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ZOETIS INC. ZTS

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Market datapartial · fetched 2026-10-22T23:45:08.549Z

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 · 2026-10-22T23:00:00.002380508Z

FundamentalsAlpha Vantage · unavailable

Share price$82.00
1D+1.9%
AH$79.95$80.52$81.09$81.66$82.235:30 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.$0.62$5.17$9.73$14.28$18.84$66.14$73.40$80.65$87.91$95.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ZTS spot · $82.00ZTS PRICE$1.11$1.45$1.92$2.40$2.88$3.40$3.95$4.50$5.06$5.91$6.87$7.82$8.92$1.44$1.88$2.35$2.82$3.38$4.33$5.28$6.23$7.61$9.08$10.74$12.94$17.53
PutsExpensive1.49×
CallsExpensive1.18×
SkewBearish+7.91 pp
Implied moveBearish±$9.23
TiltBearish20.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ92.5044.9%14.2%73.4750.9%12.2%
25Δ90.3144.7%11.9%75.4350.4%10.3%
30Δ88.7445.2%10.6%77.0649.0%8.9%
35Δ87.2745.8%9.4%78.6847.6%7.5%
40Δ85.8046.4%8.2%80.2846.9%6.2%
45Δ84.3946.4%7.1%81.7648.6%5.6%
50Δ83.0445.6%6.1%83.2550.4%4.9%
55Δ81.7044.8%5.1%84.7452.1%4.3%
60Δ80.3544.0%4.2%86.6153.7%3.7%
65Δ78.9443.9%3.5%88.5755.3%3.1%
70Δ77.5144.1%2.9%90.7256.9%2.5%
75Δ76.0844.3%2.3%93.3658.5%1.9%
80Δ74.5444.3%1.8%98.2666.9%1.5%

20Δ

Calls
Pseudo strike
92.50
IV
44.9%
B/E move
14.2%
Puts
Pseudo strike
73.47
IV
50.9%
B/E move
12.2%

25Δ

Calls
Pseudo strike
90.31
IV
44.7%
B/E move
11.9%
Puts
Pseudo strike
75.43
IV
50.4%
B/E move
10.3%

30Δ

Calls
Pseudo strike
88.74
IV
45.2%
B/E move
10.6%
Puts
Pseudo strike
77.06
IV
49.0%
B/E move
8.9%

35Δ

Calls
Pseudo strike
87.27
IV
45.8%
B/E move
9.4%
Puts
Pseudo strike
78.68
IV
47.6%
B/E move
7.5%

40Δ

Calls
Pseudo strike
85.80
IV
46.4%
B/E move
8.2%
Puts
Pseudo strike
80.28
IV
46.9%
B/E move
6.2%

45Δ

Calls
Pseudo strike
84.39
IV
46.4%
B/E move
7.1%
Puts
Pseudo strike
81.76
IV
48.6%
B/E move
5.6%

50Δ

Calls
Pseudo strike
83.04
IV
45.6%
B/E move
6.1%
Puts
Pseudo strike
83.25
IV
50.4%
B/E move
4.9%

55Δ

Calls
Pseudo strike
81.70
IV
44.8%
B/E move
5.1%
Puts
Pseudo strike
84.74
IV
52.1%
B/E move
4.3%

60Δ

Calls
Pseudo strike
80.35
IV
44.0%
B/E move
4.2%
Puts
Pseudo strike
86.61
IV
53.7%
B/E move
3.7%

65Δ

Calls
Pseudo strike
78.94
IV
43.9%
B/E move
3.5%
Puts
Pseudo strike
88.57
IV
55.3%
B/E move
3.1%

70Δ

Calls
Pseudo strike
77.51
IV
44.1%
B/E move
2.9%
Puts
Pseudo strike
90.72
IV
56.9%
B/E move
2.5%

75Δ

Calls
Pseudo strike
76.08
IV
44.3%
B/E move
2.3%
Puts
Pseudo strike
93.36
IV
58.5%
B/E move
1.9%

80Δ

Calls
Pseudo strike
74.54
IV
44.3%
B/E move
1.8%
Puts
Pseudo strike
98.26
IV
66.9%
B/E move
1.5%

Options history

No recorded observations