Share price$1.36
1D-2.4%
Sold putSold callAH
Zevia Pbc ZVIA
CONSUMER DEFENSIVE · BEVERAGES - NON-ALCOHOLICi
Market dataready · fetched 2026-10-22T23:31:16.993Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T23:26:48.384685256Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:24:02.801117+00:00
Zevia Pbc options
PutsExpensive2.30×
CallsExpensive2.16×
SkewBullish-36.20 pp
Implied moveBullish±$0.61
TiltBearish85.5% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 6.99 | 381.6% | 421.4% | 1.06 | 135.0% | 27.9% |
| 25Δ | 5.51 | 300.6% | 311.7% | 1.13 | 136.1% | 25.3% |
| 30Δ | 4.02 | 219.7% | 201.9% | 1.20 | 137.2% | 22.8% |
| 35Δ | 2.53 | 138.7% | 92.2% | 1.27 | 138.2% | 20.2% |
| 40Δ | 1.58 | 115.7% | 23.9% | 1.34 | 139.3% | 17.6% |
| 45Δ | 1.84 | 225.4% | 50.5% | 1.41 | 140.4% | 15.1% |
| 50Δ | 2.22 | 346.4% | 86.6% | 1.48 | 141.4% | 12.5% |
| 55Δ | 3.95 | 317.5% | 16.3% | |||
| 60Δ | 7.44 | 568.5% | 22.7% | |||
| 65Δ | 2.17 | 228.1% | 10.5% | |||
| 70Δ | 2.42 | 235.8% | 8.7% | |||
| 75Δ | ||||||
| 80Δ | ||||||
20Δ
- Pseudo strike
- 6.99
- IV
- 381.6%
- B/E move
- 421.4%
- Pseudo strike
- 1.06
- IV
- 135.0%
- B/E move
- 27.9%
25Δ
- Pseudo strike
- 5.51
- IV
- 300.6%
- B/E move
- 311.7%
- Pseudo strike
- 1.13
- IV
- 136.1%
- B/E move
- 25.3%
30Δ
- Pseudo strike
- 4.02
- IV
- 219.7%
- B/E move
- 201.9%
- Pseudo strike
- 1.20
- IV
- 137.2%
- B/E move
- 22.8%
35Δ
- Pseudo strike
- 2.53
- IV
- 138.7%
- B/E move
- 92.2%
- Pseudo strike
- 1.27
- IV
- 138.2%
- B/E move
- 20.2%
40Δ
- Pseudo strike
- 1.58
- IV
- 115.7%
- B/E move
- 23.9%
- Pseudo strike
- 1.34
- IV
- 139.3%
- B/E move
- 17.6%
45Δ
- Pseudo strike
- 1.84
- IV
- 225.4%
- B/E move
- 50.5%
- Pseudo strike
- 1.41
- IV
- 140.4%
- B/E move
- 15.1%
50Δ
- Pseudo strike
- 2.22
- IV
- 346.4%
- B/E move
- 86.6%
- Pseudo strike
- 1.48
- IV
- 141.4%
- B/E move
- 12.5%
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 3.95
- IV
- 317.5%
- B/E move
- 16.3%
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 7.44
- IV
- 568.5%
- B/E move
- 22.7%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 2.17
- IV
- 228.1%
- B/E move
- 10.5%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 2.42
- IV
- 235.8%
- B/E move
- 8.7%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
Options history
No recorded observations