IntraAlpha
Create free account Start free

Zura Bio Limited Class A Ordinary Shares ZURA

i

Market datapartial · fetched 2026-10-22T21:53:22.381Z

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 · 2026-10-22T21:52:12.3163154Z

FundamentalsAlpha Vantage · unavailable

Share price$3.71
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$1.87$3.50$5.12$6.74$-0.49$1.53$3.55$5.57$7.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ZURA spot · $3.71ZURA PRICE$0.42$0.53$0.63$0.72$0.82$0.92$1.02$1.14$1.27$1.39$1.52$0.57$0.87$1.18$1.48$1.79$2.10$4.34$4.89$5.12$5.35$5.58$5.91$6.27
PutsExpensive2.41×
CallsExpensive2.12×
SkewBearish+31.09 pp
Implied moveBearish±$5.16
TiltBearish62.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.63291.4%44.3%
25Δ3.08302.3%40.4%
30Δ8.84316.1%149.7%3.53313.2%36.6%
35Δ8.14326.7%133.6%3.98324.0%32.8%
40Δ7.40335.0%116.5%4.43317.7%28.8%
45Δ6.33321.5%90.1%4.89310.4%24.8%
50Δ5.48309.3%69.6%7.13402.3%24.9%
55Δ4.80299.0%54.0%7.80392.0%21.6%
60Δ4.26290.9%42.3%8.16367.6%18.0%
65Δ3.80281.5%33.2%8.53343.1%14.4%
70Δ3.42270.9%26.4%8.89318.7%10.8%
75Δ3.04260.3%19.6%9.32297.5%8.0%
80Δ2.66249.7%12.8%9.78277.6%5.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.63
IV
291.4%
B/E move
44.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.08
IV
302.3%
B/E move
40.4%

30Δ

Calls
Pseudo strike
8.84
IV
316.1%
B/E move
149.7%
Puts
Pseudo strike
3.53
IV
313.2%
B/E move
36.6%

35Δ

Calls
Pseudo strike
8.14
IV
326.7%
B/E move
133.6%
Puts
Pseudo strike
3.98
IV
324.0%
B/E move
32.8%

40Δ

Calls
Pseudo strike
7.40
IV
335.0%
B/E move
116.5%
Puts
Pseudo strike
4.43
IV
317.7%
B/E move
28.8%

45Δ

Calls
Pseudo strike
6.33
IV
321.5%
B/E move
90.1%
Puts
Pseudo strike
4.89
IV
310.4%
B/E move
24.8%

50Δ

Calls
Pseudo strike
5.48
IV
309.3%
B/E move
69.6%
Puts
Pseudo strike
7.13
IV
402.3%
B/E move
24.9%

55Δ

Calls
Pseudo strike
4.80
IV
299.0%
B/E move
54.0%
Puts
Pseudo strike
7.80
IV
392.0%
B/E move
21.6%

60Δ

Calls
Pseudo strike
4.26
IV
290.9%
B/E move
42.3%
Puts
Pseudo strike
8.16
IV
367.6%
B/E move
18.0%

65Δ

Calls
Pseudo strike
3.80
IV
281.5%
B/E move
33.2%
Puts
Pseudo strike
8.53
IV
343.1%
B/E move
14.4%

70Δ

Calls
Pseudo strike
3.42
IV
270.9%
B/E move
26.4%
Puts
Pseudo strike
8.89
IV
318.7%
B/E move
10.8%

75Δ

Calls
Pseudo strike
3.04
IV
260.3%
B/E move
19.6%
Puts
Pseudo strike
9.32
IV
297.5%
B/E move
8.0%

80Δ

Calls
Pseudo strike
2.66
IV
249.7%
B/E move
12.8%
Puts
Pseudo strike
9.78
IV
277.6%
B/E move
5.5%

Options history

No recorded observations