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Zillow Group, Inc. Class A Common Stock ZG

COMMUNICATION SERVICES · INTERNET CONTENT & INFORMATION
i

Market dataready · fetched 2026-11-12T02:56:07.150Z

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 · 2026-11-12T00:48:08.247884465Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:56:06.744198+00:00

Share price$30.21
1D+1.2%
AH$29.07$29.26$29.46$29.66$29.855:30 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$0.00$4.48$8.96$13.43$17.91$19.68$23.84$28.01$32.18$36.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ZG spot · $30.21ZG PRICE$0.43$0.51$0.58$0.66$0.74$0.81$0.89$0.96$0.85$1.13$1.40$1.68$1.95$2.26$2.91$3.55$4.19$4.84$5.48$7.96$16.62
PutsCheap0.70×
Calls——
Skew——
Implied moveBearish±$3.79
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.7190.7%16.3%26.7699.0%14.3%
25Δ34.0684.3%14.4%27.42103.9%13.0%
30Δ33.4078.0%12.5%28.08108.9%11.7%
35Δ32.7471.6%10.6%28.74113.8%10.4%
40Δ32.0865.3%8.6%29.40118.7%9.1%
45Δ31.4358.9%6.7%30.09123.4%7.9%
50Δ30.7752.6%4.8%30.99125.5%7.0%
55Δ30.1146.2%2.9%31.90127.5%6.2%
60Δ32.81129.6%5.3%
65Δ33.72131.7%4.4%
70Δ34.62133.8%3.5%
75Δ37.24160.2%3.1%
80Δ45.75255.7%3.6%

20Δ

Calls
Pseudo strike
34.71
IV
90.7%
B/E move
16.3%
Puts
Pseudo strike
26.76
IV
99.0%
B/E move
14.3%

25Δ

Calls
Pseudo strike
34.06
IV
84.3%
B/E move
14.4%
Puts
Pseudo strike
27.42
IV
103.9%
B/E move
13.0%

30Δ

Calls
Pseudo strike
33.40
IV
78.0%
B/E move
12.5%
Puts
Pseudo strike
28.08
IV
108.9%
B/E move
11.7%

35Δ

Calls
Pseudo strike
32.74
IV
71.6%
B/E move
10.6%
Puts
Pseudo strike
28.74
IV
113.8%
B/E move
10.4%

40Δ

Calls
Pseudo strike
32.08
IV
65.3%
B/E move
8.6%
Puts
Pseudo strike
29.40
IV
118.7%
B/E move
9.1%

45Δ

Calls
Pseudo strike
31.43
IV
58.9%
B/E move
6.7%
Puts
Pseudo strike
30.09
IV
123.4%
B/E move
7.9%

50Δ

Calls
Pseudo strike
30.77
IV
52.6%
B/E move
4.8%
Puts
Pseudo strike
30.99
IV
125.5%
B/E move
7.0%

55Δ

Calls
Pseudo strike
30.11
IV
46.2%
B/E move
2.9%
Puts
Pseudo strike
31.90
IV
127.5%
B/E move
6.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.81
IV
129.6%
B/E move
5.3%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.72
IV
131.7%
B/E move
4.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.62
IV
133.8%
B/E move
3.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.24
IV
160.2%
B/E move
3.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.75
IV
255.7%
B/E move
3.6%

Options history

IV · four-Friday blend67.37%
Daily EOD
ZG59.7%63.8%67.9%2026-10-19: 61.04%2026-10-20: 60.28%2026-10-21: 60.33%2026-10-22: 62.82%2026-10-23: 60.45%2026-10-26: 61.53%2026-10-27: 63.64%2026-10-28: 61.16%2026-10-29: 63.32%2026-10-30: 67.37%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
61.04%
60.28%
60.33%
62.82%
60.45%
61.53%
63.64%
61.16%
63.32%
67.37%