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Ermenegildo Zegna N.V. ZGN

i

Market datapartial · fetched 2026-11-13T10:48:59.812Z

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 · 2026-11-13T00:00:00.003092932Z

FundamentalsAlpha Vantage · unavailable

Share price$13.57
1D-3.3%
AH$13.48$13.63$13.78$13.93$14.085:30 AM6:30 AM9:00 AM1:00 PM2:00 PMZGN
Sold putSold callAH

Ermenegildo Zegna N.V. options

Live interpolated ZGN call and put midpoint premiums by absolute delta.Ermenegildo Zegna N.V.$0.44$1.13$1.83$2.53$3.23$10.52$12.32$14.13$15.93$17.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ZGN spot · $13.57ZGN PRICE$0.51$0.51$0.63$0.75$0.87$0.99$1.11$1.23$1.35$1.47$1.59$2.28$3.03$0.57$0.57$0.57$0.65$0.73$0.80$0.88$0.96$1.03$1.11$1.19$1.26$1.34
PutsExpensive3.80×
CallsExpensive6.40×
SkewBullish-57.44 pp
Implied moveBullish±$1.99
TiltBullish16.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.86284.8%57.5%10.63242.9%25.9%
25Δ17.34202.4%31.5%11.55191.8%19.2%
30Δ16.81194.9%28.5%12.46140.8%12.4%
35Δ16.28187.4%25.5%12.70132.1%11.2%
40Δ15.74180.0%22.4%12.92125.1%10.2%
45Δ15.21172.5%19.4%13.13118.1%9.1%
50Δ14.68165.0%16.4%13.34111.2%8.1%
55Δ14.15157.6%13.3%13.56104.2%7.1%
60Δ13.62150.1%10.3%13.7797.3%6.1%
65Δ13.08142.6%7.2%13.9890.3%5.1%
70Δ12.55135.2%4.2%14.2083.3%4.1%
75Δ11.78162.9%3.6%14.4176.4%3.1%
80Δ10.98194.4%3.2%14.6269.4%2.1%

20Δ

Calls
Pseudo strike
20.86
IV
284.8%
B/E move
57.5%
Puts
Pseudo strike
10.63
IV
242.9%
B/E move
25.9%

25Δ

Calls
Pseudo strike
17.34
IV
202.4%
B/E move
31.5%
Puts
Pseudo strike
11.55
IV
191.8%
B/E move
19.2%

30Δ

Calls
Pseudo strike
16.81
IV
194.9%
B/E move
28.5%
Puts
Pseudo strike
12.46
IV
140.8%
B/E move
12.4%

35Δ

Calls
Pseudo strike
16.28
IV
187.4%
B/E move
25.5%
Puts
Pseudo strike
12.70
IV
132.1%
B/E move
11.2%

40Δ

Calls
Pseudo strike
15.74
IV
180.0%
B/E move
22.4%
Puts
Pseudo strike
12.92
IV
125.1%
B/E move
10.2%

45Δ

Calls
Pseudo strike
15.21
IV
172.5%
B/E move
19.4%
Puts
Pseudo strike
13.13
IV
118.1%
B/E move
9.1%

50Δ

Calls
Pseudo strike
14.68
IV
165.0%
B/E move
16.4%
Puts
Pseudo strike
13.34
IV
111.2%
B/E move
8.1%

55Δ

Calls
Pseudo strike
14.15
IV
157.6%
B/E move
13.3%
Puts
Pseudo strike
13.56
IV
104.2%
B/E move
7.1%

60Δ

Calls
Pseudo strike
13.62
IV
150.1%
B/E move
10.3%
Puts
Pseudo strike
13.77
IV
97.3%
B/E move
6.1%

65Δ

Calls
Pseudo strike
13.08
IV
142.6%
B/E move
7.2%
Puts
Pseudo strike
13.98
IV
90.3%
B/E move
5.1%

70Δ

Calls
Pseudo strike
12.55
IV
135.2%
B/E move
4.2%
Puts
Pseudo strike
14.20
IV
83.3%
B/E move
4.1%

75Δ

Calls
Pseudo strike
11.78
IV
162.9%
B/E move
3.6%
Puts
Pseudo strike
14.41
IV
76.4%
B/E move
3.1%

80Δ

Calls
Pseudo strike
10.98
IV
194.4%
B/E move
3.2%
Puts
Pseudo strike
14.62
IV
69.4%
B/E move
2.1%

Options history

IV · four-Friday blend65.38%
Daily EOD
ZGN49.2%57.9%66.6%2026-10-19: 51.95%2026-10-20: 54.23%2026-10-21: 59.63%2026-10-23: 50.43%2026-10-26: 51.56%2026-10-27: 62.68%2026-10-28: 65.38%Oct 19Oct 23Oct 28
7 observations2026-10-19 — 2026-10-28
Table
DateIV (%)
51.95%
54.23%
59.63%
50.43%
51.56%
62.68%
65.38%