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Zhihu Inc. American Depositary Shares, each representing three (3) Class A Ordinary Shares ZH

i

Market datapartial · fetched 2026-11-11T15:55:22.809Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-03-19

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 · 2026-11-11T15:55:13.891332559Z

FundamentalsAlpha Vantage · unavailable

Share price$2.70
1D+0.6%
$2.68$2.68$2.69$2.70$2.705:30 AM6:30 AM9:00 AM1:00 PMZH
Sold putSold call

Zhihu Inc. American Depositary Shares, each representing three (3) Class A Ordinary Shares options

Live interpolated ZH call and put midpoint premiums by absolute delta.Zhihu Inc. American Depositary Shares, each representing three (3) Class A Ordinary Shares$0.16$0.25$0.34$0.43$0.52$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEZH PRICE$0.17$0.23$0.29$0.35$0.39$0.41$0.43$0.45$0.47$0.49
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.02127.1%167.0%
25Δ6.42130.0%146.9%
30Δ5.82132.9%126.9%
35Δ5.22135.9%106.8%
40Δ4.73128.9%90.1%
45Δ4.31116.3%75.3%
50Δ3.89103.6%60.4%
55Δ3.4790.9%45.6%
60Δ3.0578.3%30.8%
65Δ2.6365.6%16.0%
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
7.02
IV
127.1%
B/E move
167.0%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
6.42
IV
130.0%
B/E move
146.9%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
5.82
IV
132.9%
B/E move
126.9%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
5.22
IV
135.9%
B/E move
106.8%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
4.73
IV
128.9%
B/E move
90.1%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
4.31
IV
116.3%
B/E move
75.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
3.89
IV
103.6%
B/E move
60.4%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
3.47
IV
90.9%
B/E move
45.6%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
3.05
IV
78.3%
B/E move
30.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
2.63
IV
65.6%
B/E move
16.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations