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

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Market datapartial · fetched 2026-10-22T14:52:38.526Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-06-17

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 · 2026-10-22T14:52:16.896325319Z

FundamentalsAlpha Vantage · unavailable

Share price$3.45
1D-0.7%
$3.42$3.44$3.45$3.47$3.495:30 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$0.13$0.55$0.97$1.39$1.81$0.91$2.12$3.33$4.55$5.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ZH spot · $3.44ZH PRICE$0.18$0.24$0.29$0.35$0.43$0.51$0.60$0.69$0.78$0.87$0.96$1.05$1.14$0.38$0.53$0.67$0.82$0.97$1.11$1.26$1.40$1.55$1.69
PutsExpensive1.94×
CallsExpensive1.67×
SkewBearish+8.02 pp
Implied moveBearish±$1.86
TiltBearish12.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.9770.6%107.5%2.5284.8%38.1%
25Δ6.4070.4%92.5%2.7982.5%34.5%
30Δ5.8270.1%77.5%3.0680.2%30.9%
35Δ5.2569.9%62.5%3.3277.8%27.3%
40Δ4.8569.1%53.0%3.5975.5%23.7%
45Δ4.5868.0%47.8%3.8673.2%20.1%
50Δ4.3166.9%42.5%4.1370.9%16.5%
55Δ4.0365.7%37.2%4.4068.6%13.0%
60Δ3.7664.6%32.0%4.6766.3%9.4%
65Δ3.4963.5%26.7%4.9463.9%5.8%
70Δ3.2262.4%21.4%
75Δ2.9561.2%16.2%
80Δ2.6860.1%10.9%

20Δ

Calls
Pseudo strike
6.97
IV
70.6%
B/E move
107.5%
Puts
Pseudo strike
2.52
IV
84.8%
B/E move
38.1%

25Δ

Calls
Pseudo strike
6.40
IV
70.4%
B/E move
92.5%
Puts
Pseudo strike
2.79
IV
82.5%
B/E move
34.5%

30Δ

Calls
Pseudo strike
5.82
IV
70.1%
B/E move
77.5%
Puts
Pseudo strike
3.06
IV
80.2%
B/E move
30.9%

35Δ

Calls
Pseudo strike
5.25
IV
69.9%
B/E move
62.5%
Puts
Pseudo strike
3.32
IV
77.8%
B/E move
27.3%

40Δ

Calls
Pseudo strike
4.85
IV
69.1%
B/E move
53.0%
Puts
Pseudo strike
3.59
IV
75.5%
B/E move
23.7%

45Δ

Calls
Pseudo strike
4.58
IV
68.0%
B/E move
47.8%
Puts
Pseudo strike
3.86
IV
73.2%
B/E move
20.1%

50Δ

Calls
Pseudo strike
4.31
IV
66.9%
B/E move
42.5%
Puts
Pseudo strike
4.13
IV
70.9%
B/E move
16.5%

55Δ

Calls
Pseudo strike
4.03
IV
65.7%
B/E move
37.2%
Puts
Pseudo strike
4.40
IV
68.6%
B/E move
13.0%

60Δ

Calls
Pseudo strike
3.76
IV
64.6%
B/E move
32.0%
Puts
Pseudo strike
4.67
IV
66.3%
B/E move
9.4%

65Δ

Calls
Pseudo strike
3.49
IV
63.5%
B/E move
26.7%
Puts
Pseudo strike
4.94
IV
63.9%
B/E move
5.8%

70Δ

Calls
Pseudo strike
3.22
IV
62.4%
B/E move
21.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
2.95
IV
61.2%
B/E move
16.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
2.68
IV
60.1%
B/E move
10.9%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations