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Ermenegildo Zegna N.V. ZGN

i

Market datapartial · fetched 2026-10-23T18:37:00.995Z

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 · 2026-10-23T18:36:50.202237619Z

FundamentalsAlpha Vantage · unavailable

Share price$13.47
1D-0.9%
$13.34$13.46$13.58$13.69$13.815:30 AM6:30 AM9:00 AM1:00 PMZGN
Sold putSold call

Ermenegildo Zegna N.V. options

Live interpolated ZGN call and put midpoint premiums by absolute delta.Ermenegildo Zegna N.V.$0.29$1.05$1.81$2.57$3.33$10.42$12.17$13.93$15.68$17.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ZGN spot · $13.46ZGN PRICE$0.43$0.53$0.62$0.72$0.82$0.91$1.01$1.11$1.21$1.30$1.40$1.89$2.51$0.38$0.38$0.45$0.62$0.79$0.96$1.13$1.30$1.47$1.63$1.80$2.38$3.11
PutsExpensive1.91×
CallsExpensive2.38×
SkewBullish-24.66 pp
Implied moveBearish±$2.14
TiltBearish6.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.62122.8%48.9%10.47111.5%25.0%
25Δ18.92116.5%44.4%11.7974.3%15.2%
30Δ18.23110.1%40.0%12.6354.5%9.5%
35Δ17.54103.8%35.6%12.9255.0%8.7%
40Δ16.8497.5%31.2%13.2055.5%7.8%
45Δ16.1591.2%26.7%13.4956.0%6.9%
50Δ15.4684.9%22.3%13.7856.5%6.1%
55Δ14.7678.6%17.9%14.0657.0%5.2%
60Δ14.0772.2%13.4%14.3557.5%4.3%
65Δ13.3765.9%9.0%14.6358.0%3.5%
70Δ12.6859.6%4.6%14.9258.5%2.6%
75Δ11.9965.9%3.1%15.5862.6%2.0%
80Δ11.3076.7%2.6%16.3768.1%1.5%

20Δ

Calls
Pseudo strike
19.62
IV
122.8%
B/E move
48.9%
Puts
Pseudo strike
10.47
IV
111.5%
B/E move
25.0%

25Δ

Calls
Pseudo strike
18.92
IV
116.5%
B/E move
44.4%
Puts
Pseudo strike
11.79
IV
74.3%
B/E move
15.2%

30Δ

Calls
Pseudo strike
18.23
IV
110.1%
B/E move
40.0%
Puts
Pseudo strike
12.63
IV
54.5%
B/E move
9.5%

35Δ

Calls
Pseudo strike
17.54
IV
103.8%
B/E move
35.6%
Puts
Pseudo strike
12.92
IV
55.0%
B/E move
8.7%

40Δ

Calls
Pseudo strike
16.84
IV
97.5%
B/E move
31.2%
Puts
Pseudo strike
13.20
IV
55.5%
B/E move
7.8%

45Δ

Calls
Pseudo strike
16.15
IV
91.2%
B/E move
26.7%
Puts
Pseudo strike
13.49
IV
56.0%
B/E move
6.9%

50Δ

Calls
Pseudo strike
15.46
IV
84.9%
B/E move
22.3%
Puts
Pseudo strike
13.78
IV
56.5%
B/E move
6.1%

55Δ

Calls
Pseudo strike
14.76
IV
78.6%
B/E move
17.9%
Puts
Pseudo strike
14.06
IV
57.0%
B/E move
5.2%

60Δ

Calls
Pseudo strike
14.07
IV
72.2%
B/E move
13.4%
Puts
Pseudo strike
14.35
IV
57.5%
B/E move
4.3%

65Δ

Calls
Pseudo strike
13.37
IV
65.9%
B/E move
9.0%
Puts
Pseudo strike
14.63
IV
58.0%
B/E move
3.5%

70Δ

Calls
Pseudo strike
12.68
IV
59.6%
B/E move
4.6%
Puts
Pseudo strike
14.92
IV
58.5%
B/E move
2.6%

75Δ

Calls
Pseudo strike
11.99
IV
65.9%
B/E move
3.1%
Puts
Pseudo strike
15.58
IV
62.6%
B/E move
2.0%

80Δ

Calls
Pseudo strike
11.30
IV
76.7%
B/E move
2.6%
Puts
Pseudo strike
16.37
IV
68.1%
B/E move
1.5%

Options history

No recorded observations