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Zevia PBC ZVIA

i

Market dataready · fetched 2026-11-04T00:57:21.185Z

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 · 2026-11-04T00:00:00.003546545Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-04T00:57:20.410142+00:00

Share price$1.17
1D+2.6%
AH$1.10$1.13$1.15$1.17$1.205:30 AM6:30 AM9:00 AM1:00 PM2:00 PMZVIA
Sold putSold callAH

Zevia PBC options

Live interpolated ZVIA call and put midpoint premiums by absolute delta.Zevia PBC$0.05$0.24$0.43$0.62$0.81$0.82$1.01$1.21$1.40$1.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ZVIA spot · $1.17ZVIA PRICE$0.08$0.10$0.09$0.12$0.14$0.16$0.19$0.21$0.24$0.26$0.07$0.13$0.19$0.26$0.32$0.38$0.44$0.51$0.57$0.63$0.69$0.75
Puts——
Calls——
Skew——
Implied moveBearish±$0.55
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.29435.3%273.6%
25Δ2.86366.1%152.4%1.02127.3%18.4%
30Δ1.10131.8%17.1%
35Δ1.46174.6%32.6%1.18136.3%15.7%
40Δ1.40176.7%29.4%1.26140.8%14.4%
45Δ1.34178.8%26.3%1.34145.3%13.1%
50Δ1.28180.9%23.1%1.41149.8%11.7%
55Δ1.21183.0%19.9%1.49154.3%10.4%
60Δ1.15185.1%16.8%1.57158.8%9.1%
65Δ1.09187.1%13.6%1.65163.4%7.7%
70Δ1.03189.2%10.4%1.73167.9%6.4%
75Δ1.80172.4%5.1%
80Δ1.88176.9%3.7%

20Δ

Calls
Pseudo strike
4.29
IV
435.3%
B/E move
273.6%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
2.86
IV
366.1%
B/E move
152.4%
Puts
Pseudo strike
1.02
IV
127.3%
B/E move
18.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.10
IV
131.8%
B/E move
17.1%

35Δ

Calls
Pseudo strike
1.46
IV
174.6%
B/E move
32.6%
Puts
Pseudo strike
1.18
IV
136.3%
B/E move
15.7%

40Δ

Calls
Pseudo strike
1.40
IV
176.7%
B/E move
29.4%
Puts
Pseudo strike
1.26
IV
140.8%
B/E move
14.4%

45Δ

Calls
Pseudo strike
1.34
IV
178.8%
B/E move
26.3%
Puts
Pseudo strike
1.34
IV
145.3%
B/E move
13.1%

50Δ

Calls
Pseudo strike
1.28
IV
180.9%
B/E move
23.1%
Puts
Pseudo strike
1.41
IV
149.8%
B/E move
11.7%

55Δ

Calls
Pseudo strike
1.21
IV
183.0%
B/E move
19.9%
Puts
Pseudo strike
1.49
IV
154.3%
B/E move
10.4%

60Δ

Calls
Pseudo strike
1.15
IV
185.1%
B/E move
16.8%
Puts
Pseudo strike
1.57
IV
158.8%
B/E move
9.1%

65Δ

Calls
Pseudo strike
1.09
IV
187.1%
B/E move
13.6%
Puts
Pseudo strike
1.65
IV
163.4%
B/E move
7.7%

70Δ

Calls
Pseudo strike
1.03
IV
189.2%
B/E move
10.4%
Puts
Pseudo strike
1.73
IV
167.9%
B/E move
6.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.80
IV
172.4%
B/E move
5.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.88
IV
176.9%
B/E move
3.7%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations