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Zevra Therapeutics, Inc. Common Stock ZVRA

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Market datapartial · fetched 2026-10-22T21:14:51.561Z

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 · 2026-10-22T20:00:06.326790134Z

FundamentalsAlpha Vantage · unavailable

Share price$10.33
1D+0.5%
AH$10.25$10.35$10.44$10.53$10.625:30 AM6:30 AM9:00 AM1:00 PM2:00 PMZVRA
Sold putSold callAH

Zevra Therapeutics, Inc. Common Stock options

Live interpolated ZVRA call and put midpoint premiums by absolute delta.Zevra Therapeutics, Inc. Common Stock$0.13$0.76$1.38$2.01$2.63$5.78$7.98$10.17$12.37$14.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ZVRA spot · $10.33ZVRA PRICE$0.20$0.60$1.07$1.08$0.47$0.67$0.87$1.07$1.28$1.50$1.72$1.95$2.20$1.14$1.17$1.21$1.29$1.38$1.50$1.62$1.72$1.82$1.92$2.02$2.23$2.45
PutsExpensive1.71×
CallsExpensive1.75×
SkewBearish+10.74 pp
Implied moveBearish±$2.49
TiltBearish18.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.3866.1%21.8%7.29246.7%40.4%
25Δ18.53176.3%85.2%8.18205.6%32.1%
30Δ21.18277.0%115.5%9.04166.3%24.1%
35Δ15.63211.5%61.8%9.59148.3%19.7%
40Δ10.9259.3%10.3%10.10132.2%15.6%
45Δ10.7068.6%10.1%10.49122.5%12.9%
50Δ10.4777.8%9.8%10.89112.8%10.3%
55Δ10.2587.1%9.6%11.19104.4%8.3%
60Δ10.0396.3%9.4%11.4596.6%6.7%
65Δ9.6798.5%8.1%11.7288.8%5.1%
70Δ9.2999.6%6.7%11.9881.0%3.5%
75Δ8.9299.9%5.2%12.2976.5%2.7%
80Δ8.5496.5%3.9%12.5972.4%1.9%

20Δ

Calls
Pseudo strike
12.38
IV
66.1%
B/E move
21.8%
Puts
Pseudo strike
7.29
IV
246.7%
B/E move
40.4%

25Δ

Calls
Pseudo strike
18.53
IV
176.3%
B/E move
85.2%
Puts
Pseudo strike
8.18
IV
205.6%
B/E move
32.1%

30Δ

Calls
Pseudo strike
21.18
IV
277.0%
B/E move
115.5%
Puts
Pseudo strike
9.04
IV
166.3%
B/E move
24.1%

35Δ

Calls
Pseudo strike
15.63
IV
211.5%
B/E move
61.8%
Puts
Pseudo strike
9.59
IV
148.3%
B/E move
19.7%

40Δ

Calls
Pseudo strike
10.92
IV
59.3%
B/E move
10.3%
Puts
Pseudo strike
10.10
IV
132.2%
B/E move
15.6%

45Δ

Calls
Pseudo strike
10.70
IV
68.6%
B/E move
10.1%
Puts
Pseudo strike
10.49
IV
122.5%
B/E move
12.9%

50Δ

Calls
Pseudo strike
10.47
IV
77.8%
B/E move
9.8%
Puts
Pseudo strike
10.89
IV
112.8%
B/E move
10.3%

55Δ

Calls
Pseudo strike
10.25
IV
87.1%
B/E move
9.6%
Puts
Pseudo strike
11.19
IV
104.4%
B/E move
8.3%

60Δ

Calls
Pseudo strike
10.03
IV
96.3%
B/E move
9.4%
Puts
Pseudo strike
11.45
IV
96.6%
B/E move
6.7%

65Δ

Calls
Pseudo strike
9.67
IV
98.5%
B/E move
8.1%
Puts
Pseudo strike
11.72
IV
88.8%
B/E move
5.1%

70Δ

Calls
Pseudo strike
9.29
IV
99.6%
B/E move
6.7%
Puts
Pseudo strike
11.98
IV
81.0%
B/E move
3.5%

75Δ

Calls
Pseudo strike
8.92
IV
99.9%
B/E move
5.2%
Puts
Pseudo strike
12.29
IV
76.5%
B/E move
2.7%

80Δ

Calls
Pseudo strike
8.54
IV
96.5%
B/E move
3.9%
Puts
Pseudo strike
12.59
IV
72.4%
B/E move
1.9%

Options history

No recorded observations