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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 2026-10-23T16:47:50.263Z

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 · 2026-10-23T16:47:44.757318341Z

FundamentalsAlpha Vantage · unavailable

Share price$19.95
1D-0.5%
$19.86$19.91$19.97$20.02$20.075:30 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$0.17$1.43$2.69$3.96$5.22$16.08$18.12$20.16$22.19$24.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ZTO spot · $19.95ZTO PRICE$0.47$0.46$0.49$0.52$0.79$1.10$1.41$1.71$1.91$2.12$2.34$2.57$2.80$0.30$0.32$0.49$0.79$1.08$1.38$1.54$1.66$1.79$2.73$3.67$2.37$4.85
PutsExpensive2.71×
CallsExpensive3.43×
SkewBullish-7.60 pp
Implied moveBearish±$2.95
TiltBearish10.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.1484.7%28.4%18.0946.4%10.8%
25Δ22.7560.2%16.3%18.7237.4%7.7%
30Δ21.7750.0%11.6%19.1538.2%6.5%
35Δ21.1142.8%8.4%19.4146.8%6.6%
40Δ20.7749.4%8.1%19.6755.4%6.8%
45Δ20.5058.8%8.3%19.9464.0%7.0%
50Δ20.2368.1%8.5%20.2862.6%6.1%
55Δ19.9275.6%8.4%20.6458.2%4.8%
60Δ19.4173.1%6.9%21.0254.1%3.6%
65Δ18.9270.3%5.5%22.0263.9%3.3%
70Δ18.5166.5%4.6%23.0173.7%3.0%
75Δ18.1062.7%3.6%22.0246.8%1.5%
80Δ17.6859.0%2.7%24.4674.8%1.7%

20Δ

Calls
Pseudo strike
25.14
IV
84.7%
B/E move
28.4%
Puts
Pseudo strike
18.09
IV
46.4%
B/E move
10.8%

25Δ

Calls
Pseudo strike
22.75
IV
60.2%
B/E move
16.3%
Puts
Pseudo strike
18.72
IV
37.4%
B/E move
7.7%

30Δ

Calls
Pseudo strike
21.77
IV
50.0%
B/E move
11.6%
Puts
Pseudo strike
19.15
IV
38.2%
B/E move
6.5%

35Δ

Calls
Pseudo strike
21.11
IV
42.8%
B/E move
8.4%
Puts
Pseudo strike
19.41
IV
46.8%
B/E move
6.6%

40Δ

Calls
Pseudo strike
20.77
IV
49.4%
B/E move
8.1%
Puts
Pseudo strike
19.67
IV
55.4%
B/E move
6.8%

45Δ

Calls
Pseudo strike
20.50
IV
58.8%
B/E move
8.3%
Puts
Pseudo strike
19.94
IV
64.0%
B/E move
7.0%

50Δ

Calls
Pseudo strike
20.23
IV
68.1%
B/E move
8.5%
Puts
Pseudo strike
20.28
IV
62.6%
B/E move
6.1%

55Δ

Calls
Pseudo strike
19.92
IV
75.6%
B/E move
8.4%
Puts
Pseudo strike
20.64
IV
58.2%
B/E move
4.8%

60Δ

Calls
Pseudo strike
19.41
IV
73.1%
B/E move
6.9%
Puts
Pseudo strike
21.02
IV
54.1%
B/E move
3.6%

65Δ

Calls
Pseudo strike
18.92
IV
70.3%
B/E move
5.5%
Puts
Pseudo strike
22.02
IV
63.9%
B/E move
3.3%

70Δ

Calls
Pseudo strike
18.51
IV
66.5%
B/E move
4.6%
Puts
Pseudo strike
23.01
IV
73.7%
B/E move
3.0%

75Δ

Calls
Pseudo strike
18.10
IV
62.7%
B/E move
3.6%
Puts
Pseudo strike
22.02
IV
46.8%
B/E move
1.5%

80Δ

Calls
Pseudo strike
17.68
IV
59.0%
B/E move
2.7%
Puts
Pseudo strike
24.46
IV
74.8%
B/E move
1.7%

Options history

No recorded observations