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KANZHUN LIMITED American Depository Shares BZ

i

Market datapartial · fetched 2026-11-11T04:11:59.185Z

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 · 2026-11-10T21:00:05.804025751Z

FundamentalsAlpha Vantage · unavailable

Share price$16.98
1D-0.5%
AH$16.61$16.73$16.86$16.98$17.105:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBZ
Sold putSold callAH

KANZHUN LIMITED American Depository Shares options

Live interpolated BZ call and put midpoint premiums by absolute delta.KANZHUN LIMITED American Depository Shares$0.00$1.60$3.21$4.81$6.41$15.10$16.53$17.95$19.37$20.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive BZ spot · $16.98BZ PRICE$0.13$0.16$0.19$0.56$1.16$1.75$2.35$2.95$3.55$4.15$4.75$5.35$5.95$0.49$0.54$0.58$0.62$0.67$0.71$0.76$0.80$0.98$1.38$1.78$2.18
Puts——
CallsExpensive2.49×
Skew——
Implied moveBullish±$3.06
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.6949.3%10.8%
25Δ18.1943.7%8.1%15.14114.1%13.8%
30Δ17.7038.1%5.3%15.45105.3%12.2%
35Δ17.1348.0%4.1%15.7696.5%10.6%
40Δ16.5068.6%4.0%16.0787.7%9.0%
45Δ15.8789.1%3.8%16.3878.9%7.5%
50Δ15.24109.6%3.6%16.6970.2%5.9%
55Δ14.61130.2%3.4%17.0061.4%4.3%
60Δ13.99150.7%3.3%17.3152.6%2.8%
65Δ13.36171.2%3.1%17.6748.8%1.7%
70Δ12.73191.8%2.9%18.1252.8%1.4%
75Δ12.10212.3%2.8%18.5656.8%1.2%
80Δ11.47232.8%2.6%19.0160.8%0.9%

20Δ

Calls
Pseudo strike
18.69
IV
49.3%
B/E move
10.8%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
18.19
IV
43.7%
B/E move
8.1%
Puts
Pseudo strike
15.14
IV
114.1%
B/E move
13.8%

30Δ

Calls
Pseudo strike
17.70
IV
38.1%
B/E move
5.3%
Puts
Pseudo strike
15.45
IV
105.3%
B/E move
12.2%

35Δ

Calls
Pseudo strike
17.13
IV
48.0%
B/E move
4.1%
Puts
Pseudo strike
15.76
IV
96.5%
B/E move
10.6%

40Δ

Calls
Pseudo strike
16.50
IV
68.6%
B/E move
4.0%
Puts
Pseudo strike
16.07
IV
87.7%
B/E move
9.0%

45Δ

Calls
Pseudo strike
15.87
IV
89.1%
B/E move
3.8%
Puts
Pseudo strike
16.38
IV
78.9%
B/E move
7.5%

50Δ

Calls
Pseudo strike
15.24
IV
109.6%
B/E move
3.6%
Puts
Pseudo strike
16.69
IV
70.2%
B/E move
5.9%

55Δ

Calls
Pseudo strike
14.61
IV
130.2%
B/E move
3.4%
Puts
Pseudo strike
17.00
IV
61.4%
B/E move
4.3%

60Δ

Calls
Pseudo strike
13.99
IV
150.7%
B/E move
3.3%
Puts
Pseudo strike
17.31
IV
52.6%
B/E move
2.8%

65Δ

Calls
Pseudo strike
13.36
IV
171.2%
B/E move
3.1%
Puts
Pseudo strike
17.67
IV
48.8%
B/E move
1.7%

70Δ

Calls
Pseudo strike
12.73
IV
191.8%
B/E move
2.9%
Puts
Pseudo strike
18.12
IV
52.8%
B/E move
1.4%

75Δ

Calls
Pseudo strike
12.10
IV
212.3%
B/E move
2.8%
Puts
Pseudo strike
18.56
IV
56.8%
B/E move
1.2%

80Δ

Calls
Pseudo strike
11.47
IV
232.8%
B/E move
2.6%
Puts
Pseudo strike
19.01
IV
60.8%
B/E move
0.9%

Options history

IV · four-Friday blend45.00%
Daily close
BZ33.9%55.1%76.3%2026-08-14: 61.22%2026-08-24: 55.55%2026-08-26: 47.63%2026-08-31: 50.81%2026-09-01: 45.02%2026-09-02: 42.73%2026-09-15: 59.87%2026-09-16: 73.41%2026-09-18: 41.67%2026-10-01: 36.79%2026-10-02: 38.95%2026-10-05: 43.89%2026-10-06: 42.92%2026-10-19: 40.43%2026-10-23: 40.04%2026-10-28: 45.00%Aug 14Sep 16Oct 28
16 observations2026-08-14 — 2026-10-28
Table
DateIV (%)
61.22%
55.55%
47.63%
50.81%
45.02%
42.73%
59.87%
73.41%
41.67%
36.79%
38.95%
43.89%
42.92%
40.43%
40.04%
45.00%