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Ziff Davis, Inc. Common Stock ZD

i

Market dataready · fetched 2026-11-13T18:50:16.825Z

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: 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 · 2026-11-13T18:47:58.100182693Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T18:50:16.086221+00:00

Share price$52.01
1D+0.5%
$51.39$51.80$52.21$52.61$53.025:30 AM6:30 AM9:00 AM1:00 PMZD
Sold putSold call

Ziff Davis, Inc. Common Stock options

Live interpolated ZD call and put midpoint premiums by absolute delta.Ziff Davis, Inc. Common Stock$0.25$1.59$2.92$4.25$5.59$46.04$48.47$50.90$53.33$55.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ZD spot · $52.01ZD PRICE$0.40$0.53$0.70$0.87$1.05$1.22$1.39$1.56$1.73$1.90$2.07$2.25$0.74$0.95$1.16$1.39$1.65$1.92$2.19$2.45$2.72$2.98$3.25$3.52$5.20
PutsExpensive1.67×
Calls——
Skew——
Implied moveBearish±$3.57
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ55.7052.7%7.9%46.9985.0%11.1%
25Δ54.6746.8%6.1%48.1181.9%9.3%
30Δ54.2345.9%5.6%49.2478.8%7.5%
35Δ53.8045.0%5.1%50.1975.9%6.1%
40Δ53.3744.2%4.6%50.7973.3%5.5%
45Δ52.9343.3%4.1%51.3970.8%4.9%
50Δ52.5042.4%3.6%51.9968.3%4.2%
55Δ52.0641.6%3.1%52.5965.8%3.6%
60Δ51.6340.7%2.6%53.1963.3%3.0%
65Δ51.2039.8%2.1%53.7960.7%2.3%
70Δ50.7638.9%1.6%54.3858.2%1.7%
75Δ50.3338.1%1.1%54.9855.7%1.0%
80Δ56.7764.5%0.8%

20Δ

Calls
Pseudo strike
55.70
IV
52.7%
B/E move
7.9%
Puts
Pseudo strike
46.99
IV
85.0%
B/E move
11.1%

25Δ

Calls
Pseudo strike
54.67
IV
46.8%
B/E move
6.1%
Puts
Pseudo strike
48.11
IV
81.9%
B/E move
9.3%

30Δ

Calls
Pseudo strike
54.23
IV
45.9%
B/E move
5.6%
Puts
Pseudo strike
49.24
IV
78.8%
B/E move
7.5%

35Δ

Calls
Pseudo strike
53.80
IV
45.0%
B/E move
5.1%
Puts
Pseudo strike
50.19
IV
75.9%
B/E move
6.1%

40Δ

Calls
Pseudo strike
53.37
IV
44.2%
B/E move
4.6%
Puts
Pseudo strike
50.79
IV
73.3%
B/E move
5.5%

45Δ

Calls
Pseudo strike
52.93
IV
43.3%
B/E move
4.1%
Puts
Pseudo strike
51.39
IV
70.8%
B/E move
4.9%

50Δ

Calls
Pseudo strike
52.50
IV
42.4%
B/E move
3.6%
Puts
Pseudo strike
51.99
IV
68.3%
B/E move
4.2%

55Δ

Calls
Pseudo strike
52.06
IV
41.6%
B/E move
3.1%
Puts
Pseudo strike
52.59
IV
65.8%
B/E move
3.6%

60Δ

Calls
Pseudo strike
51.63
IV
40.7%
B/E move
2.6%
Puts
Pseudo strike
53.19
IV
63.3%
B/E move
3.0%

65Δ

Calls
Pseudo strike
51.20
IV
39.8%
B/E move
2.1%
Puts
Pseudo strike
53.79
IV
60.7%
B/E move
2.3%

70Δ

Calls
Pseudo strike
50.76
IV
38.9%
B/E move
1.6%
Puts
Pseudo strike
54.38
IV
58.2%
B/E move
1.7%

75Δ

Calls
Pseudo strike
50.33
IV
38.1%
B/E move
1.1%
Puts
Pseudo strike
54.98
IV
55.7%
B/E move
1.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
56.77
IV
64.5%
B/E move
0.8%

Options history

IV · four-Friday blend54.90%
Daily EOD
ZD50.7%52.9%55.2%2026-10-19: 51.25%2026-10-20: 50.98%2026-10-21: 52.26%2026-10-22: 52.62%2026-10-23: 52.48%2026-10-26: 51.87%2026-10-27: 54.13%2026-10-28: 54.64%2026-10-29: 52.31%2026-10-30: 54.90%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
51.25%
50.98%
52.26%
52.62%
52.48%
51.87%
54.13%
54.64%
52.31%
54.90%