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Zentalis Pharmaceuticals, Inc. Common Stock ZNTL

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-12T03:21:53.289Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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 · 2026-11-11T22:59:31.760934865Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:21:42.454152+00:00

Share price$1.86
1D+7.8%
AH$1.79$1.84$1.89$1.94$1.995:30 AM6:30 AM9:00 AM1:00 PM2:00 PMZNTL
Sold putSold callAH

Zentalis Pharmaceuticals, Inc. Common Stock options

Live interpolated ZNTL call and put midpoint premiums by absolute delta.Zentalis Pharmaceuticals, Inc. Common Stock$0.28$1.03$1.78$2.53$3.28$-1.29$0.23$1.74$3.25$4.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ZNTL spot · $1.86ZNTL PRICE$0.36$0.45$0.54$0.63$0.72$1.76$1.87$1.98$2.09$2.20$2.30$2.41$2.52$2.63$2.74$2.85$2.95$3.06
PutsExpensive2.83×
Calls——
Skew——
Implied moveBearish±$3.04
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.47467.1%61.9%
25Δ2.67440.2%56.9%
30Δ2.87417.5%52.4%
35Δ9.78352.8%444.7%3.06394.8%47.8%
40Δ9.43378.5%430.9%3.25372.1%43.2%
45Δ9.08404.2%417.1%3.45349.4%38.7%
50Δ8.74429.9%403.3%3.64326.6%34.1%
55Δ8.39455.6%389.5%3.83303.9%29.5%
60Δ4.03281.2%25.0%
65Δ4.22258.5%20.4%
70Δ4.41235.8%15.8%
75Δ4.61213.1%11.3%
80Δ4.80190.4%6.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.47
IV
467.1%
B/E move
61.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.67
IV
440.2%
B/E move
56.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.87
IV
417.5%
B/E move
52.4%

35Δ

Calls
Pseudo strike
9.78
IV
352.8%
B/E move
444.7%
Puts
Pseudo strike
3.06
IV
394.8%
B/E move
47.8%

40Δ

Calls
Pseudo strike
9.43
IV
378.5%
B/E move
430.9%
Puts
Pseudo strike
3.25
IV
372.1%
B/E move
43.2%

45Δ

Calls
Pseudo strike
9.08
IV
404.2%
B/E move
417.1%
Puts
Pseudo strike
3.45
IV
349.4%
B/E move
38.7%

50Δ

Calls
Pseudo strike
8.74
IV
429.9%
B/E move
403.3%
Puts
Pseudo strike
3.64
IV
326.6%
B/E move
34.1%

55Δ

Calls
Pseudo strike
8.39
IV
455.6%
B/E move
389.5%
Puts
Pseudo strike
3.83
IV
303.9%
B/E move
29.5%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.03
IV
281.2%
B/E move
25.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.22
IV
258.5%
B/E move
20.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.41
IV
235.8%
B/E move
15.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.61
IV
213.1%
B/E move
11.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.80
IV
190.4%
B/E move
6.7%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations