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Zeta Global Holdings Corp. ZETA

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-10-31T05:19:36.101Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-10-31T04:36:17.799854144Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-31T05:19:35.980570+00:00

Research2026-08-31 · 3 entries · 0 trades · 0 option records · 1311 price bars

Share price$31.87
1D-3.0%
AH$30.29$30.77$31.24$31.72$32.205:30 AM6:30 AM9:00 AM1:00 PM2:00 PMZETA
Sold putSold callAH

Zeta Global Holdings Corp. options

Live interpolated ZETA call and put midpoint premiums by absolute delta.Zeta Global Holdings Corp.$0.00$2.30$4.60$6.91$9.21$25.91$28.26$30.61$32.95$35.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ZETA spot · $31.87ZETA PRICE$0.24$0.32$0.42$0.52$0.62$0.75$0.89$1.11$1.23$1.24$0.44$0.61$0.78$1.01$1.19$1.53$1.77$2.47$2.84$4.20$5.99$8.54
PutsExpensive1.99×
CallsFair0.96×
SkewBearish+61.78 pp
Implied moveBearish±$2.65
TiltBearish62.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.8753.4%7.0%29.1290.6%10.0%
25Δ33.5354.9%6.2%29.6194.0%9.0%
30Δ33.2055.7%5.5%30.2291.6%7.6%
35Δ32.8755.9%4.8%30.6198.1%7.1%
40Δ32.5555.2%4.1%31.1794.4%5.9%
45Δ32.2655.7%3.6%31.63102.1%5.6%
50Δ31.9756.7%3.1%32.1699.5%4.6%
55Δ31.6660.7%2.8%32.88117.1%4.6%
60Δ31.4059.4%2.4%33.49116.4%3.8%
65Δ31.2052.1%1.8%34.84144.1%3.9%
70Δ36.68172.1%3.7%
75Δ39.35193.1%3.3%
80Δ

20Δ

Calls
Pseudo strike
33.87
IV
53.4%
B/E move
7.0%
Puts
Pseudo strike
29.12
IV
90.6%
B/E move
10.0%

25Δ

Calls
Pseudo strike
33.53
IV
54.9%
B/E move
6.2%
Puts
Pseudo strike
29.61
IV
94.0%
B/E move
9.0%

30Δ

Calls
Pseudo strike
33.20
IV
55.7%
B/E move
5.5%
Puts
Pseudo strike
30.22
IV
91.6%
B/E move
7.6%

35Δ

Calls
Pseudo strike
32.87
IV
55.9%
B/E move
4.8%
Puts
Pseudo strike
30.61
IV
98.1%
B/E move
7.1%

40Δ

Calls
Pseudo strike
32.55
IV
55.2%
B/E move
4.1%
Puts
Pseudo strike
31.17
IV
94.4%
B/E move
5.9%

45Δ

Calls
Pseudo strike
32.26
IV
55.7%
B/E move
3.6%
Puts
Pseudo strike
31.63
IV
102.1%
B/E move
5.6%

50Δ

Calls
Pseudo strike
31.97
IV
56.7%
B/E move
3.1%
Puts
Pseudo strike
32.16
IV
99.5%
B/E move
4.6%

55Δ

Calls
Pseudo strike
31.66
IV
60.7%
B/E move
2.8%
Puts
Pseudo strike
32.88
IV
117.1%
B/E move
4.6%

60Δ

Calls
Pseudo strike
31.40
IV
59.4%
B/E move
2.4%
Puts
Pseudo strike
33.49
IV
116.4%
B/E move
3.8%

65Δ

Calls
Pseudo strike
31.20
IV
52.1%
B/E move
1.8%
Puts
Pseudo strike
34.84
IV
144.1%
B/E move
3.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.68
IV
172.1%
B/E move
3.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.35
IV
193.1%
B/E move
3.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

