ZETAZeta Global Holdings Corp.
Options Analysis Report•SERVICES-PREPACKAGED SOFTWARE
Market Cap $5.3B|NYSE
● 2026-06-09$21.08
BULLISH
Analysis: 2026-06-08 EOD data
1Y +60.2%YTD +5.9%7D -9.4%
Options Vol
15,262
30D
Implied Move
±21.6%
IV Rank
43%
ZETA Options Overview
IV is elevated with unusual activity. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
4.3
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks3/9 checks passed
IV Rank
≤35%IV Rank 86.7% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 0.89x — IV ≤ HV
Sector Relative≤50%
Sector percentile 61% — above sector median
Term Structure
<1.1xFront/Back 1.14x — backwardation
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 76.6% — normal range
Spread-Adjusted Value
<80%Effective IV 102.6% (ATM 76.6% + spread 13.0% + bias) — expensive
Execution Efficiency
<3.0%Total drag 18.53% (spread 13.02% + slippage 5.51%) — high friction
Vega Efficiency
≥5.0Vega efficiency 1.09 (vega 1.417 / spread 13.02%) — spread drag
Sentiment
Bullish or bearish?
7.4
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksVery Bullish - Strong signal (Conviction: +39%, Raw: +16%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: +39% (strong bullish) — Raw: +16%
OI Skew Magnitude
≥15%|OI skew| 36.6% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +21.2%, OI skew +36.6% — aligned
Conviction Quality
≥2/3 conditions0-DTE 0%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: +64%, ATM: -19%, OTM: +3% — strong bullish (ITM/ATM divergent)
Sector Relative≤40% or ≥60%
Sector P/C percentile 70% — bearish vs sector
Activity
Unusual activity?
3.8
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks2/9 checks passed
Volume Surge
≥1.5xVolume 0.4x avg — normal
Turnover Rate
≥15%Vol/OI 4.5% — normal turnover
Strike Concentration
≥60%Top 3 strikes = 50% — dispersed
Multi-Day Persistence
≥2 days1 day(s) elevated — may be one-day event
OI Build
≥5%OI change -6.3% (5d) — unwinding
Sector Relative≥60%
Sector activity percentile 64% — active vs sector
Trade Quality
≥30%Large trade volume 27% — mixed
Execution Urgency
≥60%Aggressive execution 38% — patient
Flow Conviction
≥30Conviction +39 (bullish) — moderate
Liquidity
Can I trade efficiently?
3.8
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks3/8 checks passed
Tradeable Spread
≤5.0%Spread 13.0% — wide
Adequate OI
≥10,000OI 335,417 — deep
Active Volume
≥500Volume 15,262/day — active
Reasonable Cost
≤$0.50$0.65 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 77% — wider than sector
Order Book Depth
≥100 contractsDepth 748.5 contracts (bid:371.2 ask:377.3) — deep
Execution Quality
<1.0%Avg slippage 5.51% — poor
Timing
Is now a good time?
7.9
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks7/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +13.6% — backwardation
IV Percentile Clarity
<30 or >70IV percentile 87% — seller opportunity
Event Detection
≥10pts kinkIV kink 9.1pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 26.83 — favors income trades
Expiration Distribution
≥3 expirations3 liquid expirations — flexible
Event Risk
≥60% (safe)caution advised: No earnings detected; CPI in 1d (HIGH)
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow +39% @ 70% consistency — moderate (bullish)
Smart Money Timing
≥40 composite scoreScore 57 (ITM 20% + inst 27%) — moderate institutional
Directional Strategy Fit
Option Buyers
Long Calls5.9
bullishIV fair, bullish flow
Long Puts4.2
bearishIV fair, bullish flow
Premium Sellers
Cash-Secured Put6.0
bullishIV fair, bullish flow
Covered Call4.6
bearishIV fair, bullish flow
For educational purposes only. Not investment advice.