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Zimmer Biomet Holdings Inc ZBH

HEALTHCARE · MEDICAL DEVICES
i

Market dataready · fetched 2026-10-23T04:46:00.802Z

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 · ready · quarter 2026-06-30 · fetched 2026-10-23T04:46:00.398688+00:00

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$4.43$8.08$11.73$15.38$84.06$90.97$97.88$104.79$111.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ZBH spot · $98.81ZBH PRICE$1.18$1.52$1.87$2.33$2.81$3.29$3.82$4.49$5.16$5.82$6.59$7.52$8.45$1.46$1.87$2.28$2.80$3.51$4.23$4.94$6.12$7.38$8.63$10.14$11.65$14.32
PutsExpensive1.59×
CallsExpensive1.25×
SkewBearish+6.71 pp
Implied moveBearish±$8.76
TiltBearish18.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ109.6840.5%12.2%89.9145.0%10.5%
25Δ107.5139.2%10.3%91.8843.1%8.9%
30Δ105.3437.9%8.5%93.8141.1%7.4%
35Δ103.8137.5%7.4%95.5540.1%6.1%
40Δ102.4137.3%6.5%96.9640.7%5.4%
45Δ101.0037.1%5.5%98.3741.2%4.7%
50Δ99.6336.9%4.7%99.7841.8%4.0%
55Δ98.3636.7%4.1%101.4843.2%3.5%
60Δ97.0936.5%3.5%103.2344.7%3.0%
65Δ95.8136.3%2.9%104.9846.2%2.5%
70Δ94.5135.8%2.3%106.9946.1%2.0%
75Δ93.1634.8%1.9%109.0046.0%1.5%
80Δ91.8133.9%1.5%112.0948.2%1.1%

20Δ

Calls
Pseudo strike
109.68
IV
40.5%
B/E move
12.2%
Puts
Pseudo strike
89.91
IV
45.0%
B/E move
10.5%

25Δ

Calls
Pseudo strike
107.51
IV
39.2%
B/E move
10.3%
Puts
Pseudo strike
91.88
IV
43.1%
B/E move
8.9%

30Δ

Calls
Pseudo strike
105.34
IV
37.9%
B/E move
8.5%
Puts
Pseudo strike
93.81
IV
41.1%
B/E move
7.4%

35Δ

Calls
Pseudo strike
103.81
IV
37.5%
B/E move
7.4%
Puts
Pseudo strike
95.55
IV
40.1%
B/E move
6.1%

40Δ

Calls
Pseudo strike
102.41
IV
37.3%
B/E move
6.5%
Puts
Pseudo strike
96.96
IV
40.7%
B/E move
5.4%

45Δ

Calls
Pseudo strike
101.00
IV
37.1%
B/E move
5.5%
Puts
Pseudo strike
98.37
IV
41.2%
B/E move
4.7%

50Δ

Calls
Pseudo strike
99.63
IV
36.9%
B/E move
4.7%
Puts
Pseudo strike
99.78
IV
41.8%
B/E move
4.0%

55Δ

Calls
Pseudo strike
98.36
IV
36.7%
B/E move
4.1%
Puts
Pseudo strike
101.48
IV
43.2%
B/E move
3.5%

60Δ

Calls
Pseudo strike
97.09
IV
36.5%
B/E move
3.5%
Puts
Pseudo strike
103.23
IV
44.7%
B/E move
3.0%

65Δ

Calls
Pseudo strike
95.81
IV
36.3%
B/E move
2.9%
Puts
Pseudo strike
104.98
IV
46.2%
B/E move
2.5%

70Δ

Calls
Pseudo strike
94.51
IV
35.8%
B/E move
2.3%
Puts
Pseudo strike
106.99
IV
46.1%
B/E move
2.0%

75Δ

Calls
Pseudo strike
93.16
IV
34.8%
B/E move
1.9%
Puts
Pseudo strike
109.00
IV
46.0%
B/E move
1.5%

80Δ

Calls
Pseudo strike
91.81
IV
33.9%
B/E move
1.5%
Puts
Pseudo strike
112.09
IV
48.2%
B/E move
1.1%

Options history

No recorded observations