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Zeta Global Holdings Corp. ZETA

i

Market dataready · fetched 2026-11-03T13:44:28.656Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-11-03T00:52:24.285984404Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-02T05:25:13.050316+00:00

Research2026-08-31 · 3 entries · 0 trades · 0 option records · 1311 price bars

Share price$30.21
1D-2.9%
AH$30.13$30.55$30.98$31.40$31.825:30 AM6:30 AM9:00 AM1:00 PM2:00 PMZETA
Sold putSold callAH

Zeta Global Holdings Corp. options

Live interpolated ZETA call and put midpoint premiums by absolute delta.Zeta Global Holdings Corp.$0.12$1.64$3.16$4.69$6.21$27.37$29.24$31.12$32.99$34.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ZETA spot · $30.21ZETA PRICE$0.30$0.40$0.52$0.65$0.85$0.98$1.11$1.31$1.56$2.55$3.14$3.96$5.77$0.28$0.38$0.47$0.54$0.64$0.75$0.85$0.95$1.07$1.18$1.29$1.39$1.49
PutsExpensive2.10×
CallsExpensive4.45×
SkewBullish-63.13 pp
Implied moveBullish±$1.97
TiltBullish34.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.77102.9%9.5%28.3087.1%7.2%
25Δ32.29103.8%8.2%28.6588.5%6.4%
30Δ31.83103.6%7.1%29.0386.2%5.4%
35Δ31.43105.9%6.2%29.3981.3%4.5%
40Δ31.12114.8%5.8%29.6978.9%3.9%
45Δ30.72111.9%4.9%29.9777.6%3.3%
50Δ30.30107.9%4.0%30.2274.8%2.8%
55Δ29.93110.0%3.4%30.4771.8%2.3%
60Δ29.54113.5%2.9%30.7069.1%1.9%
65Δ28.78166.9%3.7%30.9266.4%1.6%
70Δ28.05180.9%3.2%31.1262.9%1.2%
75Δ27.10202.2%2.8%31.3058.9%1.0%
80Δ25.37255.0%3.1%31.4954.9%0.7%

20Δ

Calls
Pseudo strike
32.77
IV
102.9%
B/E move
9.5%
Puts
Pseudo strike
28.30
IV
87.1%
B/E move
7.2%

25Δ

Calls
Pseudo strike
32.29
IV
103.8%
B/E move
8.2%
Puts
Pseudo strike
28.65
IV
88.5%
B/E move
6.4%

30Δ

Calls
Pseudo strike
31.83
IV
103.6%
B/E move
7.1%
Puts
Pseudo strike
29.03
IV
86.2%
B/E move
5.4%

35Δ

Calls
Pseudo strike
31.43
IV
105.9%
B/E move
6.2%
Puts
Pseudo strike
29.39
IV
81.3%
B/E move
4.5%

40Δ

Calls
Pseudo strike
31.12
IV
114.8%
B/E move
5.8%
Puts
Pseudo strike
29.69
IV
78.9%
B/E move
3.9%

45Δ

Calls
Pseudo strike
30.72
IV
111.9%
B/E move
4.9%
Puts
Pseudo strike
29.97
IV
77.6%
B/E move
3.3%

50Δ

Calls
Pseudo strike
30.30
IV
107.9%
B/E move
4.0%
Puts
Pseudo strike
30.22
IV
74.8%
B/E move
2.8%

55Δ

Calls
Pseudo strike
29.93
IV
110.0%
B/E move
3.4%
Puts
Pseudo strike
30.47
IV
71.8%
B/E move
2.3%

60Δ

Calls
Pseudo strike
29.54
IV
113.5%
B/E move
2.9%
Puts
Pseudo strike
30.70
IV
69.1%
B/E move
1.9%

65Δ

Calls
Pseudo strike
28.78
IV
166.9%
B/E move
3.7%
Puts
Pseudo strike
30.92
IV
66.4%
B/E move
1.6%

70Δ

Calls
Pseudo strike
28.05
IV
180.9%
B/E move
3.2%
Puts
Pseudo strike
31.12
IV
62.9%
B/E move
1.2%

75Δ

Calls
Pseudo strike
27.10
IV
202.2%
B/E move
2.8%
Puts
Pseudo strike
31.30
IV
58.9%
B/E move
1.0%

80Δ

Calls
Pseudo strike
25.37
IV
255.0%
B/E move
3.1%
Puts
Pseudo strike
31.49
IV
54.9%
B/E move
0.7%

