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Zillow Group, Inc. Class A Common Stock ZG

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Market datapartial · fetched 2026-10-22T23:54:21.693Z

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 · 2026-10-22T23:39:27.750320987Z

FundamentalsAlpha Vantage · unavailable

Share price$35.65
1D+6.5%
AH$32.78$33.55$34.32$35.08$35.855:30 AM6:30 AM9:00 AM1:00 PM2:00 PMZG
Sold putSold callAH

Zillow Group, Inc. Class A Common Stock options

Live interpolated ZG call and put midpoint premiums by absolute delta.Zillow Group, Inc. Class A Common Stock$0.51$4.88$9.24$13.61$17.98$25.29$30.02$34.76$39.49$44.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ZG spot · $35.65ZG PRICE$1.11$1.17$1.23$1.45$1.71$1.97$2.23$2.49$2.82$3.29$3.77$4.24$4.71$0.99$1.36$1.73$2.10$2.47$3.12$3.92$4.72$5.52$6.66$8.66$10.96$16.72
PutsExpensive1.61×
CallsExpensive1.14×
SkewBearish+17.84 pp
Implied moveBearish±$6.15
TiltBearish36.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.17122.6%49.4%30.4576.5%17.3%
25Δ46.7798.4%34.5%31.4976.1%15.5%
30Δ41.3874.3%19.5%32.5475.7%13.6%
35Δ39.3266.6%14.3%33.5875.4%11.7%
40Δ38.4064.7%12.5%34.6375.0%9.8%
45Δ37.4862.7%10.6%35.7476.4%8.5%
50Δ36.5660.8%8.8%36.8878.7%7.5%
55Δ35.6458.8%7.0%38.0381.0%6.6%
60Δ34.7756.9%5.5%39.1883.4%5.6%
65Δ34.0455.1%4.7%40.6387.0%4.7%
70Δ33.3153.3%4.0%42.8894.2%4.0%
75Δ32.5851.4%3.3%45.41102.9%3.4%
80Δ31.8549.6%2.5%51.33125.0%2.9%

20Δ

Calls
Pseudo strike
52.17
IV
122.6%
B/E move
49.4%
Puts
Pseudo strike
30.45
IV
76.5%
B/E move
17.3%

25Δ

Calls
Pseudo strike
46.77
IV
98.4%
B/E move
34.5%
Puts
Pseudo strike
31.49
IV
76.1%
B/E move
15.5%

30Δ

Calls
Pseudo strike
41.38
IV
74.3%
B/E move
19.5%
Puts
Pseudo strike
32.54
IV
75.7%
B/E move
13.6%

35Δ

Calls
Pseudo strike
39.32
IV
66.6%
B/E move
14.3%
Puts
Pseudo strike
33.58
IV
75.4%
B/E move
11.7%

40Δ

Calls
Pseudo strike
38.40
IV
64.7%
B/E move
12.5%
Puts
Pseudo strike
34.63
IV
75.0%
B/E move
9.8%

45Δ

Calls
Pseudo strike
37.48
IV
62.7%
B/E move
10.6%
Puts
Pseudo strike
35.74
IV
76.4%
B/E move
8.5%

50Δ

Calls
Pseudo strike
36.56
IV
60.8%
B/E move
8.8%
Puts
Pseudo strike
36.88
IV
78.7%
B/E move
7.5%

55Δ

Calls
Pseudo strike
35.64
IV
58.8%
B/E move
7.0%
Puts
Pseudo strike
38.03
IV
81.0%
B/E move
6.6%

60Δ

Calls
Pseudo strike
34.77
IV
56.9%
B/E move
5.5%
Puts
Pseudo strike
39.18
IV
83.4%
B/E move
5.6%

65Δ

Calls
Pseudo strike
34.04
IV
55.1%
B/E move
4.7%
Puts
Pseudo strike
40.63
IV
87.0%
B/E move
4.7%

70Δ

Calls
Pseudo strike
33.31
IV
53.3%
B/E move
4.0%
Puts
Pseudo strike
42.88
IV
94.2%
B/E move
4.0%

75Δ

Calls
Pseudo strike
32.58
IV
51.4%
B/E move
3.3%
Puts
Pseudo strike
45.41
IV
102.9%
B/E move
3.4%

80Δ

Calls
Pseudo strike
31.85
IV
49.6%
B/E move
2.5%
Puts
Pseudo strike
51.33
IV
125.0%
B/E move
2.9%

Options history

No recorded observations