IntraAlpha
Create free account Start free

Zura Bio Limited Class A Ordinary Shares ZURA

i

Market datapartial · fetched 2026-10-22T21:04:55.841Z

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 · 2026-10-22T21:03:24.342383525Z

FundamentalsAlpha Vantage · unavailable

Share price$3.70
1D-7.8%
AH$3.45$3.71$3.98$4.25$4.515:30 AM6:30 AM9:00 AM1:00 PM2:00 PMZURA
Sold putSold callAH

Zura Bio Limited Class A Ordinary Shares options

Live interpolated ZURA call and put midpoint premiums by absolute delta.Zura Bio Limited Class A Ordinary Shares$0.25$1.86$3.47$5.09$6.70$-0.48$1.53$3.55$5.57$7.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ZURA spot · $3.70ZURA PRICE$0.42$0.53$0.63$0.72$0.82$0.92$1.02$1.14$1.27$1.40$1.52$0.56$0.87$1.17$1.47$1.78$2.09$4.25$4.88$5.10$5.33$5.56$5.87$6.23
PutsExpensive2.41×
CallsExpensive2.14×
SkewBearish+28.81 pp
Implied moveBearish±$5.07
TiltBearish62.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.63290.6%44.2%
25Δ3.07301.3%40.4%
30Δ8.84316.9%150.5%3.52312.0%36.6%
35Δ8.14327.6%134.3%3.96322.8%32.8%
40Δ7.40336.1%117.2%4.42317.0%28.8%
45Δ6.33322.7%90.7%4.87309.7%24.8%
50Δ5.48310.6%70.1%7.04398.8%24.7%
55Δ4.80300.4%54.4%7.78392.0%21.6%
60Δ4.26292.4%42.7%8.14367.6%18.0%
65Δ3.80283.2%33.5%8.50343.2%14.4%
70Δ3.42272.9%26.6%8.86318.7%10.8%
75Δ3.03262.6%19.8%9.28297.1%7.9%
80Δ2.65252.3%12.9%9.73277.0%5.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.63
IV
290.6%
B/E move
44.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.07
IV
301.3%
B/E move
40.4%

30Δ

Calls
Pseudo strike
8.84
IV
316.9%
B/E move
150.5%
Puts
Pseudo strike
3.52
IV
312.0%
B/E move
36.6%

35Δ

Calls
Pseudo strike
8.14
IV
327.6%
B/E move
134.3%
Puts
Pseudo strike
3.96
IV
322.8%
B/E move
32.8%

40Δ

Calls
Pseudo strike
7.40
IV
336.1%
B/E move
117.2%
Puts
Pseudo strike
4.42
IV
317.0%
B/E move
28.8%

45Δ

Calls
Pseudo strike
6.33
IV
322.7%
B/E move
90.7%
Puts
Pseudo strike
4.87
IV
309.7%
B/E move
24.8%

50Δ

Calls
Pseudo strike
5.48
IV
310.6%
B/E move
70.1%
Puts
Pseudo strike
7.04
IV
398.8%
B/E move
24.7%

55Δ

Calls
Pseudo strike
4.80
IV
300.4%
B/E move
54.4%
Puts
Pseudo strike
7.78
IV
392.0%
B/E move
21.6%

60Δ

Calls
Pseudo strike
4.26
IV
292.4%
B/E move
42.7%
Puts
Pseudo strike
8.14
IV
367.6%
B/E move
18.0%

65Δ

Calls
Pseudo strike
3.80
IV
283.2%
B/E move
33.5%
Puts
Pseudo strike
8.50
IV
343.2%
B/E move
14.4%

70Δ

Calls
Pseudo strike
3.42
IV
272.9%
B/E move
26.6%
Puts
Pseudo strike
8.86
IV
318.7%
B/E move
10.8%

75Δ

Calls
Pseudo strike
3.03
IV
262.6%
B/E move
19.8%
Puts
Pseudo strike
9.28
IV
297.1%
B/E move
7.9%

80Δ

Calls
Pseudo strike
2.65
IV
252.3%
B/E move
12.9%
Puts
Pseudo strike
9.73
IV
277.0%
B/E move
5.5%

Options history

No recorded observations