IntraAlpha
Create free account Start free

Zoom Video Communications Inc ZM

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-10-15T20:03:59.139Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:08.394129981Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-15T20:00:20.235255+00:00

Share price$98.51
1D+5.4%
AH$92$94$95$97$995:30 AM6:30 AM9:00 AM1:00 PM2:00 PMZM
Sold putSold callAH

Zoom Video Communications Inc options

Live interpolated ZM call and put midpoint premiums by absolute delta.Zoom Video Communications Inc$0.24$1.17$2.10$3.02$3.95$91.18$94.31$97.44$100.57$103.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $98.51OPTION PRICELive ZM spot · $98.51ZM PRICE$0.34$0.44$0.53$0.64$0.76$0.90$1.10$1.30$1.43$1.48$1.63$1.95$2.38$0.57$0.53$0.69$0.89$1.01$1.12$1.50$1.84$2.02$2.20$2.88$3.68$2.85
PutsExpensive1.34×
CallsCheap0.67×
SkewBearish+20.01 pp
Implied moveBearish±$2.60
TiltBearish18.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ101.2460.0%3.1%93.68110.4%5.5%
25Δ100.6357.8%2.6%96.3066.1%2.8%
30Δ100.0554.5%2.1%96.7568.2%2.5%
35Δ99.6553.3%1.8%97.1971.1%2.2%
40Δ99.2652.2%1.5%97.6867.5%1.9%
45Δ98.8952.0%1.3%98.2360.9%1.4%
50Δ98.5453.3%1.2%98.6568.8%1.4%
55Δ98.2054.6%1.0%99.0774.7%1.3%
60Δ97.8952.9%0.8%99.5070.9%1.1%
65Δ97.6447.2%0.6%99.9267.1%0.8%
70Δ97.3344.7%0.5%100.7173.4%0.7%
75Δ96.9346.6%0.4%101.6082.0%0.6%
80Δ96.4348.4%0.3%101.0556.6%0.3%

20Δ

Calls
Pseudo strike
101.24
IV
60.0%
B/E move
3.1%
Puts
Pseudo strike
93.68
IV
110.4%
B/E move
5.5%

25Δ

Calls
Pseudo strike
100.63
IV
57.8%
B/E move
2.6%
Puts
Pseudo strike
96.30
IV
66.1%
B/E move
2.8%

30Δ

Calls
Pseudo strike
100.05
IV
54.5%
B/E move
2.1%
Puts
Pseudo strike
96.75
IV
68.2%
B/E move
2.5%

35Δ

Calls
Pseudo strike
99.65
IV
53.3%
B/E move
1.8%
Puts
Pseudo strike
97.19
IV
71.1%
B/E move
2.2%

40Δ

Calls
Pseudo strike
99.26
IV
52.2%
B/E move
1.5%
Puts
Pseudo strike
97.68
IV
67.5%
B/E move
1.9%

45Δ

Calls
Pseudo strike
98.89
IV
52.0%
B/E move
1.3%
Puts
Pseudo strike
98.23
IV
60.9%
B/E move
1.4%

50Δ

Calls
Pseudo strike
98.54
IV
53.3%
B/E move
1.2%
Puts
Pseudo strike
98.65
IV
68.8%
B/E move
1.4%

55Δ

Calls
Pseudo strike
98.20
IV
54.6%
B/E move
1.0%
Puts
Pseudo strike
99.07
IV
74.7%
B/E move
1.3%

60Δ

Calls
Pseudo strike
97.89
IV
52.9%
B/E move
0.8%
Puts
Pseudo strike
99.50
IV
70.9%
B/E move
1.1%

65Δ

Calls
Pseudo strike
97.64
IV
47.2%
B/E move
0.6%
Puts
Pseudo strike
99.92
IV
67.1%
B/E move
0.8%

70Δ

Calls
Pseudo strike
97.33
IV
44.7%
B/E move
0.5%
Puts
Pseudo strike
100.71
IV
73.4%
B/E move
0.7%

75Δ

Calls
Pseudo strike
96.93
IV
46.6%
B/E move
0.4%
Puts
Pseudo strike
101.60
IV
82.0%
B/E move
0.6%

80Δ

Calls
Pseudo strike
96.43
IV
48.4%
B/E move
0.3%
Puts
Pseudo strike
101.05
IV
56.6%
B/E move
0.3%