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Ermenegildo Zegna NV ZGN

CONSUMER CYCLICAL · APPAREL MANUFACTURING
i

Market dataready · fetched 2026-10-23T00:22:58.169Z

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 · 2026-10-22T23:00:00.002612035Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T00:22:57.666964+00:00

Share price$13.85
1D+5.7%
AH$13.04$13.27$13.50$13.73$13.965:30 AM6:30 AM9:00 AM1:00 PM2:00 PMZGN
Sold putSold callAH

Ermenegildo Zegna NV options

Live interpolated ZGN call and put midpoint premiums by absolute delta.Ermenegildo Zegna NV$0.11$2.46$4.80$7.15$9.49$9.54$11.36$13.18$15.00$16.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ZGN spot · $13.85ZGN PRICE$0.53$0.50$0.43$0.45$0.55$0.66$0.76$0.86$0.97$1.07$1.17$1.28$1.38$0.37$0.43$0.73$1.02$1.32$1.62$1.92$2.21$2.68$3.15$3.62$4.08$8.82
PutsExpensive2.99×
CallsExpensive1.57×
SkewBearish+34.55 pp
Implied moveBearish±$2.68
TiltBearish50.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.86139.9%54.4%11.6083.9%18.9%
25Δ17.4298.1%29.4%12.6161.3%12.1%
30Δ15.8467.9%17.5%13.0067.7%11.4%
35Δ14.8951.2%10.7%13.4074.1%10.7%
40Δ14.6549.8%9.8%13.8080.5%9.9%
45Δ14.4248.4%8.8%14.1986.9%9.2%
50Δ14.1847.0%7.9%14.5993.3%8.5%
55Δ13.9545.6%6.9%14.9899.8%7.8%
60Δ13.7144.2%6.0%15.60100.0%6.7%
65Δ13.4742.8%5.0%16.2399.9%5.5%
70Δ13.2441.4%4.1%16.8599.9%4.4%
75Δ13.0040.0%3.1%17.4899.8%3.3%
80Δ12.7738.6%2.2%22.17157.0%3.6%

20Δ

Calls
Pseudo strike
20.86
IV
139.9%
B/E move
54.4%
Puts
Pseudo strike
11.60
IV
83.9%
B/E move
18.9%

25Δ

Calls
Pseudo strike
17.42
IV
98.1%
B/E move
29.4%
Puts
Pseudo strike
12.61
IV
61.3%
B/E move
12.1%

30Δ

Calls
Pseudo strike
15.84
IV
67.9%
B/E move
17.5%
Puts
Pseudo strike
13.00
IV
67.7%
B/E move
11.4%

35Δ

Calls
Pseudo strike
14.89
IV
51.2%
B/E move
10.7%
Puts
Pseudo strike
13.40
IV
74.1%
B/E move
10.7%

40Δ

Calls
Pseudo strike
14.65
IV
49.8%
B/E move
9.8%
Puts
Pseudo strike
13.80
IV
80.5%
B/E move
9.9%

45Δ

Calls
Pseudo strike
14.42
IV
48.4%
B/E move
8.8%
Puts
Pseudo strike
14.19
IV
86.9%
B/E move
9.2%

50Δ

Calls
Pseudo strike
14.18
IV
47.0%
B/E move
7.9%
Puts
Pseudo strike
14.59
IV
93.3%
B/E move
8.5%

55Δ

Calls
Pseudo strike
13.95
IV
45.6%
B/E move
6.9%
Puts
Pseudo strike
14.98
IV
99.8%
B/E move
7.8%

60Δ

Calls
Pseudo strike
13.71
IV
44.2%
B/E move
6.0%
Puts
Pseudo strike
15.60
IV
100.0%
B/E move
6.7%

65Δ

Calls
Pseudo strike
13.47
IV
42.8%
B/E move
5.0%
Puts
Pseudo strike
16.23
IV
99.9%
B/E move
5.5%

70Δ

Calls
Pseudo strike
13.24
IV
41.4%
B/E move
4.1%
Puts
Pseudo strike
16.85
IV
99.9%
B/E move
4.4%

75Δ

Calls
Pseudo strike
13.00
IV
40.0%
B/E move
3.1%
Puts
Pseudo strike
17.48
IV
99.8%
B/E move
3.3%

80Δ

Calls
Pseudo strike
12.77
IV
38.6%
B/E move
2.2%
Puts
Pseudo strike
22.17
IV
157.0%
B/E move
3.6%

Options history

No recorded observations