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Zillow Group, Inc. Class A Common Stock ZG

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Market datapartial · fetched 2026-10-22T17:58:55.119Z

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 · 2026-10-22T17:58:33.795950074Z

FundamentalsAlpha Vantage · unavailable

Share price$35.64
1D+8.0%
$32.78$33.54$34.31$35.07$35.835:30 AM6:30 AM9:00 AM1:00 PMZG
Sold putSold call

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$0.49$4.94$9.39$13.84$18.29$25.34$30.27$35.19$40.11$45.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ZG spot · $35.64ZG PRICE$1.08$1.09$1.12$1.44$1.77$2.09$2.42$2.74$0.97$1.32$1.66$2.00$2.35$2.90$3.57$4.24$4.90$5.57$7.27$9.33$17.01
PutsExpensive1.43×
CallsExpensive1.26×
SkewBearish+5.09 pp
Implied moveBearish±$5.98
TiltBearish64.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.80119.7%48.4%30.4576.1%17.3%
25Δ45.7190.9%31.3%31.4975.1%15.3%
30Δ39.9563.9%15.2%32.5374.0%13.4%
35Δ39.0764.0%13.7%33.5873.0%11.4%
40Δ38.1964.2%12.1%34.6272.0%9.5%
45Δ37.3264.3%10.6%35.6572.1%8.1%
50Δ36.4464.4%9.0%36.6772.9%7.1%
55Δ35.5764.5%7.5%37.6973.7%6.1%
60Δ38.7174.5%5.2%
65Δ39.7375.3%4.2%
70Δ41.6781.2%3.5%
75Δ43.9389.0%2.9%
80Δ51.61126.0%2.9%

20Δ

Calls
Pseudo strike
51.80
IV
119.7%
B/E move
48.4%
Puts
Pseudo strike
30.45
IV
76.1%
B/E move
17.3%

25Δ

Calls
Pseudo strike
45.71
IV
90.9%
B/E move
31.3%
Puts
Pseudo strike
31.49
IV
75.1%
B/E move
15.3%

30Δ

Calls
Pseudo strike
39.95
IV
63.9%
B/E move
15.2%
Puts
Pseudo strike
32.53
IV
74.0%
B/E move
13.4%

35Δ

Calls
Pseudo strike
39.07
IV
64.0%
B/E move
13.7%
Puts
Pseudo strike
33.58
IV
73.0%
B/E move
11.4%

40Δ

Calls
Pseudo strike
38.19
IV
64.2%
B/E move
12.1%
Puts
Pseudo strike
34.62
IV
72.0%
B/E move
9.5%

45Δ

Calls
Pseudo strike
37.32
IV
64.3%
B/E move
10.6%
Puts
Pseudo strike
35.65
IV
72.1%
B/E move
8.1%

50Δ

Calls
Pseudo strike
36.44
IV
64.4%
B/E move
9.0%
Puts
Pseudo strike
36.67
IV
72.9%
B/E move
7.1%

55Δ

Calls
Pseudo strike
35.57
IV
64.5%
B/E move
7.5%
Puts
Pseudo strike
37.69
IV
73.7%
B/E move
6.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.71
IV
74.5%
B/E move
5.2%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.73
IV
75.3%
B/E move
4.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.67
IV
81.2%
B/E move
3.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.93
IV
89.0%
B/E move
2.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
51.61
IV
126.0%
B/E move
2.9%

Options history

No recorded observations