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Zai Lab Limited American Depositary Shares ZLAB

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Market datapartial · fetched 2026-10-23T17:42:32.898Z

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 · 2026-10-23T17:41:47.577807635Z

FundamentalsAlpha Vantage · unavailable

Share price$23.50
1D-1.6%
$22.18$22.65$23.12$23.59$24.065:30 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$0.59$2.17$3.75$5.33$6.91$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEZLAB PRICE$2.51$2.37$2.45$3.02$3.60$4.17$0.80$0.76$0.83$0.91$1.46$2.01$2.56$3.11$3.78$4.45$5.12$5.79$6.46
PutsExpensive1.07×
CallsFair0.96×
SkewBullish-2.32 pp
Implied move——
TiltBearish35.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.5799.2%20.2%
25Δ20.7974.2%14.8%
30Δ21.6564.0%11.4%
35Δ22.5154.2%8.1%
40Δ23.1462.4%7.8%
45Δ23.7670.6%7.4%
50Δ24.3878.8%7.1%
55Δ24.08103.2%13.2%25.0186.9%6.8%
60Δ23.1581.6%8.6%25.9086.0%5.8%
65Δ22.2767.8%5.2%26.8085.1%4.9%
70Δ21.5371.9%4.5%27.6984.1%3.9%
75Δ20.7875.9%3.7%28.5883.2%3.0%
80Δ20.0480.0%3.0%29.4882.3%2.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.57
IV
99.2%
B/E move
20.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.79
IV
74.2%
B/E move
14.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.65
IV
64.0%
B/E move
11.4%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.51
IV
54.2%
B/E move
8.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.14
IV
62.4%
B/E move
7.8%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.76
IV
70.6%
B/E move
7.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.38
IV
78.8%
B/E move
7.1%

55Δ

Calls
Pseudo strike
24.08
IV
103.2%
B/E move
13.2%
Puts
Pseudo strike
25.01
IV
86.9%
B/E move
6.8%

60Δ

Calls
Pseudo strike
23.15
IV
81.6%
B/E move
8.6%
Puts
Pseudo strike
25.90
IV
86.0%
B/E move
5.8%

65Δ

Calls
Pseudo strike
22.27
IV
67.8%
B/E move
5.2%
Puts
Pseudo strike
26.80
IV
85.1%
B/E move
4.9%

70Δ

Calls
Pseudo strike
21.53
IV
71.9%
B/E move
4.5%
Puts
Pseudo strike
27.69
IV
84.1%
B/E move
3.9%

75Δ

Calls
Pseudo strike
20.78
IV
75.9%
B/E move
3.7%
Puts
Pseudo strike
28.58
IV
83.2%
B/E move
3.0%

80Δ

Calls
Pseudo strike
20.04
IV
80.0%
B/E move
3.0%
Puts
Pseudo strike
29.48
IV
82.3%
B/E move
2.0%

Options history

No recorded observations