IntraAlpha
Create free account Start free

Ziff Davis Inc ZD

COMMUNICATION SERVICES · ADVERTISING AGENCIES
i

Market dataready · fetched 2026-10-22T18:33:40.199Z

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 · 2026-10-22T18:32:42.252920572Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T18:32:12.712238+00:00

Share price$57.29
1D-0.8%
$56.97$57.25$57.53$57.80$58.085:30 AM6:30 AM9:00 AM1:00 PMZD
Sold putSold call

Ziff Davis Inc options

Live interpolated ZD call and put midpoint premiums by absolute delta.Ziff Davis Inc$1.07$3.59$6.12$8.64$11.16$44.34$50.97$57.61$64.25$70.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ZD spot · $57.29ZD PRICE$1.34$1.59$1.87$2.28$2.68$3.15$3.80$4.46$5.12$5.96$7.04$8.12$9.40$1.72$2.04$2.39$2.74$3.25$3.86$4.47$5.07$5.88$6.81$7.74$8.68$10.43
PutsExpensive2.00×
CallsExpensive2.10×
SkewBullish-3.97 pp
Implied moveBearish±$8.27
TiltBearish6.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ72.8784.5%29.5%47.5788.5%20.0%
25Δ68.4274.6%22.2%50.7276.4%15.0%
30Δ64.6166.7%16.0%52.5370.9%12.5%
35Δ62.9565.3%13.9%54.3365.4%10.0%
40Δ61.2964.0%11.7%55.7862.7%8.3%
45Δ59.7163.1%9.7%57.0361.7%7.2%
50Δ58.3963.9%8.6%58.2860.8%6.1%
55Δ57.0864.7%7.4%59.5359.8%4.9%
60Δ55.7665.5%6.3%60.8459.0%4.1%
65Δ54.3466.6%5.2%62.1958.4%3.3%
70Δ52.7767.9%4.4%63.5457.7%2.6%
75Δ51.2169.3%3.6%64.8957.0%1.9%
80Δ49.4670.9%2.7%66.9657.2%1.3%

20Δ

Calls
Pseudo strike
72.87
IV
84.5%
B/E move
29.5%
Puts
Pseudo strike
47.57
IV
88.5%
B/E move
20.0%

25Δ

Calls
Pseudo strike
68.42
IV
74.6%
B/E move
22.2%
Puts
Pseudo strike
50.72
IV
76.4%
B/E move
15.0%

30Δ

Calls
Pseudo strike
64.61
IV
66.7%
B/E move
16.0%
Puts
Pseudo strike
52.53
IV
70.9%
B/E move
12.5%

35Δ

Calls
Pseudo strike
62.95
IV
65.3%
B/E move
13.9%
Puts
Pseudo strike
54.33
IV
65.4%
B/E move
10.0%

40Δ

Calls
Pseudo strike
61.29
IV
64.0%
B/E move
11.7%
Puts
Pseudo strike
55.78
IV
62.7%
B/E move
8.3%

45Δ

Calls
Pseudo strike
59.71
IV
63.1%
B/E move
9.7%
Puts
Pseudo strike
57.03
IV
61.7%
B/E move
7.2%

50Δ

Calls
Pseudo strike
58.39
IV
63.9%
B/E move
8.6%
Puts
Pseudo strike
58.28
IV
60.8%
B/E move
6.1%

55Δ

Calls
Pseudo strike
57.08
IV
64.7%
B/E move
7.4%
Puts
Pseudo strike
59.53
IV
59.8%
B/E move
4.9%

60Δ

Calls
Pseudo strike
55.76
IV
65.5%
B/E move
6.3%
Puts
Pseudo strike
60.84
IV
59.0%
B/E move
4.1%

65Δ

Calls
Pseudo strike
54.34
IV
66.6%
B/E move
5.2%
Puts
Pseudo strike
62.19
IV
58.4%
B/E move
3.3%

70Δ

Calls
Pseudo strike
52.77
IV
67.9%
B/E move
4.4%
Puts
Pseudo strike
63.54
IV
57.7%
B/E move
2.6%

75Δ

Calls
Pseudo strike
51.21
IV
69.3%
B/E move
3.6%
Puts
Pseudo strike
64.89
IV
57.0%
B/E move
1.9%

80Δ

Calls
Pseudo strike
49.46
IV
70.9%
B/E move
2.7%
Puts
Pseudo strike
66.96
IV
57.2%
B/E move
1.3%

Options history

No recorded observations