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Zumiez Inc. Common Stock ZUMZ

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Market datapartial · fetched 2026-10-23T03:30:01.221Z

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 · 2026-10-22T20:00:07.619890518Z

FundamentalsAlpha Vantage · unavailable

Share price$14.37
1D+4.5%
AH$13.69$13.91$14.14$14.37$14.595:30 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$0.25$1.20$2.15$3.09$4.04$10.93$12.53$14.12$15.71$17.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ZUMZ spot · $14.37ZUMZ PRICE$0.36$0.40$0.47$0.54$0.61$0.71$0.84$0.98$1.12$1.25$1.39$1.53$1.67$0.40$0.50$0.64$0.78$0.92$1.06$1.20$1.34$1.74$2.18$2.61$3.04$3.77
PutsExpensive1.78×
CallsExpensive1.13×
SkewBearish+12.53 pp
Implied moveBearish±$2.04
TiltBearish26.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.9193.1%34.1%12.1482.2%18.3%
25Δ17.1174.0%21.8%12.7772.5%14.6%
30Δ16.5368.8%18.2%13.1370.9%13.1%
35Δ15.9463.7%14.7%13.5069.3%11.5%
40Δ15.3558.5%11.1%13.8767.7%9.9%
45Δ14.9054.7%8.6%14.2366.1%8.3%
50Δ14.6453.0%7.7%14.6064.5%6.7%
55Δ14.3851.3%6.9%14.9762.8%5.1%
60Δ14.1249.5%6.0%15.4865.1%4.4%
65Δ13.8647.8%5.2%16.0167.7%3.7%
70Δ13.6046.1%4.3%16.5470.3%3.1%
75Δ13.3444.4%3.5%17.0672.8%2.4%
80Δ13.0842.7%2.6%17.8878.7%1.8%

20Δ

Calls
Pseudo strike
18.91
IV
93.1%
B/E move
34.1%
Puts
Pseudo strike
12.14
IV
82.2%
B/E move
18.3%

25Δ

Calls
Pseudo strike
17.11
IV
74.0%
B/E move
21.8%
Puts
Pseudo strike
12.77
IV
72.5%
B/E move
14.6%

30Δ

Calls
Pseudo strike
16.53
IV
68.8%
B/E move
18.2%
Puts
Pseudo strike
13.13
IV
70.9%
B/E move
13.1%

35Δ

Calls
Pseudo strike
15.94
IV
63.7%
B/E move
14.7%
Puts
Pseudo strike
13.50
IV
69.3%
B/E move
11.5%

40Δ

Calls
Pseudo strike
15.35
IV
58.5%
B/E move
11.1%
Puts
Pseudo strike
13.87
IV
67.7%
B/E move
9.9%

45Δ

Calls
Pseudo strike
14.90
IV
54.7%
B/E move
8.6%
Puts
Pseudo strike
14.23
IV
66.1%
B/E move
8.3%

50Δ

Calls
Pseudo strike
14.64
IV
53.0%
B/E move
7.7%
Puts
Pseudo strike
14.60
IV
64.5%
B/E move
6.7%

55Δ

Calls
Pseudo strike
14.38
IV
51.3%
B/E move
6.9%
Puts
Pseudo strike
14.97
IV
62.8%
B/E move
5.1%

60Δ

Calls
Pseudo strike
14.12
IV
49.5%
B/E move
6.0%
Puts
Pseudo strike
15.48
IV
65.1%
B/E move
4.4%

65Δ

Calls
Pseudo strike
13.86
IV
47.8%
B/E move
5.2%
Puts
Pseudo strike
16.01
IV
67.7%
B/E move
3.7%

70Δ

Calls
Pseudo strike
13.60
IV
46.1%
B/E move
4.3%
Puts
Pseudo strike
16.54
IV
70.3%
B/E move
3.1%

75Δ

Calls
Pseudo strike
13.34
IV
44.4%
B/E move
3.5%
Puts
Pseudo strike
17.06
IV
72.8%
B/E move
2.4%

80Δ

Calls
Pseudo strike
13.08
IV
42.7%
B/E move
2.6%
Puts
Pseudo strike
17.88
IV
78.7%
B/E move
1.8%

Options history

No recorded observations