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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 2026-10-22T15:50:58.753Z

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 · 2026-10-22T15:48:19.829546495Z

FundamentalsAlpha Vantage · unavailable

Share price$3.49
1D+1.0%
$3.42$3.44$3.46$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$0.14$0.53$0.93$1.32$1.72$0.85$2.08$3.31$4.53$5.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ZH spot · $3.48ZH PRICE$0.18$0.24$0.29$0.35$0.42$0.51$0.59$0.68$0.77$0.85$0.94$1.03$1.11$0.40$0.55$0.70$0.85$1.00$1.15$1.30$1.45$1.60
PutsExpensive2.00×
CallsExpensive1.61×
SkewBearish+12.71 pp
Implied moveBearish±$1.90
TiltBearish6.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.9769.6%105.1%2.5485.6%38.5%
25Δ6.4069.3%90.4%2.8283.4%34.8%
30Δ5.8368.9%75.7%3.1081.2%31.1%
35Δ5.2668.5%60.9%3.3878.9%27.4%
40Δ4.8667.6%51.5%3.6676.7%23.7%
45Δ4.6066.1%46.5%3.9474.4%20.1%
50Δ4.3364.6%41.4%4.2272.2%16.4%
55Δ4.0763.2%36.4%4.5070.0%12.7%
60Δ3.8161.7%31.4%4.7767.7%9.0%
65Δ3.5560.2%26.4%
70Δ3.2958.8%21.3%
75Δ3.0357.3%16.3%
80Δ2.7755.9%11.3%

20Δ

Calls
Pseudo strike
6.97
IV
69.6%
B/E move
105.1%
Puts
Pseudo strike
2.54
IV
85.6%
B/E move
38.5%

25Δ

Calls
Pseudo strike
6.40
IV
69.3%
B/E move
90.4%
Puts
Pseudo strike
2.82
IV
83.4%
B/E move
34.8%

30Δ

Calls
Pseudo strike
5.83
IV
68.9%
B/E move
75.7%
Puts
Pseudo strike
3.10
IV
81.2%
B/E move
31.1%

35Δ

Calls
Pseudo strike
5.26
IV
68.5%
B/E move
60.9%
Puts
Pseudo strike
3.38
IV
78.9%
B/E move
27.4%

40Δ

Calls
Pseudo strike
4.86
IV
67.6%
B/E move
51.5%
Puts
Pseudo strike
3.66
IV
76.7%
B/E move
23.7%

45Δ

Calls
Pseudo strike
4.60
IV
66.1%
B/E move
46.5%
Puts
Pseudo strike
3.94
IV
74.4%
B/E move
20.1%

50Δ

Calls
Pseudo strike
4.33
IV
64.6%
B/E move
41.4%
Puts
Pseudo strike
4.22
IV
72.2%
B/E move
16.4%

55Δ

Calls
Pseudo strike
4.07
IV
63.2%
B/E move
36.4%
Puts
Pseudo strike
4.50
IV
70.0%
B/E move
12.7%

60Δ

Calls
Pseudo strike
3.81
IV
61.7%
B/E move
31.4%
Puts
Pseudo strike
4.77
IV
67.7%
B/E move
9.0%

65Δ

Calls
Pseudo strike
3.55
IV
60.2%
B/E move
26.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
3.29
IV
58.8%
B/E move
21.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
3.03
IV
57.3%
B/E move
16.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
2.77
IV
55.9%
B/E move
11.3%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations