IntraAlpha
Create free account Start free

ZipRecruiter, Inc. ZIP

COMMUNICATION SERVICES · INTERNET CONTENT & INFORMATION
i

Market dataready · fetched 2026-11-12T14:56:57.538Z

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 · 2026-11-12T14:56:54.958735354Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T14:56:57.093458+00:00

Share price$6.22
1D+2.5%
$5.96$6.03$6.09$6.15$6.215:30 AM6:30 AM9:00 AM1:00 PMZIP
Sold putSold call

ZipRecruiter, Inc. options

Live interpolated ZIP call and put midpoint premiums by absolute delta.ZipRecruiter, Inc.$0.22$0.53$0.84$1.15$1.46$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEZIP PRICE$0.35$0.35$0.25$0.36$0.48$0.59$0.70$0.81$0.92$1.04$1.15$1.26$1.37
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.27146.9%19.2%
25Δ9.73316.8%62.0%5.48148.2%17.8%
30Δ8.27243.4%38.5%5.68149.5%16.3%
35Δ5.89150.8%14.8%
40Δ6.09152.1%13.3%
45Δ6.29153.4%11.9%
50Δ6.50154.7%10.4%
55Δ6.70156.0%8.9%
60Δ6.90157.3%7.4%
65Δ7.11158.6%6.0%
70Δ7.31159.9%4.5%
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.27
IV
146.9%
B/E move
19.2%

25Δ

Calls
Pseudo strike
9.73
IV
316.8%
B/E move
62.0%
Puts
Pseudo strike
5.48
IV
148.2%
B/E move
17.8%

30Δ

Calls
Pseudo strike
8.27
IV
243.4%
B/E move
38.5%
Puts
Pseudo strike
5.68
IV
149.5%
B/E move
16.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.89
IV
150.8%
B/E move
14.8%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.09
IV
152.1%
B/E move
13.3%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.29
IV
153.4%
B/E move
11.9%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.50
IV
154.7%
B/E move
10.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.70
IV
156.0%
B/E move
8.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.90
IV
157.3%
B/E move
7.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.11
IV
158.6%
B/E move
6.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.31
IV
159.9%
B/E move
4.5%

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