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Zumiez Inc. Common Stock ZUMZ

i

Market dataready · fetched 2026-11-13T02:51:26.152Z

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: 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 · 2026-11-12T21:14:41.321850845Z

FundamentalsSEC EDGAR · ready · as of 2026-08-01 · fetched 2026-11-13T02:51:25.546651+00:00

Share price$13.89
1D-3.0%
AH$13.86$13.98$14.11$14.23$14.365:30 AM6:30 AM9:00 AM1:00 PM2:00 PMZUMZ
Sold putSold callAH

Zumiez Inc. Common Stock options

Live interpolated ZUMZ call and put midpoint premiums by absolute delta.Zumiez Inc. Common Stock$0.26$0.62$0.97$1.33$1.68$12.02$13.20$14.38$15.56$16.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ZUMZ spot · $13.89ZUMZ PRICE$0.30$0.31$0.32$0.46$0.60$0.74$0.88$1.02$1.16$1.30$1.44$1.58$0.35$0.41$0.47$0.52$0.58$0.64$0.70$0.76$0.81$0.87$0.93$0.99
Puts——
Calls——
Skew——
Implied moveBullish±$1.52
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.26151.4%26.4%
25Δ16.15120.3%18.5%12.57108.6%12.0%
30Δ15.0489.2%10.6%12.76103.2%11.1%
35Δ14.7589.2%9.5%12.9497.8%10.2%
40Δ14.4990.6%8.6%13.1292.3%9.3%
45Δ14.2391.9%7.8%13.3086.9%8.4%
50Δ13.9793.2%6.9%13.4881.5%7.5%
55Δ13.7294.5%6.1%13.6776.1%6.6%
60Δ13.4695.9%5.2%13.8570.7%5.7%
65Δ13.2097.2%4.4%14.0365.3%4.9%
70Δ12.9498.5%3.5%14.2159.9%4.0%
75Δ12.6899.8%2.6%14.3954.5%3.1%
80Δ14.5849.1%2.2%

20Δ

Calls
Pseudo strike
17.26
IV
151.4%
B/E move
26.4%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
16.15
IV
120.3%
B/E move
18.5%
Puts
Pseudo strike
12.57
IV
108.6%
B/E move
12.0%

30Δ

Calls
Pseudo strike
15.04
IV
89.2%
B/E move
10.6%
Puts
Pseudo strike
12.76
IV
103.2%
B/E move
11.1%

35Δ

Calls
Pseudo strike
14.75
IV
89.2%
B/E move
9.5%
Puts
Pseudo strike
12.94
IV
97.8%
B/E move
10.2%

40Δ

Calls
Pseudo strike
14.49
IV
90.6%
B/E move
8.6%
Puts
Pseudo strike
13.12
IV
92.3%
B/E move
9.3%

45Δ

Calls
Pseudo strike
14.23
IV
91.9%
B/E move
7.8%
Puts
Pseudo strike
13.30
IV
86.9%
B/E move
8.4%

50Δ

Calls
Pseudo strike
13.97
IV
93.2%
B/E move
6.9%
Puts
Pseudo strike
13.48
IV
81.5%
B/E move
7.5%

55Δ

Calls
Pseudo strike
13.72
IV
94.5%
B/E move
6.1%
Puts
Pseudo strike
13.67
IV
76.1%
B/E move
6.6%

60Δ

Calls
Pseudo strike
13.46
IV
95.9%
B/E move
5.2%
Puts
Pseudo strike
13.85
IV
70.7%
B/E move
5.7%

65Δ

Calls
Pseudo strike
13.20
IV
97.2%
B/E move
4.4%
Puts
Pseudo strike
14.03
IV
65.3%
B/E move
4.9%

70Δ

Calls
Pseudo strike
12.94
IV
98.5%
B/E move
3.5%
Puts
Pseudo strike
14.21
IV
59.9%
B/E move
4.0%

75Δ

Calls
Pseudo strike
12.68
IV
99.8%
B/E move
2.6%
Puts
Pseudo strike
14.39
IV
54.5%
B/E move
3.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.58
IV
49.1%
B/E move
2.2%

Options history

IV · four-Friday blend62.17%
Daily EOD
ZUMZ60.2%63.6%67.0%2026-10-19: 63.61%2026-10-20: 61.14%2026-10-22: 62.32%2026-10-26: 63.97%2026-10-28: 66.53%2026-10-29: 60.65%2026-10-30: 62.17%Oct 19Oct 26Oct 30
7 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
63.61%
61.14%
62.32%
63.97%
66.53%
60.65%
62.17%