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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 2026-10-22T15:37:37.552Z

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 · 2026-10-22T15:37:26.253808018Z

FundamentalsAlpha Vantage · unavailable

Share price$19.96
1D+0.3%
$19.88$19.93$19.99$20.04$20.095:30 AM6:30 AM9:00 AM1:00 PMZTO
Sold putSold call

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$0.15$1.62$3.10$4.57$6.05$16.07$18.07$20.08$22.08$24.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ZTO spot · $19.96ZTO PRICE$0.52$0.66$0.67$0.81$0.93$1.04$1.14$1.23$1.31$1.39$1.48$1.88$2.28$0.31$0.37$0.43$0.51$0.59$0.66$0.97$1.51$2.81$3.71$4.35$4.99$5.62
PutsExpensive2.55×
CallsExpensive2.99×
SkewBullish-4.11 pp
Implied moveBullish±$2.11
TiltBearish27.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.8592.3%32.1%18.0746.4%11.0%
25Δ24.5588.7%26.3%18.5642.2%8.9%
30Δ22.6468.9%16.8%19.0338.1%6.8%
35Δ21.9667.3%14.1%19.3136.3%5.8%
40Δ21.3564.0%11.6%19.5834.5%4.8%
45Δ20.7960.2%9.4%19.8632.7%3.8%
50Δ20.3155.9%7.5%20.2337.9%3.5%
55Δ19.9051.7%5.8%20.6949.9%3.9%
60Δ19.6047.7%4.7%21.7378.3%5.2%
65Δ19.3043.8%3.7%22.7183.7%4.8%
70Δ18.9940.0%2.6%23.5281.5%4.0%
75Δ18.5243.6%2.2%24.3279.2%3.1%
80Δ18.0547.3%1.9%25.1377.0%2.3%

20Δ

Calls
Pseudo strike
25.85
IV
92.3%
B/E move
32.1%
Puts
Pseudo strike
18.07
IV
46.4%
B/E move
11.0%

25Δ

Calls
Pseudo strike
24.55
IV
88.7%
B/E move
26.3%
Puts
Pseudo strike
18.56
IV
42.2%
B/E move
8.9%

30Δ

Calls
Pseudo strike
22.64
IV
68.9%
B/E move
16.8%
Puts
Pseudo strike
19.03
IV
38.1%
B/E move
6.8%

35Δ

Calls
Pseudo strike
21.96
IV
67.3%
B/E move
14.1%
Puts
Pseudo strike
19.31
IV
36.3%
B/E move
5.8%

40Δ

Calls
Pseudo strike
21.35
IV
64.0%
B/E move
11.6%
Puts
Pseudo strike
19.58
IV
34.5%
B/E move
4.8%

45Δ

Calls
Pseudo strike
20.79
IV
60.2%
B/E move
9.4%
Puts
Pseudo strike
19.86
IV
32.7%
B/E move
3.8%

50Δ

Calls
Pseudo strike
20.31
IV
55.9%
B/E move
7.5%
Puts
Pseudo strike
20.23
IV
37.9%
B/E move
3.5%

55Δ

Calls
Pseudo strike
19.90
IV
51.7%
B/E move
5.8%
Puts
Pseudo strike
20.69
IV
49.9%
B/E move
3.9%

60Δ

Calls
Pseudo strike
19.60
IV
47.7%
B/E move
4.7%
Puts
Pseudo strike
21.73
IV
78.3%
B/E move
5.2%

65Δ

Calls
Pseudo strike
19.30
IV
43.8%
B/E move
3.7%
Puts
Pseudo strike
22.71
IV
83.7%
B/E move
4.8%

70Δ

Calls
Pseudo strike
18.99
IV
40.0%
B/E move
2.6%
Puts
Pseudo strike
23.52
IV
81.5%
B/E move
4.0%

75Δ

Calls
Pseudo strike
18.52
IV
43.6%
B/E move
2.2%
Puts
Pseudo strike
24.32
IV
79.2%
B/E move
3.1%

80Δ

Calls
Pseudo strike
18.05
IV
47.3%
B/E move
1.9%
Puts
Pseudo strike
25.13
IV
77.0%
B/E move
2.3%

Options history

No recorded observations