Z · Expected Move

Zillow Group, Inc. Class C Capital Stock

The expected move for Z 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).

Z 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 Z Expected Move
30-Day Straddle
$5.00
7-Day Straddle
$0.90
30-Day ATM IV
64.7%
IV Rank
64%
Implied one-standard-deviation move through the next 30 days. Compare to Z'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.
Z Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261016 $5.00 $0.90 64.7% 64%
20261015 $5.30 $1.50 65.6% 67%
20261014 $4.60 $1.25 63.1% 59%
20261013 $4.80 $1.35 65.9% 68%
20261012 $4.70 $1.60 65.1% 66%
20261009 $5.10 $1.98 63.4% 60%
20261008 $5.25 $2.12 64.3% 63%
20261007 $4.72 $1.95 61.6% 54%
20261006 $4.90 $2.00 62.5% 57%
20261005 $4.90 $2.10 61.9% 55%
20261002 $2.55 $2.55 66.0% 69%
20261001 $2.47 $2.47 63.5% 60%
20260930 $2.48 $2.48 59.2% 47%
20260929 $2.70 $2.70 62.9% 58%
20260928 $2.58 $2.58 58.6% 45%
20260925 $2.62 $2.62 53.6% 29%
20260924 $2.85 $2.85 56.4% 38%
20260923 $3.12 $3.12 56.6% 38%
20260922 $3.00 $3.00 52.6% 26%
20260921 $3.08 $3.08 53.0% 27%
20260918 $3.22 $0.42 48.9% 14%
20260917 $3.45 $1.33 51.3% 22%
20260916 $3.90 $2.00 52.3% 25%
20260915 $3.88 $1.35 51.5% 22%
20260914 $4.22 $1.75 54.1% 31%
20260911 $4.25 $1.70 53.0% 27%
20260910 $4.00 $2.25 51.0% 21%
20260909 $4.03 $2.25 50.6% 19%
20260908 $4.15 $2.23 50.3% 18%
20260904 $4.82 $2.50 50.6% 19%
20260903 $4.60 $2.75 48.3% 12%
20260902 $2.98 $2.98 51.5% 22%
20260901 $2.80 $2.80 51.0% 21%
20260831 $3.30 $3.30 54.5% 32%
20260828 $3.25 $3.25 47.4% 9%
20260827 $3.73 $3.73 52.2% 25%
20260826 $2.95 $2.95 44.5% 0%
20260825 $3.97 $3.97 50.9% 11%
20260824 $3.98 $3.98 49.9% 7%
20260821 $3.78 $1.05 47.9% 0%
20260820 $3.73 $1.25 47.9% 0%
20260819 $4.45 $1.45 51.3% 9%
20260818 $4.38 $1.68 52.8% 15%
20260817 $3.78 $2.30 48.9% 0%
20260814 $4.35 $1.90 49.9% 2%
20260813 $4.85 $2.35 53.0% 14%
20260812 $4.05 $2.20 49.3% 0%
20260811 $4.83 $2.33 50.8% 2%
20260810 $4.70 $2.67 52.9% 10%
20260807 — — 50.3% 0%
20260806 $5.22 $3.27 61.5% 40%
20260805 $5.15 $5.15 73.8% 91%
20260804 $5.45 $5.45 72.9% 87%
20260803 $5.15 $5.15 74.6% 95%
20260731 $5.28 $5.28 73.3% 89%
20260730 $5.17 $5.17 72.0% 84%
20260729 $5.35 $5.35 73.2% 89%
20260728 $5.60 $5.60 75.9% 100%
20260727 $5.17 $5.17 74.3% 100%
20260724 $5.08 $5.08 73.3% 96%

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.