ZETA47.3899.39151.402026-08-03: 116.71%2026-08-04: 144.23%2026-08-05: 77.33%2026-08-06: 74.12%2026-08-07: 67.37%2026-08-10: 64.82%2026-08-11: 71.64%2026-08-12: 63.51%2026-08-13: 67.75%2026-08-14: 56.52%2026-08-17: 59.98%2026-08-18: 60.69%2026-08-19: 59.78%2026-08-20: 59.62%2026-08-21: 58.44%2026-08-24: 60.58%2026-08-25: 61.68%2026-08-26: 60.85%2026-08-27: 60.26%2026-08-28: 55.31%2026-08-31: 60.47%2026-09-01: 63.34%2026-09-02: 63.25%2026-09-03: 58.99%2026-09-04: 54.55%2026-09-08: 61.27%2026-09-09: 62.89%2026-09-10: 61.64%2026-09-11: 56.25%2026-09-14: 61.29%2026-09-15: 59.01%2026-09-16: 62.50%2026-09-17: 57.97%2026-09-18: 57.63%2026-09-21: 62.61%2026-09-22: 63.58%2026-09-23: 63.49%2026-09-24: 62.67%2026-09-25: 59.03%2026-09-28: 61.16%2026-09-29: 62.35%2026-09-30: 64.34%2026-10-01: 67.40%2026-10-02: 60.50%2026-10-05: 62.72%2026-10-06: 65.61%2026-10-07: 66.31%2026-10-08: 66.64%2026-10-09: 57.70%2026-10-12: 61.94%2026-10-13: 63.55%2026-10-14: 65.93%2026-10-15: 73.37%2026-10-16: 71.19%2026-10-19: 72.63%2026-10-20: 73.86%2026-10-21: 74.44%2026-10-22: 77.08%2026-10-23: 80.62%Aug 3Oct 23
Table
DateIV
116.71%
144.23%
77.33%
74.12%
67.37%
64.82%
71.64%
63.51%
67.75%
56.52%
59.98%
60.69%
59.78%
59.62%
58.44%
60.58%
61.68%
60.85%
60.26%
55.31%
60.47%
63.34%
63.25%
58.99%
54.55%
61.27%
62.89%
61.64%
56.25%
61.29%
59.01%
62.50%
57.97%
57.63%
62.61%
63.58%
63.49%
62.67%
59.03%
61.16%
62.35%
64.34%
67.40%
60.50%
62.72%
65.61%
66.31%
66.64%
57.70%
61.94%
63.55%
65.93%
73.37%
71.19%
72.63%
73.86%
74.44%
77.08%
80.62%

Company coverage

Moat

Moderate

Proprietary first-party data across 2 billion consumer profiles and 235 million U.S. consumers — defensible in a market hostile to third-party cookies. Real-time intelligence detects consumer intent and activates campaigns instantly. Platform integr…

Physical assets

Minimal

Cloud-native infrastructure built on AWS. No physical infrastructure ownership. The moat is entirely software and data-driven.

Software / hardware

Software100%
Hardware0%

Growth. 2B consumer profile database becomes indispensable as cookie deprecation forces Fortune 100 marketers to first-party data platforms with 114% net revenue retention. Primary assets. 2B global consumer profiles database, 235M U.S. consumer dat…

Latest entries
  1. manual · sw-hw

    Growth. 2B consumer profile database becomes indispensable as cookie deprecation forces Fortune 100 marketers to first-party data platforms with 114% net revenue retention. Primary assets. 2B global consumer profiles database, 23…

  2. manual · physical-assets

    Cloud-native infrastructure built on AWS. No physical infrastructure ownership. The moat is entirely software and data-driven.

  3. manual · moat

    Proprietary first-party data across 2 billion consumer profiles and 235 million U.S. consumers — defensible in a market hostile to third-party cookies. Real-time intelligence detects consumer intent and activates campaigns instan…

Recent records
Action Type Relative size

Notes

Full portfolio moat / asset analysis

Proprietary first-party data across 2 billion consumer profiles and 235 million U.S. consumers — defensible in a market hostile to third-party cookies. Real-time intelligence detects consumer intent and activates campaigns instantly. Platform integration creates switching costs (114% net revenue retention in 2025). 40% of Fortune 100 clients. $308M revenue…

Full portfolio moat / asset analysis

Cloud-native infrastructure built on AWS. No physical infrastructure ownership. The moat is entirely software and data-driven.