
21.56
IV
102.9%
B/E move
10.7%
Puts
Pseudo strike
24.24
IV
86.6%
B/E move
6.0%

65Δ

Calls
Pseudo strike
20.77
IV
97.5%
B/E move
8.3%
Puts
Pseudo strike
24.91
IV
83.4%
B/E move
4.6%

70Δ

Calls
Pseudo strike
19.98
IV
92.2%
B/E move
6.0%
Puts
Pseudo strike
26.08
IV
84.4%
B/E move
3.7%

75Δ

Calls
Pseudo strike
19.17
IV
91.5%
B/E move
4.8%
Puts
Pseudo strike
27.32
IV
86.2%
B/E move
2.9%

80Δ

Calls
Pseudo strike
18.37
IV
90.9%
B/E move
3.7%
Puts
Pseudo strike
28.55
IV
87.9%
B/E move
2.1%

Options history

No recorded observations