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Zoom Communications, Inc. Class A Common Stock ZM

i

Market dataready · fetched 2026-11-06T20:50:57.299Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-06T20:50:54.405444238Z

FundamentalsSEC EDGAR · ready · as of 2026-07-31 · fetched 2026-11-06T20:50:55.930280+00:00

Share price$90.08
1D+0.4%
$88.08$88.67$89.27$89.87$90.465:30 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$0.46$1.84$3.22$4.60$5.98$83.10$86.75$90.41$94.06$97.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ZM spot · $90.08ZM PRICE$0.61$0.81$1.03$1.28$1.53$1.81$2.16$2.45$2.70$3.55$3.98$4.38$4.78$0.71$1.10$1.43$1.71$2.02$2.34$2.68$2.91$4.54$4.63$4.83$5.58
Puts——
CallsExpensive1.05×
Skew——
Implied moveBearish±$4.50
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ95.2045.0%6.4%85.3249.1%6.1%
25Δ94.1844.7%5.5%
30Δ93.3244.8%4.7%87.5243.7%4.1%
35Δ92.5244.8%4.1%88.1046.9%3.8%
40Δ91.7444.5%3.5%88.8746.3%3.2%
45Δ91.0244.3%3.0%89.6145.8%2.8%
50Δ90.3244.9%2.7%90.3245.1%2.3%
55Δ89.6443.9%2.2%91.0144.3%1.9%
60Δ88.9841.8%1.8%91.6141.6%1.5%
65Δ88.0647.9%1.7%93.1155.6%1.7%
70Δ87.3246.8%1.4%93.6049.6%1.2%
75Δ86.6444.6%1.0%94.1744.6%0.8%
80Δ85.9742.2%0.7%95.1344.5%0.6%

20Δ

Calls
Pseudo strike
95.20
IV
45.0%
B/E move
6.4%
Puts
Pseudo strike
85.32
IV
49.1%
B/E move
6.1%

25Δ

Calls
Pseudo strike
94.18
IV
44.7%
B/E move
5.5%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
93.32
IV
44.8%
B/E move
4.7%
Puts
Pseudo strike
87.52
IV
43.7%
B/E move
4.1%

35Δ

Calls
Pseudo strike
92.52
IV
44.8%
B/E move
4.1%
Puts
Pseudo strike
88.10
IV
46.9%
B/E move
3.8%

40Δ

Calls
Pseudo strike
91.74
IV
44.5%
B/E move
3.5%
Puts
Pseudo strike
88.87
IV
46.3%
B/E move
3.2%

45Δ

Calls
Pseudo strike
91.02
IV
44.3%
B/E move
3.0%
Puts
Pseudo strike
89.61
IV
45.8%
B/E move
2.8%

50Δ

Calls
Pseudo strike
90.32
IV
44.9%
B/E move
2.7%
Puts
Pseudo strike
90.32
IV
45.1%
B/E move
2.3%

55Δ

Calls
Pseudo strike
89.64
IV
43.9%
B/E move
2.2%
Puts
Pseudo strike
91.01
IV
44.3%
B/E move
1.9%

60Δ

Calls
Pseudo strike
88.98
IV
41.8%
B/E move
1.8%
Puts
Pseudo strike
91.61
IV
41.6%
B/E move
1.5%

65Δ

Calls
Pseudo strike
88.06
IV
47.9%
B/E move
1.7%
Puts
Pseudo strike
93.11
IV
55.6%
B/E move
1.7%

70Δ

Calls
Pseudo strike
87.32
IV
46.8%
B/E move
1.4%
Puts
Pseudo strike
93.60
IV
49.6%
B/E move
1.2%

75Δ

Calls
Pseudo strike
86.64
IV
44.6%
B/E move
1.0%
Puts
Pseudo strike
94.17
IV
44.6%
B/E move
0.8%

80Δ

Calls
Pseudo strike
85.97
IV
42.2%
B/E move
0.7%
Puts
Pseudo strike
95.13
IV
44.5%
B/E move
0.6%

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%