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Zevia PBC ZVIA

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Market datapartial · fetched 2026-10-22T18:13:34.145Z

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 · 2026-10-22T18:08:04.342301665Z

FundamentalsAlpha Vantage · unavailable

Share price$1.23
1D-1.6%
$1.22$1.24$1.26$1.27$1.295:30 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$0.00$1.72$3.44$5.16$6.88$-1.04$-0.14$0.77$1.67$2.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ZVIA spot · $1.23ZVIA PRICE$0.10$0.10$0.10$0.10$0.14$0.22$0.30$0.37$0.36$0.35$0.34$0.33$0.43$1.66$2.14$2.61$3.08$3.55$4.02$4.49$4.96$5.43$5.91$6.38$1.84$0.54
PutsExpensive6.09×
CallsExpensive2.81×
SkewBearish+267.99 pp
Implied moveBearish±$4.79
TiltBearish87.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.27421.2%499.4%1.99737.9%73.9%
25Δ5.62339.6%365.1%2.53715.1%68.0%
30Δ3.97257.9%230.9%3.07692.4%62.2%
35Δ2.32176.2%96.7%3.61669.7%56.4%
40Δ1.61180.7%42.4%4.16647.0%50.5%
45Δ1.83270.0%66.7%4.70624.3%44.7%
50Δ2.12365.5%96.5%5.24601.5%38.9%
55Δ2.44445.8%128.5%5.79578.8%33.0%
60Δ2.10375.6%99.9%6.33556.1%27.2%
65Δ1.76305.4%71.2%6.87533.4%21.4%
70Δ1.41235.1%42.5%7.42510.6%15.5%
75Δ1.07164.9%13.9%3.00225.0%5.9%
80Δ0.89182.7%6.8%1.74112.8%2.4%

20Δ

Calls
Pseudo strike
7.27
IV
421.2%
B/E move
499.4%
Puts
Pseudo strike
1.99
IV
737.9%
B/E move
73.9%

25Δ

Calls
Pseudo strike
5.62
IV
339.6%
B/E move
365.1%
Puts
Pseudo strike
2.53
IV
715.1%
B/E move
68.0%

30Δ

Calls
Pseudo strike
3.97
IV
257.9%
B/E move
230.9%
Puts
Pseudo strike
3.07
IV
692.4%
B/E move
62.2%

35Δ

Calls
Pseudo strike
2.32
IV
176.2%
B/E move
96.7%
Puts
Pseudo strike
3.61
IV
669.7%
B/E move
56.4%

40Δ

Calls
Pseudo strike
1.61
IV
180.7%
B/E move
42.4%
Puts
Pseudo strike
4.16
IV
647.0%
B/E move
50.5%

45Δ

Calls
Pseudo strike
1.83
IV
270.0%
B/E move
66.7%
Puts
Pseudo strike
4.70
IV
624.3%
B/E move
44.7%

50Δ

Calls
Pseudo strike
2.12
IV
365.5%
B/E move
96.5%
Puts
Pseudo strike
5.24
IV
601.5%
B/E move
38.9%

55Δ

Calls
Pseudo strike
2.44
IV
445.8%
B/E move
128.5%
Puts
Pseudo strike
5.79
IV
578.8%
B/E move
33.0%

60Δ

Calls
Pseudo strike
2.10
IV
375.6%
B/E move
99.9%
Puts
Pseudo strike
6.33
IV
556.1%
B/E move
27.2%

65Δ

Calls
Pseudo strike
1.76
IV
305.4%
B/E move
71.2%
Puts
Pseudo strike
6.87
IV
533.4%
B/E move
21.4%

70Δ

Calls
Pseudo strike
1.41
IV
235.1%
B/E move
42.5%
Puts
Pseudo strike
7.42
IV
510.6%
B/E move
15.5%

75Δ

Calls
Pseudo strike
1.07
IV
164.9%
B/E move
13.9%
Puts
Pseudo strike
3.00
IV
225.0%
B/E move
5.9%

80Δ

Calls
Pseudo strike
0.89
IV
182.7%
B/E move
6.8%
Puts
Pseudo strike
1.74
IV
112.8%
B/E move
2.4%

Options history

No recorded observations