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Zoom Communications, Inc. Class A Common Stock ZM

i

Market datapartial · fetched 2026-11-06T17:38:00.089Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-06T17:37:54.14341427Z

FundamentalsAlpha Vantage · unavailable

Share price$89.78
1D+0.1%
$88.09$88.65$89.21$89.77$90.335:30 AM6:30 AM9:00 AM1:00 PMZM
Sold putSold call

Zoom Communications, Inc. Class A Common Stock options

Live interpolated ZM call and put midpoint premiums by absolute delta.Zoom Communications, Inc. Class A Common Stock$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEZM PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend50.89%
Daily close
ZM30.5%60.9%91.4%2026-08-10: 51.10%2026-08-11: 48.52%2026-08-12: 47.55%2026-08-13: 62.17%2026-08-14: 52.87%2026-08-17: 58.73%2026-08-18: 59.41%2026-08-19: 59.96%2026-08-20: 61.80%2026-08-21: 63.85%2026-08-24: 74.17%2026-08-25: 87.17%2026-08-26: 41.25%2026-08-27: 43.95%2026-08-28: 39.00%2026-08-31: 39.66%2026-09-01: 39.66%2026-09-02: 39.13%2026-09-03: 41.06%2026-09-04: 42.14%2026-09-08: 44.46%2026-09-09: 42.08%2026-09-10: 42.49%2026-09-11: 38.26%2026-09-14: 40.93%2026-09-15: 40.96%2026-09-16: 41.16%2026-09-17: 39.80%2026-09-18: 34.70%2026-09-21: 39.98%2026-09-22: 40.67%2026-09-23: 40.39%2026-09-24: 38.02%2026-09-25: 37.12%2026-09-28: 39.65%2026-09-29: 39.75%2026-09-30: 46.62%2026-10-01: 44.18%2026-10-02: 36.71%2026-10-05: 39.07%2026-10-06: 41.92%2026-10-07: 41.61%2026-10-08: 42.12%2026-10-09: 41.15%2026-10-12: 41.13%2026-10-13: 43.74%2026-10-14: 45.32%2026-10-15: 48.86%2026-10-16: 45.90%2026-10-19: 44.79%2026-10-20: 48.31%2026-10-21: 44.97%2026-10-22: 47.75%2026-10-23: 42.34%2026-10-26: 45.82%2026-10-27: 43.54%2026-10-28: 47.34%2026-10-29: 45.91%2026-10-30: 50.89%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
51.10%
48.52%
47.55%
62.17%
52.87%
58.73%
59.41%
59.96%
61.80%
63.85%
74.17%
87.17%
41.25%
43.95%
39.00%
39.66%
39.66%
39.13%
41.06%
42.14%
44.46%
42.08%
42.49%
38.26%
40.93%
40.96%
41.16%
39.80%
34.70%
39.98%
40.67%
40.39%
38.02%
37.12%
39.65%
39.75%
46.62%
44.18%
36.71%
39.07%
41.92%
41.61%
42.12%
41.15%
41.13%
43.74%
45.32%
48.86%
45.90%
44.79%
48.31%
44.97%
47.75%
42.34%
45.82%
43.54%
47.34%
45.91%
50.89%