IntraAlpha
Create free account Start free

Zentalis Pharmaceuticals Llc ZNTL

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-22T23:59:33.217Z

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 · 2026-10-22T22:12:07.755308319Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:59:29.113545+00:00

Share price$2.35
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 Llc options

Live interpolated ZNTL call and put midpoint premiums by absolute delta.Zentalis Pharmaceuticals Llc$0.28$0.81$1.33$1.86$2.38$0.45$1.97$3.48$4.99$6.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ZNTL spot · $2.35ZNTL PRICE$0.34$0.68$1.02$1.36$1.70$1.95$2.07$0.41$0.49$0.58$0.73$0.95$1.16$1.37$1.59$1.80$2.02$2.23
PutsExpensive1.65×
CallsExpensive4.29×
SkewBullish-342.41 pp
Implied moveBearish±$1.29
TiltBearish18.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ2.06221.4%29.5%
35Δ2.24215.2%25.8%
40Δ2.41209.1%22.1%
45Δ2.63204.2%19.2%
50Δ2.85155.0%35.6%2.89200.8%17.2%
55Δ3.86296.1%93.4%3.15197.3%15.2%
60Δ4.88437.1%151.2%3.41193.8%13.2%
65Δ5.90578.1%209.0%3.67190.3%11.2%
70Δ6.92719.2%266.9%3.94186.9%9.2%
75Δ6.78800.0%271.7%4.20183.4%7.2%
80Δ5.10800.0%205.3%4.46179.9%5.2%

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
2.06
IV
221.4%
B/E move
29.5%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.24
IV
215.2%
B/E move
25.8%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.41
IV
209.1%
B/E move
22.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.63
IV
204.2%
B/E move
19.2%

50Δ

Calls
Pseudo strike
2.85
IV
155.0%
B/E move
35.6%
Puts
Pseudo strike
2.89
IV
200.8%
B/E move
17.2%

55Δ

Calls
Pseudo strike
3.86
IV
296.1%
B/E move
93.4%
Puts
Pseudo strike
3.15
IV
197.3%
B/E move
15.2%

60Δ

Calls
Pseudo strike
4.88
IV
437.1%
B/E move
151.2%
Puts
Pseudo strike
3.41
IV
193.8%
B/E move
13.2%

65Δ

Calls
Pseudo strike
5.90
IV
578.1%
B/E move
209.0%
Puts
Pseudo strike
3.67
IV
190.3%
B/E move
11.2%

70Δ

Calls
Pseudo strike
6.92
IV
719.2%
B/E move
266.9%
Puts
Pseudo strike
3.94
IV
186.9%
B/E move
9.2%

75Δ

Calls
Pseudo strike
6.78
IV
800.0%
B/E move
271.7%
Puts
Pseudo strike
4.20
IV
183.4%
B/E move
7.2%

80Δ

Calls
Pseudo strike
5.10
IV
800.0%
B/E move
205.3%
Puts
Pseudo strike
4.46
IV
179.9%
B/E move
5.2%

Options history

No recorded observations