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Zura Bio Limited Class A Ordinary Shares ZURA

i

Market datapartial · fetched 2026-11-06T21:24:51.266Z

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 · 2026-11-06T21:20:49.444142694Z

FundamentalsAlpha Vantage · unavailable

Share price$4.13
1D+11.6%
AH$3.66$3.81$3.97$4.13$4.285:30 AM6:30 AM9:00 AM1:00 PM2:00 PMZURA
Sold putSold callAH

Zura Bio Limited Class A Ordinary Shares options

Live interpolated ZURA call and put midpoint premiums by absolute delta.Zura Bio Limited Class A Ordinary Shares$0.22$1.42$2.62$3.82$5.01$2.64$3.39$4.14$4.89$5.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ZURA spot · $4.13ZURA PRICE$0.35$0.46$0.57$0.69$0.81$0.92$0.97$1.05$1.13$1.29$1.45$1.62$0.62$0.86$1.10$1.42$1.83$2.27$2.73$3.06$3.38$3.70$4.67
Puts——
Calls——
Skew——
Implied moveBearish±$3.65
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.93403.9%44.1%
25Δ9.99416.1%150.3%3.35409.7%39.6%
30Δ9.36437.6%137.9%3.78415.5%35.1%
35Δ8.68454.1%123.9%4.26423.3%31.2%
40Δ7.89463.9%107.8%4.80433.2%28.0%
45Δ7.06464.9%90.6%5.38437.0%24.7%
50Δ6.20457.4%72.5%5.97437.1%21.5%
55Δ5.12400.7%47.5%6.43420.0%18.4%
60Δ4.52367.2%34.8%6.88401.9%15.3%
65Δ3.99338.6%24.0%7.33383.7%12.2%
70Δ3.66332.1%19.8%8.39393.0%9.9%
75Δ3.32325.6%15.6%
80Δ2.98319.1%11.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.93
IV
403.9%
B/E move
44.1%

25Δ

Calls
Pseudo strike
9.99
IV
416.1%
B/E move
150.3%
Puts
Pseudo strike
3.35
IV
409.7%
B/E move
39.6%

30Δ

Calls
Pseudo strike
9.36
IV
437.6%
B/E move
137.9%
Puts
Pseudo strike
3.78
IV
415.5%
B/E move
35.1%

35Δ

Calls
Pseudo strike
8.68
IV
454.1%
B/E move
123.9%
Puts
Pseudo strike
4.26
IV
423.3%
B/E move
31.2%

40Δ

Calls
Pseudo strike
7.89
IV
463.9%
B/E move
107.8%
Puts
Pseudo strike
4.80
IV
433.2%
B/E move
28.0%

45Δ

Calls
Pseudo strike
7.06
IV
464.9%
B/E move
90.6%
Puts
Pseudo strike
5.38
IV
437.0%
B/E move
24.7%

50Δ

Calls
Pseudo strike
6.20
IV
457.4%
B/E move
72.5%
Puts
Pseudo strike
5.97
IV
437.1%
B/E move
21.5%

55Δ

Calls
Pseudo strike
5.12
IV
400.7%
B/E move
47.5%
Puts
Pseudo strike
6.43
IV
420.0%
B/E move
18.4%

60Δ

Calls
Pseudo strike
4.52
IV
367.2%
B/E move
34.8%
Puts
Pseudo strike
6.88
IV
401.9%
B/E move
15.3%

65Δ

Calls
Pseudo strike
3.99
IV
338.6%
B/E move
24.0%
Puts
Pseudo strike
7.33
IV
383.7%
B/E move
12.2%

70Δ

Calls
Pseudo strike
3.66
IV
332.1%
B/E move
19.8%
Puts
Pseudo strike
8.39
IV
393.0%
B/E move
9.9%

75Δ

Calls
Pseudo strike
3.32
IV
325.6%
B/E move
15.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
2.98
IV
319.1%
B/E move
11.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend257.90%
Daily EOD
ZURA234.4%247.0%259.6%2026-10-23: 236.13%2026-10-29: 257.90%Oct 23Oct 29
2 observations2026-10-23 — 2026-10-29
Table
DateIV (%)
236.13%
257.90%