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Ziff Davis, Inc. Common Stock ZD

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Market datapartial · fetched 2026-10-23T02:31:36.442Z

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 · 2026-10-22T22:14:38.937382645Z

FundamentalsAlpha Vantage · unavailable

Share price$57.71
1D+0.4%
AH$56.97$57.25$57.53$57.80$58.085:30 AM6:30 AM9:00 AM1:00 PM2:00 PMZD
Sold putSold callAH

Ziff Davis, Inc. Common Stock options

Live interpolated ZD call and put midpoint premiums by absolute delta.Ziff Davis, Inc. Common Stock$1.09$3.26$5.44$7.62$9.79$45.33$51.65$57.96$64.27$70.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ZD spot · $57.71ZD PRICE$1.32$1.53$1.80$2.21$2.63$3.04$3.66$4.28$4.90$5.53$6.57$7.61$8.65$1.75$2.03$2.28$2.53$3.14$3.74$4.35$4.96$5.69$6.42$7.16$7.90$9.17
PutsExpensive1.91×
CallsExpensive1.96×
SkewBullish-3.07 pp
Implied moveBearish±$8.01
TiltBearish6.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ72.9883.0%28.7%47.9988.8%19.9%
25Δ68.4772.0%21.3%51.0476.3%15.1%
30Δ64.6563.4%15.1%53.0368.1%12.1%
35Δ63.1162.5%13.2%55.0260.0%9.1%
40Δ61.5761.7%11.2%56.2459.6%8.0%
45Δ60.0360.8%9.3%57.4659.2%6.9%
50Δ58.7661.0%8.2%58.6958.9%5.8%
55Δ57.5061.2%7.0%59.9158.5%4.8%
60Δ56.2361.4%5.9%61.0956.9%4.0%
65Δ54.9661.6%4.8%62.2655.2%3.2%
70Δ53.4762.3%4.0%63.4453.6%2.5%
75Δ51.9963.0%3.3%64.6151.9%1.7%
80Δ50.5063.7%2.5%66.2050.7%1.2%

20Δ

Calls
Pseudo strike
72.98
IV
83.0%
B/E move
28.7%
Puts
Pseudo strike
47.99
IV
88.8%
B/E move
19.9%

25Δ

Calls
Pseudo strike
68.47
IV
72.0%
B/E move
21.3%
Puts
Pseudo strike
51.04
IV
76.3%
B/E move
15.1%

30Δ

Calls
Pseudo strike
64.65
IV
63.4%
B/E move
15.1%
Puts
Pseudo strike
53.03
IV
68.1%
B/E move
12.1%

35Δ

Calls
Pseudo strike
63.11
IV
62.5%
B/E move
13.2%
Puts
Pseudo strike
55.02
IV
60.0%
B/E move
9.1%

40Δ

Calls
Pseudo strike
61.57
IV
61.7%
B/E move
11.2%
Puts
Pseudo strike
56.24
IV
59.6%
B/E move
8.0%

45Δ

Calls
Pseudo strike
60.03
IV
60.8%
B/E move
9.3%
Puts
Pseudo strike
57.46
IV
59.2%
B/E move
6.9%

50Δ

Calls
Pseudo strike
58.76
IV
61.0%
B/E move
8.2%
Puts
Pseudo strike
58.69
IV
58.9%
B/E move
5.8%

55Δ

Calls
Pseudo strike
57.50
IV
61.2%
B/E move
7.0%
Puts
Pseudo strike
59.91
IV
58.5%
B/E move
4.8%

60Δ

Calls
Pseudo strike
56.23
IV
61.4%
B/E move
5.9%
Puts
Pseudo strike
61.09
IV
56.9%
B/E move
4.0%

65Δ

Calls
Pseudo strike
54.96
IV
61.6%
B/E move
4.8%
Puts
Pseudo strike
62.26
IV
55.2%
B/E move
3.2%

70Δ

Calls
Pseudo strike
53.47
IV
62.3%
B/E move
4.0%
Puts
Pseudo strike
63.44
IV
53.6%
B/E move
2.5%

75Δ

Calls
Pseudo strike
51.99
IV
63.0%
B/E move
3.3%
Puts
Pseudo strike
64.61
IV
51.9%
B/E move
1.7%

80Δ

Calls
Pseudo strike
50.50
IV
63.7%
B/E move
2.5%
Puts
Pseudo strike
66.20
IV
50.7%
B/E move
1.2%

Options history

No recorded observations