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Zevra Therapeutics, Inc. Common Stock ZVRA

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Market datapartial · fetched 2026-10-22T14:09:23.238Z

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 · 2026-10-22T14:08:38.816921559Z

FundamentalsAlpha Vantage · unavailable

Share price$10.48
1D+1.9%
$10.25$10.35$10.44$10.53$10.625:30 AM6:30 AM9:00 AM1:00 PMZVRA
Sold putSold call

Zevra Therapeutics, Inc. Common Stock options

Live interpolated ZVRA call and put midpoint premiums by absolute delta.Zevra Therapeutics, Inc. Common Stock$0.12$0.77$1.41$2.06$2.70$5.84$8.16$10.48$12.79$15.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ZVRA spot · $10.48ZVRA PRICE$0.19$0.50$1.07$1.09$0.96$0.63$0.91$1.18$1.46$1.72$1.96$2.19$2.37$1.14$1.17$1.22$1.29$1.39$1.50$1.61$1.72$1.83$1.94$2.11$2.32$2.52
PutsExpensive1.66×
CallsExpensive1.78×
SkewBearish+0.30 pp
Implied moveBearish±$2.52
TiltBearish14.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.4663.1%20.7%7.39244.6%40.3%
25Δ16.89143.3%66.0%8.32202.1%31.8%
30Δ21.04269.9%111.0%9.16165.8%24.3%
35Δ15.98210.8%62.9%9.73145.9%19.4%
40Δ13.12148.4%34.4%10.22131.1%15.7%
45Δ10.9267.7%10.2%10.64120.7%12.8%
50Δ10.6681.4%10.4%11.04110.6%10.1%
55Δ10.4095.0%10.5%11.33103.1%8.3%
60Δ10.13108.6%10.6%11.6295.5%6.6%
65Δ9.78115.4%9.7%11.9187.9%4.9%
70Δ9.34115.4%7.9%12.2082.5%3.7%
75Δ8.92113.6%6.0%12.5078.1%2.8%
80Δ8.58105.1%4.5%12.8073.7%1.8%

20Δ

Calls
Pseudo strike
12.46
IV
63.1%
B/E move
20.7%
Puts
Pseudo strike
7.39
IV
244.6%
B/E move
40.3%

25Δ

Calls
Pseudo strike
16.89
IV
143.3%
B/E move
66.0%
Puts
Pseudo strike
8.32
IV
202.1%
B/E move
31.8%

30Δ

Calls
Pseudo strike
21.04
IV
269.9%
B/E move
111.0%
Puts
Pseudo strike
9.16
IV
165.8%
B/E move
24.3%

35Δ

Calls
Pseudo strike
15.98
IV
210.8%
B/E move
62.9%
Puts
Pseudo strike
9.73
IV
145.9%
B/E move
19.4%

40Δ

Calls
Pseudo strike
13.12
IV
148.4%
B/E move
34.4%
Puts
Pseudo strike
10.22
IV
131.1%
B/E move
15.7%

45Δ

Calls
Pseudo strike
10.92
IV
67.7%
B/E move
10.2%
Puts
Pseudo strike
10.64
IV
120.7%
B/E move
12.8%

50Δ

Calls
Pseudo strike
10.66
IV
81.4%
B/E move
10.4%
Puts
Pseudo strike
11.04
IV
110.6%
B/E move
10.1%

55Δ

Calls
Pseudo strike
10.40
IV
95.0%
B/E move
10.5%
Puts
Pseudo strike
11.33
IV
103.1%
B/E move
8.3%

60Δ

Calls
Pseudo strike
10.13
IV
108.6%
B/E move
10.6%
Puts
Pseudo strike
11.62
IV
95.5%
B/E move
6.6%

65Δ

Calls
Pseudo strike
9.78
IV
115.4%
B/E move
9.7%
Puts
Pseudo strike
11.91
IV
87.9%
B/E move
4.9%

70Δ

Calls
Pseudo strike
9.34
IV
115.4%
B/E move
7.9%
Puts
Pseudo strike
12.20
IV
82.5%
B/E move
3.7%

75Δ

Calls
Pseudo strike
8.92
IV
113.6%
B/E move
6.0%
Puts
Pseudo strike
12.50
IV
78.1%
B/E move
2.8%

80Δ

Calls
Pseudo strike
8.58
IV
105.1%
B/E move
4.5%
Puts
Pseudo strike
12.80
IV
73.7%
B/E move
1.8%

Options history

No recorded observations