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Zumiez Inc. Common Stock ZUMZ

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Market datapartial · fetched 2026-10-22T18:24:21.792Z

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 · 2026-10-22T18:22:44.881949076Z

FundamentalsAlpha Vantage · unavailable

Share price$14.37
1D+4.5%
$13.69$13.91$14.14$14.37$14.595:30 AM6:30 AM9:00 AM1:00 PMZUMZ
Sold putSold call

Zumiez Inc. Common Stock options

Live interpolated ZUMZ call and put midpoint premiums by absolute delta.Zumiez Inc. Common Stock$0.21$1.61$3.01$4.41$5.82$10.76$12.78$14.81$16.83$18.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ZUMZ spot · $14.37ZUMZ PRICE$0.36$0.39$0.46$0.53$0.59$0.94$1.58$2.22$2.86$3.49$4.13$4.77$5.41$0.40$0.50$0.64$0.78$0.92$1.06$1.20$1.33$1.73$2.16$2.60$3.03$3.69
PutsExpensive1.77×
CallsExpensive1.81×
SkewBullish-21.80 pp
Implied moveBullish±$2.77
TiltBullish16.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.9192.5%34.1%12.1381.7%18.3%
25Δ17.1073.4%21.8%12.7772.0%14.6%
30Δ16.5067.8%18.1%13.1370.5%13.0%
35Δ15.9162.3%14.4%13.5068.9%11.5%
40Δ15.3156.8%10.7%13.8667.4%9.9%
45Δ14.6460.2%8.4%14.2365.8%8.3%
50Δ13.9172.8%7.8%14.5964.2%6.7%
55Δ13.1785.5%7.1%14.9662.7%5.2%
60Δ12.4498.2%6.5%15.4764.8%4.4%
65Δ11.70110.8%5.8%15.9967.3%3.7%
70Δ10.97123.5%5.1%16.5269.9%3.1%
75Δ10.23136.2%4.5%17.0472.4%2.4%
80Δ9.50148.8%3.8%17.8077.6%1.8%

20Δ

Calls
Pseudo strike
18.91
IV
92.5%
B/E move
34.1%
Puts
Pseudo strike
12.13
IV
81.7%
B/E move
18.3%

25Δ

Calls
Pseudo strike
17.10
IV
73.4%
B/E move
21.8%
Puts
Pseudo strike
12.77
IV
72.0%
B/E move
14.6%

30Δ

Calls
Pseudo strike
16.50
IV
67.8%
B/E move
18.1%
Puts
Pseudo strike
13.13
IV
70.5%
B/E move
13.0%

35Δ

Calls
Pseudo strike
15.91
IV
62.3%
B/E move
14.4%
Puts
Pseudo strike
13.50
IV
68.9%
B/E move
11.5%

40Δ

Calls
Pseudo strike
15.31
IV
56.8%
B/E move
10.7%
Puts
Pseudo strike
13.86
IV
67.4%
B/E move
9.9%

45Δ

Calls
Pseudo strike
14.64
IV
60.2%
B/E move
8.4%
Puts
Pseudo strike
14.23
IV
65.8%
B/E move
8.3%

50Δ

Calls
Pseudo strike
13.91
IV
72.8%
B/E move
7.8%
Puts
Pseudo strike
14.59
IV
64.2%
B/E move
6.7%

55Δ

Calls
Pseudo strike
13.17
IV
85.5%
B/E move
7.1%
Puts
Pseudo strike
14.96
IV
62.7%
B/E move
5.2%

60Δ

Calls
Pseudo strike
12.44
IV
98.2%
B/E move
6.5%
Puts
Pseudo strike
15.47
IV
64.8%
B/E move
4.4%

65Δ

Calls
Pseudo strike
11.70
IV
110.8%
B/E move
5.8%
Puts
Pseudo strike
15.99
IV
67.3%
B/E move
3.7%

70Δ

Calls
Pseudo strike
10.97
IV
123.5%
B/E move
5.1%
Puts
Pseudo strike
16.52
IV
69.9%
B/E move
3.1%

75Δ

Calls
Pseudo strike
10.23
IV
136.2%
B/E move
4.5%
Puts
Pseudo strike
17.04
IV
72.4%
B/E move
2.4%

80Δ

Calls
Pseudo strike
9.50
IV
148.8%
B/E move
3.8%
Puts
Pseudo strike
17.80
IV
77.6%
B/E move
1.8%

Options history

No recorded observations