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
$0.45
7-Day Straddle
$0.45
Avg IV
1.7%
IV Rank
56%
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 |
|---|---|---|---|---|
| 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% |
| 20260629 | $0.45 | $0.45 | 1.9% | 70% |
| 20260626 | $2.83 | $2.83 | 1.6% | 51% |
| 20260625 | $0.38 | $0.38 | 1.6% | 50% |
| 20260624 | $0.47 | $0.47 | 1.8% | 66% |
| 20260623 | $0.35 | $0.35 | 1.4% | 44% |
| 20260622 | $0.35 | $0.35 | 1.4% | 44% |
| 20260618 | $0.75 | $0.62 | 1.5% | 47% |
| 20260617 | $0.40 | $0.45 | 1.4% | 39% |
| 20260616 | $0.45 | $0.33 | 1.3% | 39% |
| 20260615 | $0.43 | $0.40 | 1.0% | 22% |
| 20260613 | $0.80 | $0.72 | 1.4% | 42% |
| 20260612 | $0.80 | $0.82 | 1.4% | 40% |
| 20260611 | $0.35 | $0.72 | 1.4% | 40% |
| 20260610 | $0.35 | $0.75 | 1.3% | 35% |
| 20260609 | $2.20 | $0.53 | 1.3% | 34% |
| 20260608 | $0.40 | $0.62 | 1.3% | 35% |
| 20260605 | $0.45 | $1.10 | 1.3% | 34% |
| 20260604 | $1.73 | $10.38 | 1.4% | 40% |
| 20260603 | $0.68 | $0.82 | 1.2% | 31% |
| 20260602 | $0.30 | $0.30 | 2.2% | 83% |
| 20260601 | $1.35 | $1.35 | 1.9% | 68% |
| 20260529 | $0.75 | $0.75 | 1.8% | 64% |
| 20260528 | $0.22 | $0.22 | 1.2% | 30% |
| 20260527 | $0.50 | $0.50 | 1.5% | 48% |
| 20260526 | $0.42 | $0.42 | 1.6% | 53% |
| 20260510 | $1.30 | $0.72 | 0.9% | 15% |
| 20260508 | $1.30 | $0.72 | 0.8% | 13% |
| 20260507 | $7.97 | $0.75 | 1.1% | 27% |
| 20260506 | $1.02 | $0.60 | 0.9% | 13% |
| 20260505 | $7.95 | $0.78 | 0.9% | 14% |
| 20260504 | $1.77 | $0.75 | 0.8% | 13% |
| 20260502 | $0.85 | $0.85 | 1.2% | 32% |
| 20260501 | $0.85 | $0.85 | 1.7% | 61% |
| 20260430 | $1.30 | $1.30 | 1.2% | 30% |
| 20260429 | $0.43 | $0.43 | 0.8% | 12% |
| 20260428 | $1.25 | $1.25 | 1.6% | 54% |
| 20260427 | $7.90 | $7.90 | 1.6% | 52% |
| 20260424 | $2.62 | $2.62 | 0.8% | 10% |
| 20260423 | $0.53 | $0.53 | 1.0% | 22% |
| 20260422 | $0.53 | $0.53 | 1.2% | 31% |
| 20260421 | $0.65 | $0.65 | 1.0% | 20% |
| 20260420 | $0.75 | $0.75 | 1.3% | 39% |