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Zumiez Inc. Common Stock ZUMZ

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Market datapartial · fetched 2026-10-23T19:42:49.578Z

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 · 2026-10-23T19:42:23.834414722Z

FundamentalsAlpha Vantage · unavailable

Share price$14.06
1D-2.0%
$14.00$14.11$14.23$14.34$14.465:30 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$0.36$0.94$1.51$2.08$2.65$11.31$12.82$14.33$15.84$17.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ZUMZ spot · $14.05ZUMZ PRICE$0.51$0.47$0.45$0.43$0.61$0.79$0.98$1.16$1.34$1.53$1.71$1.90$2.49$0.49$0.48$0.53$0.57$0.62$0.67$0.71$0.76$0.81$0.85$0.90$0.95$0.99
PutsExpensive1.37×
CallsExpensive1.35×
SkewBullish-14.03 pp
Implied moveBullish±$1.69
TiltBullish21.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.46141.6%56.3%10.97121.6%25.4%
25Δ17.3992.9%27.1%12.5274.5%14.4%
30Δ16.2171.5%18.5%12.7470.0%13.1%
35Δ15.0350.2%9.9%12.9665.6%11.8%
40Δ14.7151.7%9.0%13.1961.1%10.6%
45Δ14.4153.8%8.2%13.4156.7%9.3%
50Δ14.1155.8%7.3%13.6352.2%8.1%
55Δ13.8157.9%6.5%13.8547.8%6.8%
60Δ13.5260.0%5.7%14.0843.3%5.6%
65Δ13.2262.1%4.9%14.3038.8%4.3%
70Δ12.9264.1%4.1%14.5234.4%3.1%
75Δ12.6266.2%3.3%14.7529.9%1.8%
80Δ11.9576.0%2.7%14.9725.5%0.6%

20Δ

Calls
Pseudo strike
21.46
IV
141.6%
B/E move
56.3%
Puts
Pseudo strike
10.97
IV
121.6%
B/E move
25.4%

25Δ

Calls
Pseudo strike
17.39
IV
92.9%
B/E move
27.1%
Puts
Pseudo strike
12.52
IV
74.5%
B/E move
14.4%

30Δ

Calls
Pseudo strike
16.21
IV
71.5%
B/E move
18.5%
Puts
Pseudo strike
12.74
IV
70.0%
B/E move
13.1%

35Δ

Calls
Pseudo strike
15.03
IV
50.2%
B/E move
9.9%
Puts
Pseudo strike
12.96
IV
65.6%
B/E move
11.8%

40Δ

Calls
Pseudo strike
14.71
IV
51.7%
B/E move
9.0%
Puts
Pseudo strike
13.19
IV
61.1%
B/E move
10.6%

45Δ

Calls
Pseudo strike
14.41
IV
53.8%
B/E move
8.2%
Puts
Pseudo strike
13.41
IV
56.7%
B/E move
9.3%

50Δ

Calls
Pseudo strike
14.11
IV
55.8%
B/E move
7.3%
Puts
Pseudo strike
13.63
IV
52.2%
B/E move
8.1%

55Δ

Calls
Pseudo strike
13.81
IV
57.9%
B/E move
6.5%
Puts
Pseudo strike
13.85
IV
47.8%
B/E move
6.8%

60Δ

Calls
Pseudo strike
13.52
IV
60.0%
B/E move
5.7%
Puts
Pseudo strike
14.08
IV
43.3%
B/E move
5.6%

65Δ

Calls
Pseudo strike
13.22
IV
62.1%
B/E move
4.9%
Puts
Pseudo strike
14.30
IV
38.8%
B/E move
4.3%

70Δ

Calls
Pseudo strike
12.92
IV
64.1%
B/E move
4.1%
Puts
Pseudo strike
14.52
IV
34.4%
B/E move
3.1%

75Δ

Calls
Pseudo strike
12.62
IV
66.2%
B/E move
3.3%
Puts
Pseudo strike
14.75
IV
29.9%
B/E move
1.8%

80Δ

Calls
Pseudo strike
11.95
IV
76.0%
B/E move
2.7%
Puts
Pseudo strike
14.97
IV
25.5%
B/E move
0.6%

Options history

No recorded observations