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Zevia PBC ZVIA

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Market datapartial · fetched 2026-10-23T01:38:38.710Z

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 · 2026-10-22T23:59:37.836965058Z

FundamentalsAlpha Vantage · unavailable

Share price$1.34
1D-2.4%
AH$1.20$1.22$1.25$1.27$1.295:30 AM6:30 AM9:00 AM1:00 PM2:00 PMZVIA
Sold putSold callAH

Zevia PBC options

Live interpolated ZVIA call and put midpoint premiums by absolute delta.Zevia PBC$0.00$1.41$2.83$4.24$5.65$0.44$0.95$1.46$1.97$2.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ZVIA spot · $1.34ZVIA PRICE$0.10$0.09$0.08$0.08$0.12$0.22$0.32$0.08$0.11$0.14$0.17$0.21$0.24$0.27$1.17$5.24$0.85$1.06
PutsExpensive1.99×
CallsExpensive2.19×
SkewBullish-65.46 pp
Implied moveBullish±$0.59
TiltBearish80.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.01386.7%430.2%1.05131.2%27.2%
25Δ5.43300.8%311.7%1.12131.7%24.7%
30Δ3.84214.9%193.2%1.18132.3%22.3%
35Δ2.26129.0%74.7%1.25132.8%19.8%
40Δ1.62138.9%30.1%1.32133.3%17.3%
45Δ1.85238.0%54.3%1.38133.9%14.9%
50Δ2.20350.1%88.1%1.45134.4%12.4%
55Δ2.35195.7%12.0%
60Δ6.32480.2%19.4%
65Δ2.05215.7%10.1%
70Δ2.29221.7%8.3%
75Δ
80Δ

20Δ

Calls
Pseudo strike
7.01
IV
386.7%
B/E move
430.2%
Puts
Pseudo strike
1.05
IV
131.2%
B/E move
27.2%

25Δ

Calls
Pseudo strike
5.43
IV
300.8%
B/E move
311.7%
Puts
Pseudo strike
1.12
IV
131.7%
B/E move
24.7%

30Δ

Calls
Pseudo strike
3.84
IV
214.9%
B/E move
193.2%
Puts
Pseudo strike
1.18
IV
132.3%
B/E move
22.3%

35Δ

Calls
Pseudo strike
2.26
IV
129.0%
B/E move
74.7%
Puts
Pseudo strike
1.25
IV
132.8%
B/E move
19.8%

40Δ

Calls
Pseudo strike
1.62
IV
138.9%
B/E move
30.1%
Puts
Pseudo strike
1.32
IV
133.3%
B/E move
17.3%

45Δ

Calls
Pseudo strike
1.85
IV
238.0%
B/E move
54.3%
Puts
Pseudo strike
1.38
IV
133.9%
B/E move
14.9%

50Δ

Calls
Pseudo strike
2.20
IV
350.1%
B/E move
88.1%
Puts
Pseudo strike
1.45
IV
134.4%
B/E move
12.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.35
IV
195.7%
B/E move
12.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.32
IV
480.2%
B/E move
19.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.05
IV
215.7%
B/E move
10.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.29
IV
221.7%
B/E move
8.3%

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

No recorded observations