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Ziff Davis, Inc. Common Stock ZD

i

Market dataready · fetched 2026-11-07T14:34:11.810Z

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 · 2026-11-06T21:26:54.320309975Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T14:34:10.589941+00:00

Share price$49.61
1D-5.8%
AH$49$50$51$53$545:30 AM6:30 AM9:00 AM1:00 PM2:00 PMZD
Sold putSold callAH

Ziff Davis, Inc. Common Stock options

Live interpolated ZD call and put midpoint premiums by absolute delta.Ziff Davis, Inc. Common Stock$0.53$1.78$3.03$4.28$5.53$42.82$47.12$51.43$55.73$60.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ZD spot · $49.61ZD PRICE$1.40$1.81$2.21$2.35$2.45$2.56$2.94$3.39$3.83$4.28$4.72$5.17$0.67$0.93$1.20$1.46$1.73$1.99$2.26$2.73$3.21$3.69$4.18$4.66$5.14
PutsExpensive1.11×
Calls——
Skew——
Implied moveBullish±$4.82
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.6654.4%9.3%
25Δ57.73100.9%19.2%46.3854.7%8.4%
30Δ56.42105.8%17.4%47.0955.0%7.5%
35Δ55.11110.6%15.6%47.8155.4%6.6%
40Δ53.5299.8%12.6%48.5355.7%5.7%
45Δ51.9087.5%9.6%49.2456.0%4.8%
50Δ50.2875.1%6.5%49.9656.3%3.9%
55Δ49.3371.6%5.4%50.6755.4%3.4%
60Δ48.5169.9%4.6%51.3954.4%2.9%
65Δ47.6968.2%3.9%52.1053.4%2.4%
70Δ46.8866.5%3.1%52.8252.3%2.0%
75Δ46.0664.8%2.4%53.5351.3%1.5%
80Δ45.2463.1%1.6%54.2550.3%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.66
IV
54.4%
B/E move
9.3%

25Δ

Calls
Pseudo strike
57.73
IV
100.9%
B/E move
19.2%
Puts
Pseudo strike
46.38
IV
54.7%
B/E move
8.4%

30Δ

Calls
Pseudo strike
56.42
IV
105.8%
B/E move
17.4%
Puts
Pseudo strike
47.09
IV
55.0%
B/E move
7.5%

35Δ

Calls
Pseudo strike
55.11
IV
110.6%
B/E move
15.6%
Puts
Pseudo strike
47.81
IV
55.4%
B/E move
6.6%

40Δ

Calls
Pseudo strike
53.52
IV
99.8%
B/E move
12.6%
Puts
Pseudo strike
48.53
IV
55.7%
B/E move
5.7%

45Δ

Calls
Pseudo strike
51.90
IV
87.5%
B/E move
9.6%
Puts
Pseudo strike
49.24
IV
56.0%
B/E move
4.8%

50Δ

Calls
Pseudo strike
50.28
IV
75.1%
B/E move
6.5%
Puts
Pseudo strike
49.96
IV
56.3%
B/E move
3.9%

55Δ

Calls
Pseudo strike
49.33
IV
71.6%
B/E move
5.4%
Puts
Pseudo strike
50.67
IV
55.4%
B/E move
3.4%

60Δ

Calls
Pseudo strike
48.51
IV
69.9%
B/E move
4.6%
Puts
Pseudo strike
51.39
IV
54.4%
B/E move
2.9%

65Δ

Calls
Pseudo strike
47.69
IV
68.2%
B/E move
3.9%
Puts
Pseudo strike
52.10
IV
53.4%
B/E move
2.4%

70Δ

Calls
Pseudo strike
46.88
IV
66.5%
B/E move
3.1%
Puts
Pseudo strike
52.82
IV
52.3%
B/E move
2.0%

75Δ

Calls
Pseudo strike
46.06
IV
64.8%
B/E move
2.4%
Puts
Pseudo strike
53.53
IV
51.3%
B/E move
1.5%

80Δ

Calls
Pseudo strike
45.24
IV
63.1%
B/E move
1.6%
Puts
Pseudo strike
54.25
IV
50.3%
B/E move
1.0%

Options history

IV · four-Friday blend54.90%
Daily EOD
ZD50.7%52.9%55.2%2026-10-19: 51.25%2026-10-20: 50.98%2026-10-21: 52.26%2026-10-22: 52.62%2026-10-23: 52.48%2026-10-26: 51.87%2026-10-27: 54.13%2026-10-28: 54.64%2026-10-29: 52.31%2026-10-30: 54.90%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
51.25%
50.98%
52.26%
52.62%
52.48%
51.87%
54.13%
54.64%
52.31%
54.90%