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Zura Bio Limited Class A Ordinary Shares ZURA

i

Market datapartial · fetched 2026-11-07T05:12:07.334Z

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 · 2026-11-07T00:28:53.956103435Z

FundamentalsAlpha Vantage · unavailable

Share price$4.07
1D+12.2%
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$0.19$1.64$3.10$4.55$6.00$2.59$3.34$4.08$4.82$5.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ZURA spot · $4.07ZURA PRICE$0.35$0.46$0.57$0.69$0.81$0.92$0.97$1.05$1.14$1.31$1.48$1.65$0.59$0.83$1.06$1.34$1.74$2.15$2.60$2.95$3.26$3.56$4.01$5.58
Puts——
Calls——
Skew——
Implied moveBearish±$3.52
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.88405.3%43.7%
25Δ10.00426.6%154.3%3.30413.4%39.3%
30Δ9.38448.8%141.7%3.71421.5%34.9%
35Δ8.70466.4%127.7%4.16428.2%30.8%
40Δ7.91477.0%111.2%4.68431.7%27.6%
45Δ7.08479.2%93.8%5.23433.5%24.4%
50Δ6.21472.4%75.3%5.80432.8%21.2%
55Δ5.11415.1%49.3%6.28420.3%18.2%
60Δ4.50386.7%36.3%6.71401.6%15.2%
65Δ3.96364.6%25.5%7.13382.8%12.3%
70Δ3.61359.5%21.0%7.69369.9%9.5%
75Δ3.26354.4%16.5%9.33401.7%7.9%
80Δ2.90349.4%12.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.88
IV
405.3%
B/E move
43.7%

25Δ

Calls
Pseudo strike
10.00
IV
426.6%
B/E move
154.3%
Puts
Pseudo strike
3.30
IV
413.4%
B/E move
39.3%

30Δ

Calls
Pseudo strike
9.38
IV
448.8%
B/E move
141.7%
Puts
Pseudo strike
3.71
IV
421.5%
B/E move
34.9%

35Δ

Calls
Pseudo strike
8.70
IV
466.4%
B/E move
127.7%
Puts
Pseudo strike
4.16
IV
428.2%
B/E move
30.8%

40Δ

Calls
Pseudo strike
7.91
IV
477.0%
B/E move
111.2%
Puts
Pseudo strike
4.68
IV
431.7%
B/E move
27.6%

45Δ

Calls
Pseudo strike
7.08
IV
479.2%
B/E move
93.8%
Puts
Pseudo strike
5.23
IV
433.5%
B/E move
24.4%

50Δ

Calls
Pseudo strike
6.21
IV
472.4%
B/E move
75.3%
Puts
Pseudo strike
5.80
IV
432.8%
B/E move
21.2%

55Δ

Calls
Pseudo strike
5.11
IV
415.1%
B/E move
49.3%
Puts
Pseudo strike
6.28
IV
420.3%
B/E move
18.2%

60Δ

Calls
Pseudo strike
4.50
IV
386.7%
B/E move
36.3%
Puts
Pseudo strike
6.71
IV
401.6%
B/E move
15.2%

65Δ

Calls
Pseudo strike
3.96
IV
364.6%
B/E move
25.5%
Puts
Pseudo strike
7.13
IV
382.8%
B/E move
12.3%

70Δ

Calls
Pseudo strike
3.61
IV
359.5%
B/E move
21.0%
Puts
Pseudo strike
7.69
IV
369.9%
B/E move
9.5%

75Δ

Calls
Pseudo strike
3.26
IV
354.4%
B/E move
16.5%
Puts
Pseudo strike
9.33
IV
401.7%
B/E move
7.9%

80Δ

Calls
Pseudo strike
2.90
IV
349.4%
B/E move
12.0%
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%