IntraAlpha
Create free account Start free

Zillow Group, Inc. Class C Capital Stock Z

i

Market datapartial · fetched 2026-11-05T22:13:04.322Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-05T21:40:41.87623103Z

FundamentalsAlpha Vantage · unavailable

Share price$30.08
1D-3.3%
AH$29.76$30.29$30.81$31.34$31.875:30 AM6:30 AM9:00 AM1:00 PM2:00 PMZ
Sold putSold callAH

Zillow Group, Inc. Class C Capital Stock options

Live interpolated Z call and put midpoint premiums by absolute delta.Zillow Group, Inc. Class C Capital Stock$0.00$0.27$0.54$0.81$1.08$-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 C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEZ PRICE
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
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend64.42%
Daily close
Z47.8%64.5%81.1%2026-08-07: 54.50%2026-08-10: 57.25%2026-08-11: 54.93%2026-08-12: 56.18%2026-08-13: 56.13%2026-08-14: 53.82%2026-08-18: 58.12%2026-08-21: 54.05%2026-08-24: 53.97%2026-08-25: 54.16%2026-08-26: 50.09%2026-08-27: 55.82%2026-08-28: 51.11%2026-08-31: 54.91%2026-09-01: 53.79%2026-09-02: 53.90%2026-09-03: 53.87%2026-09-04: 53.80%2026-09-08: 53.25%2026-09-09: 54.66%2026-09-10: 56.53%2026-09-11: 57.70%2026-09-15: 59.89%2026-09-17: 78.81%2026-09-18: 54.44%2026-09-21: 58.31%2026-09-22: 56.20%2026-09-23: 58.09%2026-09-24: 59.13%2026-09-25: 57.20%2026-09-28: 57.98%2026-09-29: 60.31%2026-09-30: 57.49%2026-10-01: 60.73%2026-10-02: 61.72%2026-10-05: 58.93%2026-10-06: 59.94%2026-10-07: 61.02%2026-10-08: 60.74%2026-10-16: 59.02%2026-10-19: 60.80%2026-10-20: 59.69%2026-10-21: 59.87%2026-10-22: 61.87%2026-10-23: 63.03%2026-10-26: 62.59%2026-10-27: 65.77%2026-10-28: 62.95%2026-10-29: 64.68%2026-10-30: 64.42%Aug 7Sep 18Oct 30
50 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
54.50%
57.25%
54.93%
56.18%
56.13%
53.82%
58.12%
54.05%
53.97%
54.16%
50.09%
55.82%
51.11%
54.91%
53.79%
53.90%
53.87%
53.80%
53.25%
54.66%
56.53%
57.70%
59.89%
78.81%
54.44%
58.31%
56.20%
58.09%
59.13%
57.20%
57.98%
60.31%
57.49%
60.73%
61.72%
58.93%
59.94%
61.02%
60.74%
59.02%
60.80%
59.69%
59.87%
61.87%
63.03%
62.59%
65.77%
62.95%
64.68%
64.42%