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Zevia Pbc ZVIA

CONSUMER DEFENSIVE · BEVERAGES - NON-ALCOHOLIC
i

Market dataready · fetched 2026-10-22T23:24:03.233Z

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 · 2026-10-22T23:23:43.20599306Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:24:02.801117+00:00

Share price$1.33
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$1.21$2.42$3.63$4.84$0.47$0.97$1.47$1.97$2.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ZVIA spot · $1.33ZVIA PRICE$0.10$0.09$0.08$0.08$0.13$0.22$0.31$0.07$0.11$0.14$0.17$0.20$0.23$0.27$0.30$4.49$1.13$1.00$1.21
PutsExpensive1.89×
CallsExpensive2.21×
SkewBullish-74.73 pp
Implied moveBullish±$0.58
TiltBearish80.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.02388.7%434.8%1.05129.1%26.8%
25Δ5.39300.5%311.8%1.11129.4%24.4%
30Δ3.76212.3%188.7%1.17129.7%22.0%
35Δ2.13124.0%65.7%1.24130.0%19.6%
40Δ1.64148.5%32.7%1.30130.3%17.2%
45Δ1.86243.2%56.0%1.37130.6%14.7%
50Δ2.20351.4%88.8%1.43130.8%12.3%
55Δ1.50131.1%9.9%
60Δ5.58422.9%17.5%
65Δ2.32237.2%10.6%
70Δ2.22214.5%8.1%
75Δ2.46219.4%6.3%
80Δ

20Δ

Calls
Pseudo strike
7.02
IV
388.7%
B/E move
434.8%
Puts
Pseudo strike
1.05
IV
129.1%
B/E move
26.8%

25Δ

Calls
Pseudo strike
5.39
IV
300.5%
B/E move
311.8%
Puts
Pseudo strike
1.11
IV
129.4%
B/E move
24.4%

30Δ

Calls
Pseudo strike
3.76
IV
212.3%
B/E move
188.7%
Puts
Pseudo strike
1.17
IV
129.7%
B/E move
22.0%

35Δ

Calls
Pseudo strike
2.13
IV
124.0%
B/E move
65.7%
Puts
Pseudo strike
1.24
IV
130.0%
B/E move
19.6%

40Δ

Calls
Pseudo strike
1.64
IV
148.5%
B/E move
32.7%
Puts
Pseudo strike
1.30
IV
130.3%
B/E move
17.2%

45Δ

Calls
Pseudo strike
1.86
IV
243.2%
B/E move
56.0%
Puts
Pseudo strike
1.37
IV
130.6%
B/E move
14.7%

50Δ

Calls
Pseudo strike
2.20
IV
351.4%
B/E move
88.8%
Puts
Pseudo strike
1.43
IV
130.8%
B/E move
12.3%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.50
IV
131.1%
B/E move
9.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.58
IV
422.9%
B/E move
17.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.32
IV
237.2%
B/E move
10.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.22
IV
214.5%
B/E move
8.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.46
IV
219.4%
B/E move
6.3%

80Δ

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

Options history

No recorded observations