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Zentalis Pharmaceuticals, Inc. Common Stock ZNTL

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Market datapartial · fetched 2026-10-22T21:27:42.426Z

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 · 2026-10-22T20:00:05.968231088Z

FundamentalsAlpha Vantage · unavailable

Share price$2.41
1D+5.2%
AH$2.28$2.32$2.36$2.39$2.435:30 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$0.37$0.96$1.54$2.13$2.71$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEZNTL PRICE$0.55$0.92$1.29$1.66$1.94$2.06$0.43$0.53$0.62$0.86$1.10$1.34$1.58$1.82$2.06$2.30$2.54
PutsExpensive1.78×
CallsExpensive4.59×
SkewBullish-362.98 pp
Implied move——
TiltBearish28.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ2.12226.9%30.1%
35Δ2.31221.1%26.2%
40Δ2.49215.3%22.3%
45Δ2.78214.4%20.1%
50Δ3.08213.6%17.9%
55Δ3.48234.4%67.5%3.37212.8%15.7%
60Δ4.58388.7%128.2%3.66212.0%13.5%
65Δ5.67542.9%188.9%3.96211.2%11.3%
70Δ6.77697.2%249.6%4.25210.4%9.1%
75Δ6.93800.0%268.2%4.55209.6%6.9%
80Δ5.23800.0%202.5%4.84208.9%4.7%

20Δ

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

25Δ

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

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.12
IV
226.9%
B/E move
30.1%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.31
IV
221.1%
B/E move
26.2%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.49
IV
215.3%
B/E move
22.3%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.78
IV
214.4%
B/E move
20.1%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.08
IV
213.6%
B/E move
17.9%

55Δ

Calls
Pseudo strike
3.48
IV
234.4%
B/E move
67.5%
Puts
Pseudo strike
3.37
IV
212.8%
B/E move
15.7%

60Δ

Calls
Pseudo strike
4.58
IV
388.7%
B/E move
128.2%
Puts
Pseudo strike
3.66
IV
212.0%
B/E move
13.5%

65Δ

Calls
Pseudo strike
5.67
IV
542.9%
B/E move
188.9%
Puts
Pseudo strike
3.96
IV
211.2%
B/E move
11.3%

70Δ

Calls
Pseudo strike
6.77
IV
697.2%
B/E move
249.6%
Puts
Pseudo strike
4.25
IV
210.4%
B/E move
9.1%

75Δ

Calls
Pseudo strike
6.93
IV
800.0%
B/E move
268.2%
Puts
Pseudo strike
4.55
IV
209.6%
B/E move
6.9%

80Δ

Calls
Pseudo strike
5.23
IV
800.0%
B/E move
202.5%
Puts
Pseudo strike
4.84
IV
208.9%
B/E move
4.7%

Options history

No recorded observations