BZUN (Baozun Inc. American Depositary Shares)
Expected Move & Straddle Price History
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).
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.
Current BZUN Expected Move
30-Day Straddle
$0.48
7-Day Straddle
$0.48
Avg IV
1.9%
IV Rank
75%
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 | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260925 | $0.48 | $0.48 | 1.9% | 75% |
| 20260924 | $0.82 | $0.82 | 1.4% | 50% |
| 20260923 | $0.53 | $0.53 | 1.9% | 75% |
| 20260922 | $1.07 | $1.07 | 1.5% | 54% |
| 20260921 | $2.95 | $2.95 | 1.6% | 63% |
| 20260918 | $0.50 | $0.38 | 1.5% | 55% |
| 20260917 | $0.42 | $0.43 | 1.3% | 42% |
| 20260916 | $0.42 | $1.25 | 1.4% | 49% |
| 20260915 | $0.35 | $1.83 | 1.4% | 51% |
| 20260914 | $0.33 | $0.53 | 1.3% | 47% |
| 20260911 | $0.42 | $0.62 | 1.2% | 40% |
| 20260910 | $1.15 | $0.55 | 1.2% | 40% |
| 20260909 | $0.42 | $1.40 | 1.3% | 42% |
| 20260908 | $0.48 | $0.50 | 1.3% | 45% |
| 20260904 | $0.50 | $1.70 | 1.2% | 38% |
| 20260903 | $0.45 | $0.47 | 1.1% | 34% |
| 20260902 | $0.45 | $0.45 | 1.5% | 56% |
| 20260901 | $0.47 | $0.47 | 1.0% | 29% |
| 20260831 | $0.47 | $0.47 | 0.9% | 21% |
| 20260828 | $0.62 | $0.62 | 0.9% | 23% |
| 20260827 | $0.55 | $0.55 | 2.3% | 100% |
| 20260826 | $0.53 | $0.53 | 1.3% | 49% |
| 20260825 | $0.53 | $0.53 | 1.3% | 51% |
| 20260824 | $0.50 | $0.50 | 0.8% | 19% |
| 20260821 | $7.97 | $0.25 | 0.8% | 17% |
| 20260820 | $0.47 | $0.60 | 0.5% | 0% |
| 20260819 | $0.50 | $0.60 | 1.2% | 29% |
| 20260818 | $0.53 | $2.20 | 0.8% | 12% |
| 20260817 | $0.57 | $0.48 | 0.9% | 14% |
| 20260814 | $1.77 | $0.58 | 1.1% | 28% |
| 20260813 | $0.53 | $0.55 | 1.2% | 32% |
| 20260812 | $0.57 | $0.45 | 0.8% | 9% |
| 20260811 | $1.83 | $0.45 | 1.0% | 22% |
| 20260810 | $0.60 | $0.50 | 0.8% | 10% |
| 20260806 | $8.05 | $0.80 | 1.0% | 22% |
| 20260805 | $0.60 | $0.60 | 1.3% | 35% |
| 20260804 | $0.62 | $0.62 | 1.1% | 28% |
| 20260803 | $0.62 | $0.62 | 1.6% | 53% |
| 20260731 | $0.53 | $0.53 | 1.0% | 20% |
| 20260730 | $1.00 | $1.00 | 1.0% | 20% |
| 20260729 | $0.53 | $0.53 | 2.1% | 77% |
| 20260728 | $0.53 | $0.53 | 1.5% | 46% |
| 20260727 | $0.45 | $0.45 | 1.7% | 56% |
| 20260724 | $1.00 | $1.00 | 1.3% | 36% |
| 20260723 | $1.70 | $1.70 | 1.4% | 43% |
| 20260722 | $0.53 | $0.53 | 1.1% | 28% |
| 20260721 | $0.82 | $0.82 | 1.0% | 22% |
| 20260720 | $0.50 | $0.50 | 1.2% | 29% |
| 20260716 | $0.50 | $0.38 | 0.8% | 7% |
| 20260715 | $0.75 | $0.17 | 1.1% | 28% |
| 20260714 | $0.47 | $0.25 | 0.7% | 3% |
| 20260713 | $0.50 | $0.30 | 0.7% | 3% |
| 20260710 | $0.50 | $1.68 | 1.0% | 22% |
| 20260709 | $1.75 | $0.42 | 0.7% | 2% |
| 20260708 | $7.90 | $0.42 | 1.0% | 20% |
| 20260707 | $2.40 | $0.38 | 0.6% | 0% |
| 20260706 | $0.53 | $0.40 | 0.9% | 13% |
| 20260702 | $0.38 | $0.38 | 1.9% | 67% |
| 20260701 | $0.85 | $0.85 | 2.1% | 82% |
| 20260630 | $0.88 | $0.88 | 1.9% | 71% |