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Zillow Group Inc Class C Z

COMMUNICATION SERVICES · INTERNET CONTENT & INFORMATION
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Market dataready · fetched 2026-10-20T06:06:54.712Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyRecorded provider observations · delta-comparison-v1 · expiration-specific

History data

PriceAlpaca · sip · 2026-10-19T23:38:13.424428943Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:06:54.186878+00:00

Share price$30.49
1D+0.9%
AH$30.23$30.40$30.57$30.74$30.915:30 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$0.32$2.95$5.58$8.21$10.83$22.98$26.92$30.87$34.81$38.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive Z spot · $30.49Z PRICE$0.61$0.81$1.05$1.34$1.62$1.93$2.26$2.59$3.15$4.01$4.88$5.42$5.95$0.75$0.98$1.26$1.56$1.85$2.26$2.77$3.27$3.74$4.14$4.54$4.94$10.08
PutsExpensive1.16×
CallsExpensive1.34×
SkewBullish-8.43 pp
Implied moveBearish±$5.03
TiltBearish8.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.6765.4%22.3%26.3267.6%16.1%
25Δ35.5966.5%19.4%27.3266.7%13.6%
30Δ34.6267.8%17.0%28.1366.0%11.9%
35Δ33.7869.3%15.2%28.9065.4%10.3%
40Δ32.9570.9%13.4%29.6764.7%8.8%
45Δ32.1171.5%11.7%30.4565.2%7.6%
50Δ31.2971.1%10.0%31.2466.6%6.6%
55Δ30.4770.7%8.4%32.0368.0%5.7%
60Δ29.5674.4%7.3%32.7767.6%4.8%
65Δ28.5483.6%6.8%33.4664.6%3.8%
70Δ27.5392.8%6.3%34.1461.5%2.9%
75Δ26.5789.0%4.9%34.8258.5%2.0%
80Δ25.6284.7%3.6%40.0085.8%1.9%

20Δ

Calls
Pseudo strike
36.67
IV
65.4%
B/E move
22.3%
Puts
Pseudo strike
26.32
IV
67.6%
B/E move
16.1%

25Δ

Calls
Pseudo strike
35.59
IV
66.5%
B/E move
19.4%
Puts
Pseudo strike
27.32
IV
66.7%
B/E move
13.6%

30Δ

Calls
Pseudo strike
34.62
IV
67.8%
B/E move
17.0%
Puts
Pseudo strike
28.13
IV
66.0%
B/E move
11.9%

35Δ

Calls
Pseudo strike
33.78
IV
69.3%
B/E move
15.2%
Puts
Pseudo strike
28.90
IV
65.4%
B/E move
10.3%

40Δ

Calls
Pseudo strike
32.95
IV
70.9%
B/E move
13.4%
Puts
Pseudo strike
29.67
IV
64.7%
B/E move
8.8%

45Δ

Calls
Pseudo strike
32.11
IV
71.5%
B/E move
11.7%
Puts
Pseudo strike
30.45
IV
65.2%
B/E move
7.6%

50Δ

Calls
Pseudo strike
31.29
IV
71.1%
B/E move
10.0%
Puts
Pseudo strike
31.24
IV
66.6%
B/E move
6.6%

55Δ

Calls
Pseudo strike
30.47
IV
70.7%
B/E move
8.4%
Puts
Pseudo strike
32.03
IV
68.0%
B/E move
5.7%

60Δ

Calls
Pseudo strike
29.56
IV
74.4%
B/E move
7.3%
Puts
Pseudo strike
32.77
IV
67.6%
B/E move
4.8%

65Δ

Calls
Pseudo strike
28.54
IV
83.6%
B/E move
6.8%
Puts
Pseudo strike
33.46
IV
64.6%
B/E move
3.8%

70Δ

Calls
Pseudo strike
27.53
IV
92.8%
B/E move
6.3%
Puts
Pseudo strike
34.14
IV
61.5%
B/E move
2.9%

75Δ

Calls
Pseudo strike
26.57
IV
89.0%
B/E move
4.9%
Puts
Pseudo strike
34.82
IV
58.5%
B/E move
2.0%

80Δ

Calls
Pseudo strike
25.62
IV
84.7%
B/E move
3.6%
Puts
Pseudo strike
40.00
IV
85.8%
B/E move
1.9%

Options history

Z67.7167.7867.852026-10-19T19:55:06.998000+00:00: 67.78%Oct 19Oct 19
Table
ObservationIVSkewImplied move
67.78%0.35 pp16.49%