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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 2026-11-12T01:45:03.388Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T00:00:00.002052593Z

FundamentalsAlpha Vantage · unavailable

Share price$20.46
1D+0.1%
AH$20.40$20.44$20.47$20.51$20.545:30 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$0.33$0.87$1.41$1.95$2.49$19.04$19.88$20.72$21.56$22.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ZTO spot · $20.46ZTO PRICE$0.42$0.51$0.57$0.68$0.87$1.06$1.25$1.46$1.67$1.87$2.33$0.39$0.45$0.51$0.56$0.62$0.69$0.76$0.83$0.90$1.15$1.47$1.78
Puts——
Calls——
Skew——
Implied moveBullish±$1.63
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.80129.5%23.2%18.13102.0%13.3%
25Δ23.71119.2%18.4%18.8090.0%10.4%
30Δ22.63104.1%13.4%19.2880.4%8.2%
35Δ19.6971.8%6.5%
40Δ20.0564.5%5.0%
45Δ20.7963.0%4.9%20.2860.8%4.3%
50Δ20.5368.1%4.6%20.5057.1%3.5%
55Δ20.2673.2%4.2%20.7253.4%2.8%
60Δ20.0078.3%3.9%20.9449.7%2.1%
65Δ19.6778.2%3.3%21.2652.2%1.7%
70Δ19.3378.0%2.6%21.6257.2%1.5%
75Δ19.0077.8%2.0%21.9862.1%1.3%
80Δ18.4683.2%1.6%

20Δ

Calls
Pseudo strike
24.80
IV
129.5%
B/E move
23.2%
Puts
Pseudo strike
18.13
IV
102.0%
B/E move
13.3%

25Δ

Calls
Pseudo strike
23.71
IV
119.2%
B/E move
18.4%
Puts
Pseudo strike
18.80
IV
90.0%
B/E move
10.4%

30Δ

Calls
Pseudo strike
22.63
IV
104.1%
B/E move
13.4%
Puts
Pseudo strike
19.28
IV
80.4%
B/E move
8.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.69
IV
71.8%
B/E move
6.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.05
IV
64.5%
B/E move
5.0%

45Δ

Calls
Pseudo strike
20.79
IV
63.0%
B/E move
4.9%
Puts
Pseudo strike
20.28
IV
60.8%
B/E move
4.3%

50Δ

Calls
Pseudo strike
20.53
IV
68.1%
B/E move
4.6%
Puts
Pseudo strike
20.50
IV
57.1%
B/E move
3.5%

55Δ

Calls
Pseudo strike
20.26
IV
73.2%
B/E move
4.2%
Puts
Pseudo strike
20.72
IV
53.4%
B/E move
2.8%

60Δ

Calls
Pseudo strike
20.00
IV
78.3%
B/E move
3.9%
Puts
Pseudo strike
20.94
IV
49.7%
B/E move
2.1%

65Δ

Calls
Pseudo strike
19.67
IV
78.2%
B/E move
3.3%
Puts
Pseudo strike
21.26
IV
52.2%
B/E move
1.7%

70Δ

Calls
Pseudo strike
19.33
IV
78.0%
B/E move
2.6%
Puts
Pseudo strike
21.62
IV
57.2%
B/E move
1.5%

75Δ

Calls
Pseudo strike
19.00
IV
77.8%
B/E move
2.0%
Puts
Pseudo strike
21.98
IV
62.1%
B/E move
1.3%

80Δ

Calls
Pseudo strike
18.46
IV
83.2%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend39.61%
Daily EOD
ZTO30.2%38.6%46.9%2026-10-19: 40.08%2026-10-20: 40.57%2026-10-21: 35.97%2026-10-22: 40.33%2026-10-23: 45.76%2026-10-26: 41.14%2026-10-27: 36.54%2026-10-28: 43.65%2026-10-29: 31.37%2026-10-30: 39.61%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
40.08%
40.57%
35.97%
40.33%
45.76%
41.14%
36.54%
43.65%
31.37%
39.61%