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ZTO Express (Cayman) Inc. American Depositary Shares, each representing one Class A ordinary share ZTO

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Market datapartial · fetched 2026-10-22T22:01:26.884Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:10:00.003018486Z

FundamentalsAlpha Vantage · unavailable

Share price$20.06
1D+0.8%
AH$19.88$19.93$19.99$20.04$20.095:30 AM6:30 AM9:00 AM1:00 PM2:00 PMZTO
Sold putSold callAH

ZTO Express (Cayman) Inc. American Depositary Shares, each representing one Class A ordinary share options

Live interpolated ZTO call and put midpoint premiums by absolute delta.ZTO Express (Cayman) Inc. American Depositary Shares, each representing one Class A ordinary share$0.16$0.93$1.69$2.46$3.22$16.79$18.62$20.45$22.28$24.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ZTO spot · $20.06ZTO PRICE$0.51$0.66$0.75$0.80$0.92$1.02$1.10$1.19$1.31$1.43$1.55$1.86$2.21$0.25$0.28$0.38$0.49$0.59$0.69$1.11$1.55$2.10$2.71$2.81$2.90$3.00
PutsExpensive2.09×
CallsExpensive3.09×
SkewBullish-13.91 pp
Implied moveBalanced±$2.21
TiltBearish10.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.8891.5%31.6%18.4438.3%9.3%
25Δ24.5987.8%25.9%19.0231.8%6.6%
30Δ23.3179.2%19.9%19.2632.3%5.9%
35Δ22.0266.4%13.8%19.5032.9%5.2%
40Δ21.4262.8%11.3%19.7433.4%4.5%
45Δ20.8759.0%9.1%19.9834.0%3.8%
50Δ20.4154.0%7.2%20.3842.4%3.9%
55Δ19.9749.3%5.5%20.7951.4%4.1%
60Δ19.6746.8%4.6%21.3560.1%4.0%
65Δ19.3644.3%3.6%22.0267.1%3.7%
70Δ19.0541.9%2.7%22.2861.2%2.9%
75Δ18.6442.9%2.2%22.5455.4%2.1%
80Δ18.2144.7%1.8%22.8049.6%1.3%

20Δ

Calls
Pseudo strike
25.88
IV
91.5%
B/E move
31.6%
Puts
Pseudo strike
18.44
IV
38.3%
B/E move
9.3%

25Δ

Calls
Pseudo strike
24.59
IV
87.8%
B/E move
25.9%
Puts
Pseudo strike
19.02
IV
31.8%
B/E move
6.6%

30Δ

Calls
Pseudo strike
23.31
IV
79.2%
B/E move
19.9%
Puts
Pseudo strike
19.26
IV
32.3%
B/E move
5.9%

35Δ

Calls
Pseudo strike
22.02
IV
66.4%
B/E move
13.8%
Puts
Pseudo strike
19.50
IV
32.9%
B/E move
5.2%

40Δ

Calls
Pseudo strike
21.42
IV
62.8%
B/E move
11.3%
Puts
Pseudo strike
19.74
IV
33.4%
B/E move
4.5%

45Δ

Calls
Pseudo strike
20.87
IV
59.0%
B/E move
9.1%
Puts
Pseudo strike
19.98
IV
34.0%
B/E move
3.8%

50Δ

Calls
Pseudo strike
20.41
IV
54.0%
B/E move
7.2%
Puts
Pseudo strike
20.38
IV
42.4%
B/E move
3.9%

55Δ

Calls
Pseudo strike
19.97
IV
49.3%
B/E move
5.5%
Puts
Pseudo strike
20.79
IV
51.4%
B/E move
4.1%

60Δ

Calls
Pseudo strike
19.67
IV
46.8%
B/E move
4.6%
Puts
Pseudo strike
21.35
IV
60.1%
B/E move
4.0%

65Δ

Calls
Pseudo strike
19.36
IV
44.3%
B/E move
3.6%
Puts
Pseudo strike
22.02
IV
67.1%
B/E move
3.7%

70Δ

Calls
Pseudo strike
19.05
IV
41.9%
B/E move
2.7%
Puts
Pseudo strike
22.28
IV
61.2%
B/E move
2.9%

75Δ

Calls
Pseudo strike
18.64
IV
42.9%
B/E move
2.2%
Puts
Pseudo strike
22.54
IV
55.4%
B/E move
2.1%

80Δ

Calls
Pseudo strike
18.21
IV
44.7%
B/E move
1.8%
Puts
Pseudo strike
22.80
IV
49.6%
B/E move
1.3%

Options history

No recorded observations