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ZOETIS INC. ZTS

i

Market dataready · fetched 2026-11-12T02:39:21.083Z

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 · 2026-11-12T00:19:08.96259647Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:39:20.564426+00:00

Share price$82.69
1D+1.3%
AH$80.79$81.27$81.75$82.23$82.715:30 AM6:30 AM9:00 AM1:00 PM2:00 PMZTS
Sold putSold callAH

ZOETIS INC. options

Live interpolated ZTS call and put midpoint premiums by absolute delta.ZOETIS INC.$0.33$1.91$3.48$5.06$6.63$71.78$77.66$83.53$89.40$95.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ZTS spot · $82.69ZTS PRICE$0.50$0.64$0.78$1.05$1.35$1.64$1.94$2.23$2.53$2.83$3.12$3.42$0.55$0.69$1.02$1.38$1.74$2.10$2.46$2.82$3.18$3.60$4.46$5.32$6.18
PutsCheap0.58×
Calls——
Skew——
Implied moveBearish±$4.40
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ87.2233.2%6.1%78.5236.9%5.7%
25Δ86.1932.7%5.0%79.8734.5%4.2%
30Δ85.1632.2%3.9%80.5835.2%3.8%
35Δ84.5232.2%3.5%81.2236.2%3.4%
40Δ83.9632.3%3.2%81.8737.2%3.1%
45Δ83.4032.5%2.8%82.5138.2%2.8%
50Δ82.8332.6%2.5%83.1539.2%2.4%
55Δ82.2732.7%2.2%83.7940.2%2.1%
60Δ81.7132.9%1.9%84.4441.2%1.7%
65Δ81.1433.0%1.5%85.1342.2%1.4%
70Δ80.5833.1%1.2%86.1942.6%1.2%
75Δ80.0133.2%0.9%87.2543.0%0.9%
80Δ88.3043.4%0.7%

20Δ

Calls
Pseudo strike
87.22
IV
33.2%
B/E move
6.1%
Puts
Pseudo strike
78.52
IV
36.9%
B/E move
5.7%

25Δ

Calls
Pseudo strike
86.19
IV
32.7%
B/E move
5.0%
Puts
Pseudo strike
79.87
IV
34.5%
B/E move
4.2%

30Δ

Calls
Pseudo strike
85.16
IV
32.2%
B/E move
3.9%
Puts
Pseudo strike
80.58
IV
35.2%
B/E move
3.8%

35Δ

Calls
Pseudo strike
84.52
IV
32.2%
B/E move
3.5%
Puts
Pseudo strike
81.22
IV
36.2%
B/E move
3.4%

40Δ

Calls
Pseudo strike
83.96
IV
32.3%
B/E move
3.2%
Puts
Pseudo strike
81.87
IV
37.2%
B/E move
3.1%

45Δ

Calls
Pseudo strike
83.40
IV
32.5%
B/E move
2.8%
Puts
Pseudo strike
82.51
IV
38.2%
B/E move
2.8%

50Δ

Calls
Pseudo strike
82.83
IV
32.6%
B/E move
2.5%
Puts
Pseudo strike
83.15
IV
39.2%
B/E move
2.4%

55Δ

Calls
Pseudo strike
82.27
IV
32.7%
B/E move
2.2%
Puts
Pseudo strike
83.79
IV
40.2%
B/E move
2.1%

60Δ

Calls
Pseudo strike
81.71
IV
32.9%
B/E move
1.9%
Puts
Pseudo strike
84.44
IV
41.2%
B/E move
1.7%

65Δ

Calls
Pseudo strike
81.14
IV
33.0%
B/E move
1.5%
Puts
Pseudo strike
85.13
IV
42.2%
B/E move
1.4%

70Δ

Calls
Pseudo strike
80.58
IV
33.1%
B/E move
1.2%
Puts
Pseudo strike
86.19
IV
42.6%
B/E move
1.2%

75Δ

Calls
Pseudo strike
80.01
IV
33.2%
B/E move
0.9%
Puts
Pseudo strike
87.25
IV
43.0%
B/E move
0.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
88.30
IV
43.4%
B/E move
0.7%

Options history

IV · four-Friday blend44.81%
Daily close
ZTS36.0%44.2%52.4%2026-08-13: 37.16%2026-08-21: 39.06%2026-08-24: 38.84%2026-08-25: 37.92%2026-08-26: 38.38%2026-08-27: 37.57%2026-08-28: 38.36%2026-08-31: 37.63%2026-09-01: 37.79%2026-09-02: 37.66%2026-09-03: 37.46%2026-09-04: 37.59%2026-09-08: 38.96%2026-09-18: 37.12%2026-09-21: 37.97%2026-09-22: 39.45%2026-09-23: 39.06%2026-09-24: 38.11%2026-09-25: 37.97%2026-09-28: 38.36%2026-09-29: 39.17%2026-09-30: 38.03%2026-10-01: 39.33%2026-10-02: 37.65%2026-10-05: 38.93%2026-10-06: 39.89%2026-10-07: 39.20%2026-10-08: 40.50%2026-10-09: 38.66%2026-10-14: 51.24%2026-10-16: 40.67%2026-10-19: 39.86%2026-10-20: 41.20%2026-10-21: 42.15%2026-10-22: 42.11%2026-10-23: 42.52%2026-10-26: 43.01%2026-10-27: 43.70%2026-10-28: 44.15%2026-10-29: 43.10%2026-10-30: 44.81%Aug 13Sep 29Oct 30
41 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
37.16%
39.06%
38.84%
37.92%
38.38%
37.57%
38.36%
37.63%
37.79%
37.66%
37.46%
37.59%
38.96%
37.12%
37.97%
39.45%
39.06%
38.11%
37.97%
38.36%
39.17%
38.03%
39.33%
37.65%
38.93%
39.89%
39.20%
40.50%
38.66%
51.24%
40.67%
39.86%
41.20%
42.15%
42.11%
42.52%
43.01%
43.70%
44.15%
43.10%
44.81%