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Zillow Group Inc Class C Z

COMMUNICATION SERVICES · INTERNET CONTENT & INFORMATION
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Market dataready · fetched 2026-10-15T21:01:45.111Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:58:04.151235064Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T21:01:44.727520+00:00

Share price$31.45
1D+10.8%
AH$28.08$28.99$29.89$30.79$31.705:30 AM6:30 AM9:00 AM1:00 PM2:00 PMZ
Sold putSold callAH

Zillow Group Inc Class C options

Live interpolated Z call and put midpoint premiums by absolute delta.Zillow Group Inc Class C$0.00$2.69$5.38$8.07$10.76$27.24$29.20$31.16$33.11$35.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $31.45OPTION PRICELive Z spot · $31.45Z PRICE$0.38$0.94$1.49$2.05$2.60$3.15$3.71$4.26$4.82$5.37$5.93$6.48$7.04$0.24$0.36$0.48$0.59$0.71$0.82$0.94$1.06$1.17$1.29$1.58$5.78$9.98
PutsExpensive3.53×
CallsExpensive1.47×
SkewBullish-37.09 pp
Implied moveBullish±$4.65
TiltBullish31.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.1874.5%3.6%30.2888.0%4.5%
25Δ31.5691.8%3.3%30.5090.6%4.2%
30Δ30.94109.0%3.1%30.7293.3%3.8%
35Δ30.31126.2%2.9%30.9595.9%3.5%
40Δ29.69143.4%2.7%31.1798.6%3.1%
45Δ29.07160.7%2.5%31.39101.2%2.8%
50Δ28.44177.9%2.2%31.62103.9%2.5%
55Δ27.82195.1%2.0%31.84106.5%2.1%
60Δ27.20212.3%1.8%32.06109.2%1.8%
65Δ26.58229.6%1.6%32.29111.9%1.4%
70Δ25.95246.8%1.4%32.68121.2%1.1%
75Δ25.33264.0%1.2%36.78277.0%1.4%
80Δ24.71281.2%0.9%40.88432.9%1.7%

20Δ

Calls
Pseudo strike
32.18
IV
74.5%
B/E move
3.6%
Puts
Pseudo strike
30.28
IV
88.0%
B/E move
4.5%

25Δ

Calls
Pseudo strike
31.56
IV
91.8%
B/E move
3.3%
Puts
Pseudo strike
30.50
IV
90.6%
B/E move
4.2%

30Δ

Calls
Pseudo strike
30.94
IV
109.0%
B/E move
3.1%
Puts
Pseudo strike
30.72
IV
93.3%
B/E move
3.8%

35Δ

Calls
Pseudo strike
30.31
IV
126.2%
B/E move
2.9%
Puts
Pseudo strike
30.95
IV
95.9%
B/E move
3.5%

40Δ

Calls
Pseudo strike
29.69
IV
143.4%
B/E move
2.7%
Puts
Pseudo strike
31.17
IV
98.6%
B/E move
3.1%

45Δ

Calls
Pseudo strike
29.07
IV
160.7%
B/E move
2.5%
Puts
Pseudo strike
31.39
IV
101.2%
B/E move
2.8%

50Δ

Calls
Pseudo strike
28.44
IV
177.9%
B/E move
2.2%
Puts
Pseudo strike
31.62
IV
103.9%
B/E move
2.5%

55Δ

Calls
Pseudo strike
27.82
IV
195.1%
B/E move
2.0%
Puts
Pseudo strike
31.84
IV
106.5%
B/E move
2.1%

60Δ

Calls
Pseudo strike
27.20
IV
212.3%
B/E move
1.8%
Puts
Pseudo strike
32.06
IV
109.2%
B/E move
1.8%

65Δ

Calls
Pseudo strike
26.58
IV
229.6%
B/E move
1.6%
Puts
Pseudo strike
32.29
IV
111.9%
B/E move
1.4%

70Δ

Calls
Pseudo strike
25.95
IV
246.8%
B/E move
1.4%
Puts
Pseudo strike
32.68
IV
121.2%
B/E move
1.1%

75Δ

Calls
Pseudo strike
25.33
IV
264.0%
B/E move
1.2%
Puts
Pseudo strike
36.78
IV
277.0%
B/E move
1.4%

80Δ

Calls
Pseudo strike
24.71
IV
281.2%
B/E move
0.9%
Puts
Pseudo strike
40.88
IV
432.9%
B/E move
1.7%