IntraAlpha
Create free account Start free

Zentalis Pharmaceuticals, Inc. Common Stock ZNTL

i

Market datapartial · fetched 2026-11-07T07:16:41.253Z

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 · 2026-11-07T00:02:09.594512681Z

FundamentalsAlpha Vantage · unavailable

Share price$1.73
1D-1.4%
AH$1.70$1.73$1.76$1.79$1.825:30 AM6:30 AM9:00 AM1:00 PM2:00 PMZNTL
Sold putSold callAH

Zentalis Pharmaceuticals, Inc. Common Stock options

Live interpolated ZNTL call and put midpoint premiums by absolute delta.Zentalis Pharmaceuticals, Inc. Common Stock$0.06$0.20$0.33$0.47$0.60$1.23$1.50$1.78$2.05$2.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive ZNTL spot · $1.73ZNTL PRICE$0.14$0.18$0.22$0.27$0.31$0.35$0.39$0.44$0.48$0.52$0.56$0.08$0.11$0.14$0.17$0.21$0.24$0.27$0.30$0.34
Puts——
Calls——
Skew——
Implied moveBullish±$0.63
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.28320.6%155.6%
25Δ4.01325.4%142.3%1.50134.3%17.5%
30Δ3.74330.3%129.1%1.56133.9%16.0%
35Δ3.47335.1%115.8%1.62133.6%14.4%
40Δ3.20340.0%102.6%1.68133.2%12.9%
45Δ2.92344.8%89.3%1.74132.8%11.4%
50Δ2.65349.7%76.1%1.80132.4%9.8%
55Δ2.38354.5%62.9%1.86132.1%8.3%
60Δ2.11359.3%49.6%1.92131.7%6.8%
65Δ1.84364.2%36.4%1.98131.3%5.2%
70Δ1.57369.0%23.1%
75Δ
80Δ

20Δ

Calls
Pseudo strike
4.28
IV
320.6%
B/E move
155.6%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
4.01
IV
325.4%
B/E move
142.3%
Puts
Pseudo strike
1.50
IV
134.3%
B/E move
17.5%

30Δ

Calls
Pseudo strike
3.74
IV
330.3%
B/E move
129.1%
Puts
Pseudo strike
1.56
IV
133.9%
B/E move
16.0%

35Δ

Calls
Pseudo strike
3.47
IV
335.1%
B/E move
115.8%
Puts
Pseudo strike
1.62
IV
133.6%
B/E move
14.4%

40Δ

Calls
Pseudo strike
3.20
IV
340.0%
B/E move
102.6%
Puts
Pseudo strike
1.68
IV
133.2%
B/E move
12.9%

45Δ

Calls
Pseudo strike
2.92
IV
344.8%
B/E move
89.3%
Puts
Pseudo strike
1.74
IV
132.8%
B/E move
11.4%

50Δ

Calls
Pseudo strike
2.65
IV
349.7%
B/E move
76.1%
Puts
Pseudo strike
1.80
IV
132.4%
B/E move
9.8%

55Δ

Calls
Pseudo strike
2.38
IV
354.5%
B/E move
62.9%
Puts
Pseudo strike
1.86
IV
132.1%
B/E move
8.3%

60Δ

Calls
Pseudo strike
2.11
IV
359.3%
B/E move
49.6%
Puts
Pseudo strike
1.92
IV
131.7%
B/E move
6.8%

65Δ

Calls
Pseudo strike
1.84
IV
364.2%
B/E move
36.4%
Puts
Pseudo strike
1.98
IV
131.3%
B/E move
5.2%

70Δ

Calls
Pseudo strike
1.57
IV
369.0%
B/E move
23.1%
Puts
Pseudo strike
IV
B/E move

75Δ

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

80Δ

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

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations