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Zevra Therapeutics, Inc. Common Stock ZVRA

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-07T01:13:15.977Z

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 · 2026-11-06T21:43:40.355714026Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-07T01:13:15.571276+00:00

Share price$11.45
1D+6.6%
AH$10.67$10.92$11.18$11.43$11.685:30 AM6:30 AM9:00 AM1:00 PM2:00 PMZVRA
Sold putSold callAH

Zevra Therapeutics, Inc. Common Stock options

Live interpolated ZVRA call and put midpoint premiums by absolute delta.Zevra Therapeutics, Inc. Common Stock$0.38$1.15$1.93$2.70$3.48$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEZVRA PRICE$0.46$0.55$0.65$0.75$0.86$0.96$1.09$1.23$1.37$1.52$2.43$3.25
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ12.3183.6%11.6%
40Δ12.1489.8%10.8%
45Δ11.9494.3%10.0%
50Δ11.6892.5%8.6%
55Δ11.4290.7%7.2%
60Δ11.1588.9%5.8%
65Δ10.9086.8%4.7%
70Δ10.6684.2%3.8%13.43123.0%3.9%
75Δ10.4281.6%3.0%14.32139.1%3.4%
80Δ10.1879.0%2.1%

20Δ

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

25Δ

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

30Δ

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

35Δ

Calls
Pseudo strike
12.31
IV
83.6%
B/E move
11.6%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
12.14
IV
89.8%
B/E move
10.8%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
11.94
IV
94.3%
B/E move
10.0%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
11.68
IV
92.5%
B/E move
8.6%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
11.42
IV
90.7%
B/E move
7.2%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
11.15
IV
88.9%
B/E move
5.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
10.90
IV
86.8%
B/E move
4.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
10.66
IV
84.2%
B/E move
3.8%
Puts
Pseudo strike
13.43
IV
123.0%
B/E move
3.9%

75Δ

Calls
Pseudo strike
10.42
IV
81.6%
B/E move
3.0%
Puts
Pseudo strike
14.32
IV
139.1%
B/E move
3.4%

80Δ

Calls
Pseudo strike
10.18
IV
79.0%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend84.43%
Daily EOD
ZVRA74.0%92.5%111.0%2026-10-19: 92.94%2026-10-20: 86.10%2026-10-21: 87.86%2026-10-22: 91.80%2026-10-23: 94.66%2026-10-26: 89.17%2026-10-27: 108.49%2026-10-28: 76.57%2026-10-29: 79.38%2026-10-30: 84.43%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
92.94%
86.10%
87.86%
91.80%
94.66%
89.17%
108.49%
76.57%
79.38%
84.43%