ZETA · Options
Zeta Global Holdings Corp. Class A Common Stock (ZETA) options chain & liquidity
Term structure, skew and the liquidity of the published chain.
Update time unavailable
Loading graph — the exact table is available below.
2026-11-06: ATM IV: 58.265% 8 DTE · ATM strike $32.50 · No stored earnings marker Update time unavailable
Event / reference markers
- Earnings expiry 2026-11-13: 15
Exact data table
Volatility term structure · full stored dataset, independent of graph range/toggles
| Observation | ATM IV (%) | Context | Updated |
|---|---|---|---|
| 58.265% | 8 DTE · ATM strike $32.50 · No stored earnings marker | Update time unavailable | |
| 101.695% | 15 DTE · ATM strike $32.50 · Contains earnings | Update time unavailable | |
| 84.83% | 22 DTE · ATM strike $32.50 · No stored earnings marker | Update time unavailable | |
| 78.93% | 29 DTE · ATM strike $33.00 · No stored earnings marker | Update time unavailable |
- Liquidity classification
- ACCEPTABLE
- Median bid-ask width
- 28.1%
- 25-delta put IV
- 98.8%
- 25-delta call IV
- 92.2%
- Downside skew
- -2.9%
Next steps
Data provenance
Figures are from published, reviewed research as of Oct 29, 2026, 4:00 PM EDT. Modelled option premiums use Black-Scholes with the published at-the-money implied volatility and are labelled as modelled, not as live quotes.