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Zedge, Inc. ZDGE

i

Market dataready · fetched 2026-11-12T03:21:33.737Z

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 · 2026-11-12T01:00:00.082795615Z

FundamentalsSEC EDGAR · ready · as of 2026-07-31 · fetched 2026-11-12T03:19:47.041078+00:00

Share price$2.88
1D+26.4%
AH$2.20$2.41$2.62$2.83$3.045:30 AM6:30 AM9:00 AM1:00 PM2:00 PMZDGE
Sold putSold callAH

Zedge, Inc. options

Live interpolated ZDGE call and put midpoint premiums by absolute delta.Zedge, Inc.$0.09$0.59$1.09$1.59$2.09$1.64$2.23$2.83$3.42$4.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ZDGE spot · $2.88ZDGE PRICE$0.19$0.26$0.37$0.47$0.58$0.68$0.78$0.89$0.15$0.18$0.22$0.26$0.30$0.33$0.37$0.58$0.81$1.03$1.26$1.59$1.94
PutsExpensive1.86×
Calls——
Skew——
Implied moveBearish±$0.63
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.17249.8%29.7%
25Δ2.31236.8%26.3%
30Δ2.44223.9%22.9%
35Δ2.58210.9%19.5%
40Δ2.71198.0%16.1%
45Δ3.06140.6%12.9%2.85185.0%12.7%
50Δ2.92149.7%10.6%2.98172.1%9.3%
55Δ2.79168.7%9.7%3.22193.9%8.3%
60Δ2.66187.7%8.8%3.47220.3%7.6%
65Δ2.53206.7%7.9%3.71246.7%7.0%
70Δ2.40225.6%6.9%3.96273.1%6.4%
75Δ2.27244.6%6.0%4.32270.3%5.3%
80Δ2.14263.6%5.1%4.71261.7%4.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.17
IV
249.8%
B/E move
29.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.31
IV
236.8%
B/E move
26.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.44
IV
223.9%
B/E move
22.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.58
IV
210.9%
B/E move
19.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.71
IV
198.0%
B/E move
16.1%

45Δ

Calls
Pseudo strike
3.06
IV
140.6%
B/E move
12.9%
Puts
Pseudo strike
2.85
IV
185.0%
B/E move
12.7%

50Δ

Calls
Pseudo strike
2.92
IV
149.7%
B/E move
10.6%
Puts
Pseudo strike
2.98
IV
172.1%
B/E move
9.3%

55Δ

Calls
Pseudo strike
2.79
IV
168.7%
B/E move
9.7%
Puts
Pseudo strike
3.22
IV
193.9%
B/E move
8.3%

60Δ

Calls
Pseudo strike
2.66
IV
187.7%
B/E move
8.8%
Puts
Pseudo strike
3.47
IV
220.3%
B/E move
7.6%

65Δ

Calls
Pseudo strike
2.53
IV
206.7%
B/E move
7.9%
Puts
Pseudo strike
3.71
IV
246.7%
B/E move
7.0%

70Δ

Calls
Pseudo strike
2.40
IV
225.6%
B/E move
6.9%
Puts
Pseudo strike
3.96
IV
273.1%
B/E move
6.4%

75Δ

Calls
Pseudo strike
2.27
IV
244.6%
B/E move
6.0%
Puts
Pseudo strike
4.32
IV
270.3%
B/E move
5.3%

80Δ

Calls
Pseudo strike
2.14
IV
263.6%
B/E move
5.1%
Puts
Pseudo strike
4.71
IV
261.7%
B/E move
4.1%

Options history

IV · four-Friday blend109.42%
Daily EOD
ZDGE90.2%105.9%121.5%2026-10-19: 112.14%2026-10-20: 92.37%2026-10-22: 119.36%2026-10-23: 109.42%Oct 19Oct 20Oct 23
4 observations2026-10-19 — 2026-10-23
Table
DateIV (%)
112.14%
92.37%
119.36%
109.42%