Zeta is a Greek that compares OTM implied volatility (IV%) to ATM IV%. Zeta is measuring skew edge since it is subtracting the difference of IV in between strikes. For example, if you want to open a debit put vertical on SPY from 40 to 20 delta, but the zeta is only very small, then you might not have enough skew edge for that strategy to be worth it. 

If on the other side of this and buying a debit call vertical on SPY, then it might not be worth it for you if zeta is too high because you have that strong of a skew penalty against you.