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Zymeworks Inc. Common Stock ZYME

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Market datapartial · fetched 2026-10-22T14:54:18.126Z

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 · 2026-10-22T14:53:58.985069058Z

FundamentalsAlpha Vantage · unavailable

Share price$28.24
1D+0.6%
$27.99$28.20$28.41$28.63$28.845:30 AM6:30 AM9:00 AM1:00 PMZYME
Sold putSold call

Zymeworks Inc. Common Stock options

Live interpolated ZYME call and put midpoint premiums by absolute delta.Zymeworks Inc. Common Stock$0.75$3.23$5.71$8.19$10.67$21.33$24.70$28.06$31.42$34.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ZYME spot · $28.24ZYME PRICE$1.07$1.15$1.24$1.61$1.98$2.35$2.72$3.10$3.47$3.84$4.55$1.02$1.27$1.51$1.76$2.01$2.26$2.50$2.75$4.30$6.19$8.07$9.95
PutsExpensive1.23×
CallsFair1.05×
SkewBearish+4.52 pp
Implied moveBearish±$4.24
TiltBearish23.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ25.0676.3%14.9%
30Δ33.3982.6%22.0%25.7473.6%13.3%
35Δ31.6770.9%16.2%26.4370.9%11.8%
40Δ29.9859.6%10.5%27.1268.1%10.2%
45Δ29.3260.4%9.5%27.8065.4%8.7%
50Δ28.6661.2%8.5%28.4962.6%7.1%
55Δ28.0162.1%7.5%29.1759.9%5.6%
60Δ27.3562.9%6.5%29.8657.2%4.0%
65Δ26.6963.7%5.5%31.6163.7%3.3%
70Δ26.0364.5%4.5%33.6272.6%2.8%
75Δ25.3765.3%3.4%35.6381.5%2.4%
80Δ24.4368.8%2.6%37.6590.3%1.9%

20Δ

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

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.06
IV
76.3%
B/E move
14.9%

30Δ

Calls
Pseudo strike
33.39
IV
82.6%
B/E move
22.0%
Puts
Pseudo strike
25.74
IV
73.6%
B/E move
13.3%

35Δ

Calls
Pseudo strike
31.67
IV
70.9%
B/E move
16.2%
Puts
Pseudo strike
26.43
IV
70.9%
B/E move
11.8%

40Δ

Calls
Pseudo strike
29.98
IV
59.6%
B/E move
10.5%
Puts
Pseudo strike
27.12
IV
68.1%
B/E move
10.2%

45Δ

Calls
Pseudo strike
29.32
IV
60.4%
B/E move
9.5%
Puts
Pseudo strike
27.80
IV
65.4%
B/E move
8.7%

50Δ

Calls
Pseudo strike
28.66
IV
61.2%
B/E move
8.5%
Puts
Pseudo strike
28.49
IV
62.6%
B/E move
7.1%

55Δ

Calls
Pseudo strike
28.01
IV
62.1%
B/E move
7.5%
Puts
Pseudo strike
29.17
IV
59.9%
B/E move
5.6%

60Δ

Calls
Pseudo strike
27.35
IV
62.9%
B/E move
6.5%
Puts
Pseudo strike
29.86
IV
57.2%
B/E move
4.0%

65Δ

Calls
Pseudo strike
26.69
IV
63.7%
B/E move
5.5%
Puts
Pseudo strike
31.61
IV
63.7%
B/E move
3.3%

70Δ

Calls
Pseudo strike
26.03
IV
64.5%
B/E move
4.5%
Puts
Pseudo strike
33.62
IV
72.6%
B/E move
2.8%

75Δ

Calls
Pseudo strike
25.37
IV
65.3%
B/E move
3.4%
Puts
Pseudo strike
35.63
IV
81.5%
B/E move
2.4%

80Δ

Calls
Pseudo strike
24.43
IV
68.8%
B/E move
2.6%
Puts
Pseudo strike
37.65
IV
90.3%
B/E move
1.9%

Options history

No recorded observations