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Zoom Video Communications Inc ZM

TECHNOLOGY · SOFTWARE - APPLICATION
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Market dataready · fetched 2026-10-16T21:47:59.276Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T21:26:24.066228282Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-16T21:47:58.819566+00:00

Share price$94.20
1D-2.7%
AH$93$95$96$98$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$0.49$2.04$3.59$5.14$6.70$85.88$90.14$94.40$98.65$102.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ZM spot · $94.20ZM PRICE$0.65$0.89$1.08$1.31$1.57$1.84$2.37$2.85$3.16$3.39$3.76$4.72$5.69$0.79$1.04$1.26$1.54$1.91$2.25$2.68$3.15$3.58$4.26$4.92$5.96$6.25
PutsFair0.97×
CallsCheap0.84×
SkewBearish+4.18 pp
Implied moveBearish±$5.05
TiltBearish8.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ99.6345.7%6.5%88.9252.4%6.4%
25Δ98.7547.3%5.8%90.0851.3%5.5%
30Δ97.6145.1%4.8%91.1848.9%4.5%
35Δ96.7144.1%4.1%92.0948.1%3.9%
40Δ95.9043.5%3.5%92.8749.2%3.4%
45Δ95.1542.9%3.0%93.6848.6%2.9%
50Δ94.4346.8%2.8%94.5049.2%2.5%
55Δ93.6949.1%2.5%95.3149.6%2.2%
60Δ92.9347.0%2.0%96.1148.6%1.8%
65Δ92.2943.7%1.6%97.0550.0%1.5%
70Δ91.5942.0%1.2%98.0050.1%1.2%
75Δ90.4746.1%1.1%99.2452.4%1.0%
80Δ89.3148.3%0.8%99.8447.5%0.6%

20Δ

Calls
Pseudo strike
99.63
IV
45.7%
B/E move
6.5%
Puts
Pseudo strike
88.92
IV
52.4%
B/E move
6.4%

25Δ

Calls
Pseudo strike
98.75
IV
47.3%
B/E move
5.8%
Puts
Pseudo strike
90.08
IV
51.3%
B/E move
5.5%

30Δ

Calls
Pseudo strike
97.61
IV
45.1%
B/E move
4.8%
Puts
Pseudo strike
91.18
IV
48.9%
B/E move
4.5%

35Δ

Calls
Pseudo strike
96.71
IV
44.1%
B/E move
4.1%
Puts
Pseudo strike
92.09
IV
48.1%
B/E move
3.9%

40Δ

Calls
Pseudo strike
95.90
IV
43.5%
B/E move
3.5%
Puts
Pseudo strike
92.87
IV
49.2%
B/E move
3.4%

45Δ

Calls
Pseudo strike
95.15
IV
42.9%
B/E move
3.0%
Puts
Pseudo strike
93.68
IV
48.6%
B/E move
2.9%

50Δ

Calls
Pseudo strike
94.43
IV
46.8%
B/E move
2.8%
Puts
Pseudo strike
94.50
IV
49.2%
B/E move
2.5%

55Δ

Calls
Pseudo strike
93.69
IV
49.1%
B/E move
2.5%
Puts
Pseudo strike
95.31
IV
49.6%
B/E move
2.2%

60Δ

Calls
Pseudo strike
92.93
IV
47.0%
B/E move
2.0%
Puts
Pseudo strike
96.11
IV
48.6%
B/E move
1.8%

65Δ

Calls
Pseudo strike
92.29
IV
43.7%
B/E move
1.6%
Puts
Pseudo strike
97.05
IV
50.0%
B/E move
1.5%

70Δ

Calls
Pseudo strike
91.59
IV
42.0%
B/E move
1.2%
Puts
Pseudo strike
98.00
IV
50.1%
B/E move
1.2%

75Δ

Calls
Pseudo strike
90.47
IV
46.1%
B/E move
1.1%
Puts
Pseudo strike
99.24
IV
52.4%
B/E move
1.0%

80Δ

Calls
Pseudo strike
89.31
IV
48.3%
B/E move
0.8%
Puts
Pseudo strike
99.84
IV
47.5%
B/E move
0.6%