MZTI · Expected Move

The Marzetti Company Common Stock

The expected move for MZTI 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).

MZTI straddle price & implied vol

60 sessions

Bars: 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 MZTI Expected Move
30-Day Straddle
$6.85
7-Day Straddle
$6.85
30-Day ATM IV
30.6%
IV Rank
24%
Implied one-standard-deviation move through the next 30 days. Compare to MZTI'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.
MZTI Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261104 $6.85 $6.85 30.6% 24%
20261103 $6.65 $6.65 30.4% 22%
20261102 $9.00 $9.00 39.3% 90%
20261030 $9.35 $9.35 40.6% 100%
20261029 $8.25 $8.25 37.3% 83%
20261028 $7.97 $7.97 35.7% 70%
20261027 $8.32 $8.32 36.4% 80%
20261026 $8.80 $8.80 37.3% 86%
20261023 $8.90 $8.90 37.1% 85%
20261022 $9.50 $9.50 36.8% 83%
20261021 $9.12 $9.12 37.8% 90%
20261020 $9.65 $9.65 38.0% 92%
20261019 $9.02 $9.02 36.7% 82%
20261016 $9.52 $3.12 37.1% 85%
20261015 $9.23 $3.88 36.3% 80%
20261014 $9.90 $4.92 37.5% 88%
20261013 $10.22 $4.28 38.5% 95%
20261012 $10.25 $4.12 38.2% 93%
20261009 $9.40 $5.05 36.2% 79%
20261008 $10.30 $5.85 35.8% 76%
20261007 $10.12 $5.30 37.0% 84%
20261006 $10.75 $4.65 38.0% 92%
20261005 $10.40 $5.17 37.0% 84%
20261002 $5.55 $5.55 35.7% 76%
20261001 $5.93 $5.93 36.9% 84%
20260930 $5.78 $5.78 35.5% 74%
20260929 $5.72 $5.72 35.6% 75%
20260928 $6.22 $6.22 35.6% 75%
20260925 $6.22 $6.22 33.3% 59%
20260924 $6.72 $6.72 33.4% 60%
20260923 $6.67 $6.67 32.2% 51%
20260922 $5.90 $5.90 29.5% 33%
20260921 $6.58 $6.58 32.1% 51%
20260918 $7.17 $4.80 32.8% 55%
20260917 $7.52 $3.62 32.9% 56%
20260916 $7.95 $4.40 33.5% 60%
20260915 $7.80 $5.00 33.5% 60%
20260914 $7.88 $4.75 33.1% 58%
20260911 $7.90 $5.75 31.5% 46%
20260910 $7.38 $5.40 29.5% 33%
20260909 $7.68 $5.70 30.9% 42%
20260908 $7.83 $5.53 30.3% 38%
20260904 $8.05 $3.62 27.6% 19%
20260903 $7.20 $5.90 28.3% 25%
20260902 $5.88 $5.88 30.0% 36%
20260901 $6.25 $6.25 29.4% 32%
20260831 $5.28 $5.28 28.8% 28%
20260828 $6.28 $6.28 27.5% 19%
20260827 $6.20 $6.20 28.3% 24%
20260826 $7.35 $7.35 30.5% 40%
20260825 $7.88 $7.88 28.2% 23%
20260824 $9.22 $9.22 36.2% 79%
20260821 $9.62 $4.00 38.9% 97%
20260820 $10.30 $4.20 38.7% 97%
20260819 $10.18 $5.90 38.0% 91%
20260818 $9.97 $4.60 36.9% 84%
20260817 $10.32 $4.88 38.3% 93%
20260814 $10.50 $5.72 36.2% 79%
20260813 $11.30 $6.90 37.1% 86%
20260812 $10.55 $6.90 36.7% 83%

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.