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Zai Lab Limited American Depositary Shares ZLAB

i

Market dataready · fetched 2026-11-13T00:47:04.269Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T23:17:31.585600199Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T00:47:03.793004+00:00

Share price$26.00
1D-0.8%
AH$25.80$26.05$26.30$26.54$26.795:30 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$1.30$2.07$2.84$3.61$4.38$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEZLAB PRICE$1.50$1.78$2.06$2.33$2.61$2.97$3.36$3.76$4.16$1.39$2.01
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.11227.0%24.1%
25Δ21.89260.2%23.5%
30Δ
35Δ
40Δ28.15139.9%14.1%
45Δ27.42140.6%12.3%
50Δ26.69141.4%10.6%
55Δ25.96142.1%8.8%
60Δ25.23142.9%7.1%
65Δ24.54141.2%5.8%
70Δ23.85138.3%4.7%
75Δ23.17135.4%3.6%
80Δ22.48132.6%2.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.11
IV
227.0%
B/E move
24.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.89
IV
260.2%
B/E move
23.5%

30Δ

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

35Δ

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

40Δ

Calls
Pseudo strike
28.15
IV
139.9%
B/E move
14.1%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
27.42
IV
140.6%
B/E move
12.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
26.69
IV
141.4%
B/E move
10.6%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
25.96
IV
142.1%
B/E move
8.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
25.23
IV
142.9%
B/E move
7.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
24.54
IV
141.2%
B/E move
5.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
23.85
IV
138.3%
B/E move
4.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
23.17
IV
135.4%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
22.48
IV
132.6%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend79.63%
Daily EOD
ZLAB63.1%72.7%82.3%2026-10-19: 68.95%2026-10-20: 74.72%2026-10-21: 75.98%2026-10-22: 80.97%2026-10-23: 68.57%2026-10-26: 64.46%2026-10-27: 73.79%2026-10-28: 78.92%2026-10-29: 70.52%2026-10-30: 79.63%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
68.95%
74.72%
75.98%
80.97%
68.57%
64.46%
73.79%
78.92%
70.52%
79.63%