IntraAlpha
Create free account Start free

Zevia PBC ZVIA

i

Market datapartial · fetched 2026-11-13T19:13:08.077Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-05-21

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 · 2026-11-13T19:09:13.420787233Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T19:13:06.549376+00:00

Share price$1.08
1D-4.4%
$1.06$1.08$1.10$1.12$1.145:30 AM6:30 AM9:00 AM1:00 PMZVIA
Sold putSold call

Zevia PBC options

Live interpolated ZVIA call and put midpoint premiums by absolute delta.Zevia PBC$0.08$0.11$0.15$0.18$0.21$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEZVIA PRICE$0.08$0.11$0.14$0.17$0.20
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.81146.5%352.8%
25Δ4.24146.6%303.1%
30Δ3.68146.7%253.4%
35Δ3.11146.8%203.6%
40Δ2.54146.9%153.9%
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
4.81
IV
146.5%
B/E move
352.8%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
4.24
IV
146.6%
B/E move
303.1%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
3.68
IV
146.7%
B/E move
253.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
3.11
IV
146.8%
B/E move
203.6%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
2.54
IV
146.9%
B/E move
153.9%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations