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Zoom Video Communications Inc ZM

TECHNOLOGY · SOFTWARE - APPLICATION
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Market dataready · fetched 2026-10-20T06:04:02.652Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyRecorded provider observations · delta-comparison-v1 · expiration-specific

History data

PriceAlpaca · sip · 2026-10-19T22:55:20.267111949Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-20T06:04:02.212273+00:00

Share price$97.29
1D+2.4%
AH$94$95$96$97$985:30 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$0.99$3.84$6.70$9.55$12.40$82.04$89.84$97.64$105.44$113.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ZM spot · $97.29ZM PRICE$1.30$1.69$2.17$2.82$3.02$3.92$4.86$5.15$6.29$7.94$8.79$10.64$11.58$1.38$2.00$2.50$3.13$3.76$4.16$4.44$6.45$6.60$7.55$7.96$9.53$11.37
PutsCheap0.95×
CallsExpensive1.08×
SkewBullish-4.61 pp
Implied moveBullish±$9.30
TiltBalanced0.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ109.2142.6%13.6%88.8841.1%10.1%
25Δ106.9242.4%11.6%90.2344.2%9.3%
30Δ105.0242.8%10.2%92.1043.3%7.9%
35Δ103.6345.4%9.4%93.7243.5%6.9%
40Δ101.2340.0%7.2%95.3043.1%5.9%
45Δ100.0143.9%6.8%96.8440.3%4.7%
50Δ98.5246.7%6.3%98.1936.5%3.6%
55Δ96.8342.2%4.8%100.0744.9%3.8%
60Δ95.2545.0%4.4%101.2139.9%2.8%
65Δ93.2849.9%4.0%102.7139.4%2.2%
70Δ91.5948.0%3.2%103.7236.2%1.6%
75Δ89.2751.0%2.7%105.6737.3%1.2%
80Δ87.6348.0%2.0%107.8738.2%0.8%

20Δ

Calls
Pseudo strike
109.21
IV
42.6%
B/E move
13.6%
Puts
Pseudo strike
88.88
IV
41.1%
B/E move
10.1%

25Δ

Calls
Pseudo strike
106.92
IV
42.4%
B/E move
11.6%
Puts
Pseudo strike
90.23
IV
44.2%
B/E move
9.3%

30Δ

Calls
Pseudo strike
105.02
IV
42.8%
B/E move
10.2%
Puts
Pseudo strike
92.10
IV
43.3%
B/E move
7.9%

35Δ

Calls
Pseudo strike
103.63
IV
45.4%
B/E move
9.4%
Puts
Pseudo strike
93.72
IV
43.5%
B/E move
6.9%

40Δ

Calls
Pseudo strike
101.23
IV
40.0%
B/E move
7.2%
Puts
Pseudo strike
95.30
IV
43.1%
B/E move
5.9%

45Δ

Calls
Pseudo strike
100.01
IV
43.9%
B/E move
6.8%
Puts
Pseudo strike
96.84
IV
40.3%
B/E move
4.7%

50Δ

Calls
Pseudo strike
98.52
IV
46.7%
B/E move
6.3%
Puts
Pseudo strike
98.19
IV
36.5%
B/E move
3.6%

55Δ

Calls
Pseudo strike
96.83
IV
42.2%
B/E move
4.8%
Puts
Pseudo strike
100.07
IV
44.9%
B/E move
3.8%

60Δ

Calls
Pseudo strike
95.25
IV
45.0%
B/E move
4.4%
Puts
Pseudo strike
101.21
IV
39.9%
B/E move
2.8%

65Δ

Calls
Pseudo strike
93.28
IV
49.9%
B/E move
4.0%
Puts
Pseudo strike
102.71
IV
39.4%
B/E move
2.2%

70Δ

Calls
Pseudo strike
91.59
IV
48.0%
B/E move
3.2%
Puts
Pseudo strike
103.72
IV
36.2%
B/E move
1.6%

75Δ

Calls
Pseudo strike
89.27
IV
51.0%
B/E move
2.7%
Puts
Pseudo strike
105.67
IV
37.3%
B/E move
1.2%

80Δ

Calls
Pseudo strike
87.63
IV
48.0%
B/E move
2.0%
Puts
Pseudo strike
107.87
IV
38.2%
B/E move
0.8%

Options history

ZM40.9540.9941.032026-10-19T19:55:08.068000+00:00: 40.99%Oct 19Oct 19
Table
ObservationIVSkewImplied move
40.99%1.78 pp9.57%