Options history

IV · four-Friday blend93.70%
Daily close
ZETA51.4%74.1%96.8%2026-08-05: 77.33%2026-08-06: 74.12%2026-08-07: 67.37%2026-08-10: 64.82%2026-08-11: 71.64%2026-08-12: 63.51%2026-08-13: 67.75%2026-08-14: 56.52%2026-08-17: 59.98%2026-08-18: 60.69%2026-08-19: 59.78%2026-08-20: 59.62%2026-08-21: 58.44%2026-08-24: 60.58%2026-08-25: 61.68%2026-08-26: 60.85%2026-08-27: 60.26%2026-08-28: 55.31%2026-08-31: 60.47%2026-09-01: 63.34%2026-09-02: 63.25%2026-09-03: 58.99%2026-09-04: 54.55%2026-09-08: 61.27%2026-09-09: 62.89%2026-09-10: 61.64%2026-09-11: 56.25%2026-09-14: 61.29%2026-09-15: 59.01%2026-09-16: 62.50%2026-09-17: 57.97%2026-09-18: 57.63%2026-09-21: 62.61%2026-09-22: 63.58%2026-09-23: 63.49%2026-09-24: 62.67%2026-09-25: 59.03%2026-09-28: 61.16%2026-09-29: 62.35%2026-09-30: 64.34%2026-10-01: 67.40%2026-10-02: 60.50%2026-10-05: 62.72%2026-10-06: 65.61%2026-10-07: 66.31%2026-10-08: 66.64%2026-10-09: 57.70%2026-10-12: 61.94%2026-10-13: 63.55%2026-10-14: 65.93%2026-10-15: 73.37%2026-10-16: 71.19%2026-10-19: 72.63%2026-10-20: 73.86%2026-10-21: 74.44%2026-10-22: 77.08%2026-10-23: 80.62%2026-10-26: 83.98%2026-10-27: 78.14%2026-10-28: 84.76%2026-10-29: 81.05%2026-10-30: 93.70%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
77.33%
74.12%
67.37%
64.82%
71.64%
63.51%
67.75%
56.52%
59.98%
60.69%
59.78%
59.62%
58.44%
60.58%
61.68%
60.85%
60.26%
55.31%
60.47%
63.34%
63.25%
58.99%
54.55%
61.27%
62.89%
61.64%
56.25%
61.29%
59.01%
62.50%
57.97%
57.63%
62.61%
63.58%
63.49%
62.67%
59.03%
61.16%
62.35%
64.34%
67.40%
60.50%
62.72%
65.61%
66.31%
66.64%
57.70%
61.94%
63.55%
65.93%
73.37%
71.19%
72.63%
73.86%
74.44%
77.08%
80.62%
83.98%
78.14%
84.76%
81.05%
93.70%

Company coverage

Moat

Moderate

Proprietary first-party data across 2 billion consumer profiles and 235 million U.S. consumers — defensible in a market hostile to third-party cookies. Real-time intelligence detects consumer intent and activates campaigns instantly. Platform integr…

Physical assets

Minimal

Cloud-native infrastructure built on AWS. No physical infrastructure ownership. The moat is entirely software and data-driven.

Software / hardware

Software100%
Hardware0%

Growth. 2B consumer profile database becomes indispensable as cookie deprecation forces Fortune 100 marketers to first-party data platforms with 114% net revenue retention. Primary assets. 2B global consumer profiles database, 235M U.S. consumer dat…

Latest entries
  1. manual · sw-hw

    Growth. 2B consumer profile database becomes indispensable as cookie deprecation forces Fortune 100 marketers to first-party data platforms with 114% net revenue retention. Primary assets. 2B global consumer profiles database, 23…

  2. manual · physical-assets

    Cloud-native infrastructure built on AWS. No physical infrastructure ownership. The moat is entirely software and data-driven.

  3. manual · moat

    Proprietary first-party data across 2 billion consumer profiles and 235 million U.S. consumers — defensible in a market hostile to third-party cookies. Real-time intelligence detects consumer intent and activates campaigns instan…

Recent records
Action Type Relative size

Notes

Full portfolio moat / asset analysis

Proprietary first-party data across 2 billion consumer profiles and 235 million U.S. consumers — defensible in a market hostile to third-party cookies. Real-time intelligence detects consumer intent and activates campaigns instantly. Platform integration creates switching costs (114% net revenue retention in 2025). 40% of Fortune 100 clients. $308M revenue…

Full portfolio moat / asset analysis

Cloud-native infrastructure built on AWS. No physical infrastructure ownership. The moat is entirely software and data-driven.