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Zimmer Biomet Holdings, Inc. ZBH

HEALTHCARE · MEDICAL DEVICES
i

Market dataready · fetched 2026-11-04T09:41:39.620Z

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 · 2026-11-04T00:00:00.001485991Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T09:41:36.545386+00:00

Share price$97.06
1D+1.0%
AH$95.98$96.43$96.88$97.33$97.785:30 AM6:30 AM9:00 AM1:00 PM2:00 PMZBH
Sold putSold callAH

Zimmer Biomet Holdings, Inc. options

Live interpolated ZBH call and put midpoint premiums by absolute delta.Zimmer Biomet Holdings, Inc.$0.79$2.83$4.86$6.89$8.93$84.75$90.80$96.84$102.89$108.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ZBH spot · $97.06ZBH PRICE$1.01$1.35$1.74$2.13$2.52$3.11$3.71$4.32$4.92$5.67$6.46$7.25$8.04$1.40$1.84$2.29$2.74$3.20$3.70$4.20$4.69$5.19$5.97$6.76$7.55$8.34
PutsExpensive1.25×
CallsExpensive1.21×
SkewBearish+2.11 pp
Implied moveBearish±$7.91
TiltBearish5.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ106.0545.5%10.3%88.4556.5%10.3%
25Δ104.3546.1%8.9%90.3156.9%8.8%
30Δ102.9346.0%7.8%91.9355.2%7.6%
35Δ101.5146.0%6.8%93.5553.5%6.4%
40Δ100.1045.9%5.7%95.1351.8%5.3%
45Δ98.8846.4%5.1%96.3450.0%4.6%
50Δ97.6746.8%4.5%97.5548.1%3.8%
55Δ96.4647.3%3.8%98.7646.3%3.1%
60Δ95.2647.8%3.2%99.9744.4%2.3%
65Δ94.0147.2%2.7%101.1543.3%1.9%
70Δ92.7646.3%2.2%102.3342.1%1.5%
75Δ91.5045.4%1.7%103.5140.9%1.1%
80Δ90.2544.6%1.3%104.6939.8%0.7%

20Δ

Calls
Pseudo strike
106.05
IV
45.5%
B/E move
10.3%
Puts
Pseudo strike
88.45
IV
56.5%
B/E move
10.3%

25Δ

Calls
Pseudo strike
104.35
IV
46.1%
B/E move
8.9%
Puts
Pseudo strike
90.31
IV
56.9%
B/E move
8.8%

30Δ

Calls
Pseudo strike
102.93
IV
46.0%
B/E move
7.8%
Puts
Pseudo strike
91.93
IV
55.2%
B/E move
7.6%

35Δ

Calls
Pseudo strike
101.51
IV
46.0%
B/E move
6.8%
Puts
Pseudo strike
93.55
IV
53.5%
B/E move
6.4%

40Δ

Calls
Pseudo strike
100.10
IV
45.9%
B/E move
5.7%
Puts
Pseudo strike
95.13
IV
51.8%
B/E move
5.3%

45Δ

Calls
Pseudo strike
98.88
IV
46.4%
B/E move
5.1%
Puts
Pseudo strike
96.34
IV
50.0%
B/E move
4.6%

50Δ

Calls
Pseudo strike
97.67
IV
46.8%
B/E move
4.5%
Puts
Pseudo strike
97.55
IV
48.1%
B/E move
3.8%

55Δ

Calls
Pseudo strike
96.46
IV
47.3%
B/E move
3.8%
Puts
Pseudo strike
98.76
IV
46.3%
B/E move
3.1%

60Δ

Calls
Pseudo strike
95.26
IV
47.8%
B/E move
3.2%
Puts
Pseudo strike
99.97
IV
44.4%
B/E move
2.3%

65Δ

Calls
Pseudo strike
94.01
IV
47.2%
B/E move
2.7%
Puts
Pseudo strike
101.15
IV
43.3%
B/E move
1.9%

70Δ

Calls
Pseudo strike
92.76
IV
46.3%
B/E move
2.2%
Puts
Pseudo strike
102.33
IV
42.1%
B/E move
1.5%

75Δ

Calls
Pseudo strike
91.50
IV
45.4%
B/E move
1.7%
Puts
Pseudo strike
103.51
IV
40.9%
B/E move
1.1%

80Δ

Calls
Pseudo strike
90.25
IV
44.6%
B/E move
1.3%
Puts
Pseudo strike
104.69
IV
39.8%
B/E move
0.7%

Options history

IV · four-Friday blend36.04%
Daily EOD
ZBH32.6%34.4%36.3%2026-10-19: 33.79%2026-10-20: 33.07%2026-10-21: 32.86%2026-10-22: 33.22%2026-10-23: 33.04%2026-10-26: 34.28%2026-10-27: 35.36%2026-10-28: 34.84%2026-10-29: 35.57%2026-10-30: 36.04%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
33.79%
33.07%
32.86%
33.22%
33.04%
34.28%
35.36%
34.84%
35.57%
36.04%