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Zedge, Inc. ZDGE

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Market datapartial · fetched 2026-10-23T03:33:30.483Z

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 · 2026-10-23T00:00:00.01626569Z

FundamentalsAlpha Vantage · unavailable

Share price$2.80
1D+1.4%
AH$2.72$2.75$2.77$2.79$2.825:30 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.$0.10$0.58$1.05$1.52$1.99$1.45$2.29$3.12$3.96$4.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ZDGE spot · $2.80ZDGE PRICE$0.38$0.41$0.45$0.49$0.54$0.58$0.63$0.67$0.72$0.76$0.16$0.21$0.26$0.31$0.36$0.41$0.46$0.60$0.78$0.96$1.14$1.32$1.85
PutsExpensive1.70×
CallsExpensive2.75×
SkewBullish-82.43 pp
Implied moveBullish±$0.95
TiltBearish21.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.15137.2%28.9%
25Δ2.28133.7%25.8%
30Δ2.42130.1%22.8%
35Δ5.63302.9%114.5%2.55126.6%19.8%
40Δ4.80267.3%86.0%2.69123.0%16.8%
45Δ4.52251.2%77.6%2.82119.5%13.8%
50Δ4.24235.0%69.2%2.96116.0%10.8%
55Δ3.97218.9%60.9%3.14118.7%9.1%
60Δ3.69202.8%52.5%3.35124.5%7.9%
65Δ3.41186.6%44.1%3.57130.3%6.8%
70Δ3.13170.5%35.7%3.78136.2%5.6%
75Δ2.85154.3%27.3%3.99142.0%4.5%
80Δ2.57138.2%18.9%4.56156.7%3.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.15
IV
137.2%
B/E move
28.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.28
IV
133.7%
B/E move
25.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.42
IV
130.1%
B/E move
22.8%

35Δ

Calls
Pseudo strike
5.63
IV
302.9%
B/E move
114.5%
Puts
Pseudo strike
2.55
IV
126.6%
B/E move
19.8%

40Δ

Calls
Pseudo strike
4.80
IV
267.3%
B/E move
86.0%
Puts
Pseudo strike
2.69
IV
123.0%
B/E move
16.8%

45Δ

Calls
Pseudo strike
4.52
IV
251.2%
B/E move
77.6%
Puts
Pseudo strike
2.82
IV
119.5%
B/E move
13.8%

50Δ

Calls
Pseudo strike
4.24
IV
235.0%
B/E move
69.2%
Puts
Pseudo strike
2.96
IV
116.0%
B/E move
10.8%

55Δ

Calls
Pseudo strike
3.97
IV
218.9%
B/E move
60.9%
Puts
Pseudo strike
3.14
IV
118.7%
B/E move
9.1%

60Δ

Calls
Pseudo strike
3.69
IV
202.8%
B/E move
52.5%
Puts
Pseudo strike
3.35
IV
124.5%
B/E move
7.9%

65Δ

Calls
Pseudo strike
3.41
IV
186.6%
B/E move
44.1%
Puts
Pseudo strike
3.57
IV
130.3%
B/E move
6.8%

70Δ

Calls
Pseudo strike
3.13
IV
170.5%
B/E move
35.7%
Puts
Pseudo strike
3.78
IV
136.2%
B/E move
5.6%

75Δ

Calls
Pseudo strike
2.85
IV
154.3%
B/E move
27.3%
Puts
Pseudo strike
3.99
IV
142.0%
B/E move
4.5%

80Δ

Calls
Pseudo strike
2.57
IV
138.2%
B/E move
18.9%
Puts
Pseudo strike
4.56
IV
156.7%
B/E move
3.5%

Options history

No recorded observations