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Zai Lab Limited American Depositary Shares ZLAB

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-03T15:43:47.798Z

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 · 2026-11-03T15:42:54.109349919Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-03T15:35:48.567858+00:00

Share price$22.17
1D+2.4%
$21.62$21.77$21.92$22.06$22.215:30 AM6:30 AM9:00 AM1:00 PMZLAB
Sold putSold call

Zai Lab Limited American Depositary Shares options

Live interpolated ZLAB call and put midpoint premiums by absolute delta.Zai Lab Limited American Depositary Shares$0.06$3.20$6.34$9.48$12.62$17.76$19.99$22.23$24.46$26.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ZLAB spot · $22.17ZLAB PRICE$0.40$0.49$0.86$1.26$1.65$2.05$2.44$2.83$3.11$0.66$1.18$1.71$2.23$2.75$3.94$5.23$6.53$7.83$9.12$10.42$11.71
Puts——
Calls——
Skew——
Implied moveBearish±$6.38
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.9285.6%23.2%
25Δ25.1675.0%15.7%20.0482.3%12.6%
30Δ24.6286.7%14.9%20.6396.2%12.3%
35Δ24.20100.5%14.8%21.23110.1%11.9%
40Δ23.78114.4%14.7%21.82124.0%11.6%
45Δ23.36128.3%14.6%22.42138.0%11.3%
50Δ22.94142.1%14.5%23.84142.7%10.3%
55Δ22.52156.0%14.3%25.39146.0%9.1%
60Δ26.94149.3%7.9%
65Δ28.50152.6%6.8%
70Δ30.05155.9%5.6%
75Δ31.60159.1%4.4%
80Δ19.5573.9%2.2%33.15162.4%3.3%

20Δ

Calls
Pseudo strike
26.92
IV
85.6%
B/E move
23.2%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
25.16
IV
75.0%
B/E move
15.7%
Puts
Pseudo strike
20.04
IV
82.3%
B/E move
12.6%

30Δ

Calls
Pseudo strike
24.62
IV
86.7%
B/E move
14.9%
Puts
Pseudo strike
20.63
IV
96.2%
B/E move
12.3%

35Δ

Calls
Pseudo strike
24.20
IV
100.5%
B/E move
14.8%
Puts
Pseudo strike
21.23
IV
110.1%
B/E move
11.9%

40Δ

Calls
Pseudo strike
23.78
IV
114.4%
B/E move
14.7%
Puts
Pseudo strike
21.82
IV
124.0%
B/E move
11.6%

45Δ

Calls
Pseudo strike
23.36
IV
128.3%
B/E move
14.6%
Puts
Pseudo strike
22.42
IV
138.0%
B/E move
11.3%

50Δ

Calls
Pseudo strike
22.94
IV
142.1%
B/E move
14.5%
Puts
Pseudo strike
23.84
IV
142.7%
B/E move
10.3%

55Δ

Calls
Pseudo strike
22.52
IV
156.0%
B/E move
14.3%
Puts
Pseudo strike
25.39
IV
146.0%
B/E move
9.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.94
IV
149.3%
B/E move
7.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.50
IV
152.6%
B/E move
6.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.05
IV
155.9%
B/E move
5.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.60
IV
159.1%
B/E move
4.4%

80Δ

Calls
Pseudo strike
19.55
IV
73.9%
B/E move
2.2%
Puts
Pseudo strike
33.15
IV
162.4%
B/E move
3.3%

Options history

IV · four-Friday blend79.63%
Daily EOD
ZLAB63.1%72.7%82.3%2026-10-19: 68.95%2026-10-20: 74.72%2026-10-21: 75.98%2026-10-22: 80.97%2026-10-23: 68.57%2026-10-26: 64.46%2026-10-27: 73.79%2026-10-28: 78.92%2026-10-29: 70.52%2026-10-30: 79.63%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
68.95%
74.72%
75.98%
80.97%
68.57%
64.46%
73.79%
78.92%
70.52%
79.63%