BZUN · Expected Move
Baozun Inc. American Depositary Shares
The expected move for BZUN is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
BZUN straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current BZUN Expected Move
30-Day Straddle
$10.88
7-Day Straddle
$0.88
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to BZUN's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
BZUN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $10.88 | $0.88 | — | — |
| 20261106 | $1.55 | $3.55 | 105.9% | 16% |
| 20261105 | $1.48 | $1.45 | 140.4% | 25% |
| 20261104 | $1.00 | $1.00 | 45.4% | 0% |
| 20261103 | $10.85 | $10.85 | — | — |
| 20261102 | $2.10 | $2.10 | — | — |
| 20261030 | $2.10 | $2.10 | 76.7% | 8% |
| 20261029 | $1.15 | $1.15 | — | — |
| 20261028 | $0.97 | $0.97 | 114.1% | 18% |
| 20261027 | $1.12 | $1.12 | — | — |
| 20261026 | $2.38 | $2.38 | — | — |
| 20261023 | $1.58 | $1.58 | 91.9% | 12% |
| 20261022 | $1.35 | $1.35 | — | — |
| 20261021 | $3.73 | $3.73 | — | — |
| 20261020 | $3.25 | $3.25 | — | — |
| 20261019 | $1.62 | $1.62 | — | — |
| 20261016 | $1.20 | $1.25 | — | — |
| 20261015 | $11.00 | $1.45 | — | — |
| 20261014 | $2.30 | $0.95 | — | — |
| 20261013 | $2.23 | $1.02 | — | — |
| 20261012 | $2.23 | $0.95 | — | — |
| 20261009 | $0.92 | $1.58 | 64.4% | 4% |
| 20261008 | $1.07 | $0.75 | 426.6% | 100% |
| 20261007 | $11.00 | $1.65 | — | — |
| 20261006 | $0.92 | $0.97 | — | — |
| 20261005 | $10.72 | $1.58 | — | — |
| 20261002 | $1.45 | $1.45 | — | — |
| 20261001 | $1.88 | $1.88 | — | — |
| 20260930 | $0.85 | $0.85 | 173.4% | 57% |
| 20260929 | $1.90 | $1.90 | — | — |
| 20260928 | $0.62 | $0.62 | 270.1% | 100% |
| 20260925 | $0.48 | $0.48 | 135.4% | 78% |
| 20260924 | $0.82 | $0.82 | 59.4% | 10% |
| 20260923 | $0.53 | $0.53 | 91.4% | 39% |
| 20260922 | $1.07 | $1.07 | — | — |
| 20260921 | $2.95 | $2.95 | 101.2% | 48% |
| 20260918 | $0.50 | $0.38 | 68.4% | 18% |
| 20260917 | $0.42 | $0.43 | 59.2% | 10% |
| 20260916 | $0.42 | $1.25 | 60.1% | 11% |
| 20260915 | $0.35 | $1.83 | 52.3% | 4% |
| 20260914 | $0.33 | $0.53 | 47.6% | 0% |
| 20260911 | $0.42 | $0.62 | 71.3% | 17% |
| 20260910 | $1.15 | $0.55 | 138.4% | 80% |
| 20260909 | $0.42 | $1.40 | 54.9% | 2% |
| 20260908 | $0.48 | $0.50 | 67.8% | 14% |
| 20260904 | $0.50 | $1.70 | 53.1% | 0% |
| 20260903 | $0.45 | $0.47 | 69.2% | 14% |
| 20260902 | $0.45 | $0.45 | 64.1% | 10% |
| 20260901 | $0.47 | $0.47 | 65.9% | 11% |
| 20260831 | $0.47 | $0.47 | 71.3% | 16% |
| 20260828 | $0.62 | $0.62 | 82.3% | 27% |
| 20260827 | $0.55 | $0.55 | — | — |
| 20260826 | $0.53 | $0.53 | 81.0% | 25% |
| 20260825 | $0.53 | $0.53 | 86.8% | 31% |
| 20260824 | $0.50 | $0.50 | 77.5% | 22% |
| 20260821 | $7.97 | $0.25 | 77.7% | 22% |
| 20260820 | $0.47 | $0.60 | 71.6% | 17% |
| 20260819 | $0.50 | $0.60 | 74.2% | 19% |
| 20260818 | $0.53 | $2.20 | 84.9% | 29% |
| 20260817 | $0.57 | $0.48 | 89.0% | 33% |
More on BZUN
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.