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Zimmer Biomet Holdings, Inc. ZBH

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Market datapartial · fetched 2026-10-23T03:49:49.252Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:00:00.001547563Z

FundamentalsAlpha Vantage · unavailable

Share price$98.81
1D+3.2%
AH$95.52$96.42$97.31$98.20$99.105:30 AM6:30 AM9:00 AM1:00 PM2:00 PMZBH
Sold putSold callAH

Zimmer Biomet Holdings, Inc. options

Live interpolated ZBH call and put midpoint premiums by absolute delta.Zimmer Biomet Holdings, Inc.$0.78$4.45$8.12$11.79$15.46$84.28$91.08$97.88$104.68$111.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ZBH spot · $98.81ZBH PRICE$1.18$1.52$1.87$2.33$2.80$3.28$3.81$4.48$5.15$5.82$6.57$7.50$8.43$1.46$1.87$2.28$2.80$3.52$4.23$4.95$6.13$7.39$8.65$10.16$11.68$14.40
PutsExpensive1.56×
CallsExpensive1.22×
SkewBearish+6.71 pp
Implied moveBearish±$8.76
TiltBearish18.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ109.6839.8%12.2%89.9244.3%10.5%
25Δ107.5238.5%10.4%91.8842.4%8.9%
30Δ105.3537.2%8.5%93.8240.4%7.4%
35Δ103.8236.8%7.4%95.5539.5%6.1%
40Δ102.4236.6%6.5%96.9740.0%5.4%
45Δ101.0136.4%5.5%98.3840.6%4.7%
50Δ99.6436.2%4.7%99.8041.1%4.0%
55Δ98.3736.0%4.1%101.5042.5%3.5%
60Δ97.1035.8%3.5%103.2544.0%3.0%
65Δ95.8335.6%2.9%105.0045.5%2.5%
70Δ94.5335.1%2.3%107.0245.4%2.0%
75Δ93.1934.1%1.9%109.0445.3%1.5%
80Δ91.8433.2%1.5%112.1747.6%1.0%

20Δ

Calls
Pseudo strike
109.68
IV
39.8%
B/E move
12.2%
Puts
Pseudo strike
89.92
IV
44.3%
B/E move
10.5%

25Δ

Calls
Pseudo strike
107.52
IV
38.5%
B/E move
10.4%
Puts
Pseudo strike
91.88
IV
42.4%
B/E move
8.9%

30Δ

Calls
Pseudo strike
105.35
IV
37.2%
B/E move
8.5%
Puts
Pseudo strike
93.82
IV
40.4%
B/E move
7.4%

35Δ

Calls
Pseudo strike
103.82
IV
36.8%
B/E move
7.4%
Puts
Pseudo strike
95.55
IV
39.5%
B/E move
6.1%

40Δ

Calls
Pseudo strike
102.42
IV
36.6%
B/E move
6.5%
Puts
Pseudo strike
96.97
IV
40.0%
B/E move
5.4%

45Δ

Calls
Pseudo strike
101.01
IV
36.4%
B/E move
5.5%
Puts
Pseudo strike
98.38
IV
40.6%
B/E move
4.7%

50Δ

Calls
Pseudo strike
99.64
IV
36.2%
B/E move
4.7%
Puts
Pseudo strike
99.80
IV
41.1%
B/E move
4.0%

55Δ

Calls
Pseudo strike
98.37
IV
36.0%
B/E move
4.1%
Puts
Pseudo strike
101.50
IV
42.5%
B/E move
3.5%

60Δ

Calls
Pseudo strike
97.10
IV
35.8%
B/E move
3.5%
Puts
Pseudo strike
103.25
IV
44.0%
B/E move
3.0%

65Δ

Calls
Pseudo strike
95.83
IV
35.6%
B/E move
2.9%
Puts
Pseudo strike
105.00
IV
45.5%
B/E move
2.5%

70Δ

Calls
Pseudo strike
94.53
IV
35.1%
B/E move
2.3%
Puts
Pseudo strike
107.02
IV
45.4%
B/E move
2.0%

75Δ

Calls
Pseudo strike
93.19
IV
34.1%
B/E move
1.9%
Puts
Pseudo strike
109.04
IV
45.3%
B/E move
1.5%

80Δ

Calls
Pseudo strike
91.84
IV
33.2%
B/E move
1.5%
Puts
Pseudo strike
112.17
IV
47.6%
B/E move
1.0%

Options history

No recorded observations