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Zymeworks Inc. Common Stock ZYME

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Market datapartial · fetched 2026-10-22T23:29:18.415Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-22T21:48:30.729402179Z

FundamentalsAlpha Vantage · unavailable

Share price$27.87
1D+1.4%
AH$27.97$28.19$28.41$28.62$28.845:30 AM6:30 AM9:00 AM1:00 PM2:00 PMZYME
Sold putSold callAH

Zymeworks Inc. Common Stock options

Live interpolated ZYME call and put midpoint premiums by absolute delta.Zymeworks Inc. Common Stock$0.45$1.97$3.50$5.02$6.55$19.93$23.99$28.05$32.12$36.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ZYME spot · $27.87ZYME PRICE$0.61$0.82$1.04$1.25$1.46$1.94$2.49$3.03$3.58$4.13$4.68$5.38$6.11$2.58$2.74$2.89$3.05$3.20$3.37$3.90$4.43$4.96$5.49
PutsFair1.02×
CallsFair0.99×
SkewBullish-2.58 pp
Implied moveBearish±$5.53
TiltBalanced0.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.4453.4%25.8%
25Δ33.3853.0%22.7%
30Δ32.3252.6%19.7%
35Δ31.2652.2%16.7%25.7285.6%17.0%
40Δ30.2151.8%13.6%26.5878.3%14.4%
45Δ29.3254.5%12.2%27.4571.0%11.9%
50Δ28.4858.0%11.1%28.3163.7%9.3%
55Δ27.6461.5%10.1%29.1856.4%6.8%
60Δ26.8065.0%9.0%30.0349.4%4.3%
65Δ25.9668.5%7.9%30.7647.1%3.6%
70Δ25.1172.0%6.9%31.4844.9%2.9%
75Δ24.0572.3%5.6%32.2042.6%2.2%
80Δ22.9472.2%4.2%32.9340.4%1.5%

20Δ

Calls
Pseudo strike
34.44
IV
53.4%
B/E move
25.8%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
33.38
IV
53.0%
B/E move
22.7%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
32.32
IV
52.6%
B/E move
19.7%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
31.26
IV
52.2%
B/E move
16.7%
Puts
Pseudo strike
25.72
IV
85.6%
B/E move
17.0%

40Δ

Calls
Pseudo strike
30.21
IV
51.8%
B/E move
13.6%
Puts
Pseudo strike
26.58
IV
78.3%
B/E move
14.4%

45Δ

Calls
Pseudo strike
29.32
IV
54.5%
B/E move
12.2%
Puts
Pseudo strike
27.45
IV
71.0%
B/E move
11.9%

50Δ

Calls
Pseudo strike
28.48
IV
58.0%
B/E move
11.1%
Puts
Pseudo strike
28.31
IV
63.7%
B/E move
9.3%

55Δ

Calls
Pseudo strike
27.64
IV
61.5%
B/E move
10.1%
Puts
Pseudo strike
29.18
IV
56.4%
B/E move
6.8%

60Δ

Calls
Pseudo strike
26.80
IV
65.0%
B/E move
9.0%
Puts
Pseudo strike
30.03
IV
49.4%
B/E move
4.3%

65Δ

Calls
Pseudo strike
25.96
IV
68.5%
B/E move
7.9%
Puts
Pseudo strike
30.76
IV
47.1%
B/E move
3.6%

70Δ

Calls
Pseudo strike
25.11
IV
72.0%
B/E move
6.9%
Puts
Pseudo strike
31.48
IV
44.9%
B/E move
2.9%

75Δ

Calls
Pseudo strike
24.05
IV
72.3%
B/E move
5.6%
Puts
Pseudo strike
32.20
IV
42.6%
B/E move
2.2%

80Δ

Calls
Pseudo strike
22.94
IV
72.2%
B/E move
4.2%
Puts
Pseudo strike
32.93
IV
40.4%
B/E move
1.5%

Options history

No recorded observations