＞Can I say "ぜんぜん"by itself to say "not at all"? ＞Does it sound natural or native? Yes, you can. And let me review the history of ”全然（ぜんぜん）“ ーーーーーーーーーーーーーーーーーーーーーーーーーーーーーーーーー ＊＊＊＊＊ 150 years ago (明治時代） They used ”全然“　as “TOTALLY（全く、すっかり）” you can use it positively or negatively. - positive 「これを見ると、下人は始めて明白にこの老婆の生死が、全然、自分の意志に支配されていると云う事を意識した。」〔芥川龍之介：羅生門〕 - positive 「一体生徒が全然悪るいです〔夏目漱石：坊ちゃん〕」 - negative 「全然、色気のない平気な顔では〔夏目漱石：草枕〕」 ーーーーーーーーーーーーーーーーーーーーーーーーーーーーーーーーー ＊＊＊＊＊ recent decades (昭和-平成初期） "全然" were used only in negative expression. OK:「全然、ダメ　(totally bad)」 OK:「全然、できない (I cannot do it at all)」 NG:「全然、いい　(totally good)」 NG:「全然、できる (I totally can do it )」 ーーーーーーーーーーーーーーーーーーーーーーーーーーーーーーーーー ＊＊＊＊＊ These days. Back again, some people came to use "全然" also positively, such as ”全然いい(totally good)”、 Most of the people think it is a wrong use, but I personally don't think so. 「全然OKでしょ （単に明治時代に戻っただけで it is only getting back to the old days）」

Everyone is writing the correct answer, so I'd like to add a little to it. If there is this question in the Japanese test, the answer is not correct unless it is "ぜんぜん + negative form" lol

ありがとうございました、優しいです！：）

Hi ! I’m not a teacher but a native Japanese in my 40s. The usage of ぜんぜん changed a lot for the past 20-30years. So I’m not quite sure for the younger generation. But to me , if you were asked, “Are you cold?/ Are you hungry?” you can reply “ ぜんぜん” without any word on the back. In these case the word on the back is dropped. Such as “ぜんぜん、さむくない” or “ぜんぜん、おなかがすいていない” Which means “I’m not cold /l’m not hungry “ If you reply only “ ぜんぜん” you are usually dropping the negative sentence. This is because, originally “ぜんぜん”follows with a negative sentence. But these days , “ ぜんぜん”comes with a positive sentence. Such as “ ぜんぜん、OK/ぜんぜん、たべれる / ぜんぜん、おいしい” I’m sure that you can use just “ぜんぜん” by itself, but I’m not sure what kind of sentence will be dropped when you just say “ ぜんぜん” to the younger generation . Still if you use “ぜんぜん” in the original way , it will be OK for all generations.

Yes, definitely, especially: 'iie, iie, zenzen' ('no, no, not at all') But it is also common as 'hai, zenzen daijobu desu' (yes, that's totally fine') !! :)