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Zevra Therapeutics, Inc. Common Stock ZVRA

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-11T16:01:19.171Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T16:00:58.138416879Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T16:01:17.209564+00:00

Share price$12.00
1D+0.6%
$11.83$11.88$11.93$11.98$12.035:30 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$0.26$0.79$1.32$1.86$2.39$9.40$10.69$11.97$13.26$14.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ZVRA spot · $12.00ZVRA PRICE$0.32$0.43$0.49$1.68$1.80$1.92$1.11$0.79$1.14$1.48$1.70$1.87$2.04$2.23
Puts——
Calls——
Skew——
Implied moveBearish±$1.29
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.86144.0%26.5%
25Δ
30Δ10.52250.3%21.6%
35Δ
40Δ
45Δ12.2567.7%5.7%
50Δ12.0868.6%4.8%12.2090.2%5.0%
55Δ12.55107.1%4.9%
60Δ12.90123.9%4.8%
65Δ13.20124.4%4.2%
70Δ10.94146.5%5.2%13.47118.4%3.3%
75Δ10.69135.0%4.1%13.75112.5%2.5%
80Δ10.44123.5%3.0%14.04106.9%1.6%

20Δ

Calls
Pseudo strike
14.86
IV
144.0%
B/E move
26.5%
Puts
Pseudo strike
IV
B/E move

25Δ

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

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.52
IV
250.3%
B/E move
21.6%

35Δ

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

40Δ

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

45Δ

Calls
Pseudo strike
12.25
IV
67.7%
B/E move
5.7%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
12.08
IV
68.6%
B/E move
4.8%
Puts
Pseudo strike
12.20
IV
90.2%
B/E move
5.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.55
IV
107.1%
B/E move
4.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.90
IV
123.9%
B/E move
4.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.20
IV
124.4%
B/E move
4.2%

70Δ

Calls
Pseudo strike
10.94
IV
146.5%
B/E move
5.2%
Puts
Pseudo strike
13.47
IV
118.4%
B/E move
3.3%

75Δ

Calls
Pseudo strike
10.69
IV
135.0%
B/E move
4.1%
Puts
Pseudo strike
13.75
IV
112.5%
B/E move
2.5%

80Δ

Calls
Pseudo strike
10.44
IV
123.5%
B/E move
3.0%
Puts
Pseudo strike
14.04
IV
106.9%
B/E move
1.6%

Options history

IV · four-Friday blend84.43%
Daily EOD
ZVRA74.0%92.5%111.0%2026-10-19: 92.94%2026-10-20: 86.10%2026-10-21: 87.86%2026-10-22: 91.80%2026-10-23: 94.66%2026-10-26: 89.17%2026-10-27: 108.49%2026-10-28: 76.57%2026-10-29: 79.38%2026-10-30: 84.43%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
92.94%
86.10%
87.86%
91.80%
94.66%
89.17%
108.49%
76.57%
79.38%
84.43%