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Zai Lab Limited American Depositary Shares ZLAB

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Market datapartial · fetched 2026-10-23T23:08:22.169Z

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 · 2026-10-23T20:56:55.405740236Z

FundamentalsAlpha Vantage · unavailable

Share price$24.50
1D+2.6%
AH$22.13$22.77$23.41$24.04$24.685:30 AM6:30 AM9:00 AM1:00 PM2:00 PMZLAB
Sold putSold callAH

Zai Lab Limited American Depositary Shares options

Live interpolated ZLAB call and put midpoint premiums by absolute delta.Zai Lab Limited American Depositary Shares$0.32$2.82$5.32$7.82$10.32$17.33$21.06$24.79$28.53$32.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ZLAB spot · $24.50ZLAB PRICE$0.86$1.38$1.90$2.41$2.07$1.55$1.34$1.65$1.95$2.26$2.57$2.91$3.30$0.59$0.75$1.02$1.48$1.94$2.39$2.94$3.62$4.29$4.96$5.64$6.53$9.60
PutsExpensive1.32×
CallsExpensive1.27×
SkewBullish-8.69 pp
Implied moveBearish±$4.28
TiltBearish27.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.2697.7%31.1%21.0871.5%16.4%
25Δ32.44129.9%38.0%21.9667.7%13.4%
30Δ33.63162.2%45.0%22.7467.7%11.4%
35Δ34.81194.5%51.9%23.3873.8%10.6%
40Δ31.61149.8%37.5%24.0179.8%9.9%
45Δ27.5690.1%18.8%24.6485.8%9.2%
50Δ24.8252.8%6.8%25.4089.5%8.3%
55Δ24.3254.1%6.0%26.3489.9%7.2%
60Δ23.8255.4%5.2%27.2890.3%6.2%
65Δ23.3356.7%4.4%28.2190.7%5.1%
70Δ22.8358.0%3.7%29.1591.2%4.0%
75Δ22.3157.7%2.9%30.2993.0%3.0%
80Δ21.7654.3%2.3%33.49109.3%2.5%

20Δ

Calls
Pseudo strike
31.26
IV
97.7%
B/E move
31.1%
Puts
Pseudo strike
21.08
IV
71.5%
B/E move
16.4%

25Δ

Calls
Pseudo strike
32.44
IV
129.9%
B/E move
38.0%
Puts
Pseudo strike
21.96
IV
67.7%
B/E move
13.4%

30Δ

Calls
Pseudo strike
33.63
IV
162.2%
B/E move
45.0%
Puts
Pseudo strike
22.74
IV
67.7%
B/E move
11.4%

35Δ

Calls
Pseudo strike
34.81
IV
194.5%
B/E move
51.9%
Puts
Pseudo strike
23.38
IV
73.8%
B/E move
10.6%

40Δ

Calls
Pseudo strike
31.61
IV
149.8%
B/E move
37.5%
Puts
Pseudo strike
24.01
IV
79.8%
B/E move
9.9%

45Δ

Calls
Pseudo strike
27.56
IV
90.1%
B/E move
18.8%
Puts
Pseudo strike
24.64
IV
85.8%
B/E move
9.2%

50Δ

Calls
Pseudo strike
24.82
IV
52.8%
B/E move
6.8%
Puts
Pseudo strike
25.40
IV
89.5%
B/E move
8.3%

55Δ

Calls
Pseudo strike
24.32
IV
54.1%
B/E move
6.0%
Puts
Pseudo strike
26.34
IV
89.9%
B/E move
7.2%

60Δ

Calls
Pseudo strike
23.82
IV
55.4%
B/E move
5.2%
Puts
Pseudo strike
27.28
IV
90.3%
B/E move
6.2%

65Δ

Calls
Pseudo strike
23.33
IV
56.7%
B/E move
4.4%
Puts
Pseudo strike
28.21
IV
90.7%
B/E move
5.1%

70Δ

Calls
Pseudo strike
22.83
IV
58.0%
B/E move
3.7%
Puts
Pseudo strike
29.15
IV
91.2%
B/E move
4.0%

75Δ

Calls
Pseudo strike
22.31
IV
57.7%
B/E move
2.9%
Puts
Pseudo strike
30.29
IV
93.0%
B/E move
3.0%

80Δ

Calls
Pseudo strike
21.76
IV
54.3%
B/E move
2.3%
Puts
Pseudo strike
33.49
IV
109.3%
B/E move
2.5%

Options history

No recorded observations