ZBH · Expected Move
Zimmer Biomet Holdings, Inc.
The expected move for ZBH 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).
ZBH 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 ZBH Expected Move
30-Day Straddle
$7.55
7-Day Straddle
$7.55
30-Day ATM IV
37.5%
IV Rank
65%
Implied one-standard-deviation move through the next 30 days. Compare to ZBH'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.
ZBH Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261028 | $7.55 | $7.55 | 37.5% | 65% |
| 20261027 | $8.45 | $8.45 | 39.8% | 78% |
| 20261026 | $8.05 | $8.05 | 37.6% | 65% |
| 20261023 | $8.35 | $8.35 | 37.2% | 63% |
| 20261022 | $8.68 | $8.68 | 37.7% | 66% |
| 20261021 | $7.75 | $7.75 | 35.9% | 56% |
| 20261020 | $8.60 | $8.60 | 37.8% | 67% |
| 20261019 | $8.35 | $8.35 | 37.4% | 64% |
| 20261016 | $8.65 | $0.53 | 37.1% | 62% |
| 20261015 | $8.45 | $1.73 | 35.7% | 55% |
| 20261014 | $8.75 | $2.12 | 36.7% | 60% |
| 20261013 | $8.02 | $2.98 | 31.3% | 29% |
| 20261012 | $8.30 | $2.90 | 33.3% | 40% |
| 20261009 | $7.53 | $3.42 | 31.6% | 30% |
| 20261008 | $7.85 | $3.50 | 32.0% | 33% |
| 20261007 | $8.30 | $3.25 | 32.9% | 38% |
| 20261006 | $9.05 | $3.88 | 35.4% | 53% |
| 20261005 | $8.75 | $4.38 | 32.6% | 36% |
| 20261002 | $4.38 | $4.38 | 31.4% | 29% |
| 20261001 | $5.00 | $5.00 | 33.0% | 39% |
| 20260930 | $3.85 | $3.85 | 32.4% | 35% |
| 20260929 | $5.10 | $5.10 | 31.6% | 30% |
| 20260928 | $5.43 | $5.43 | 32.8% | 37% |
| 20260925 | $5.50 | $5.50 | 32.1% | 33% |
| 20260924 | $4.75 | $4.75 | 28.8% | 14% |
| 20260923 | $5.40 | $5.40 | 30.2% | 22% |
| 20260922 | $5.20 | $5.20 | 29.0% | 15% |
| 20260921 | $5.47 | $5.47 | 29.1% | 16% |
| 20260918 | $5.95 | $0.92 | 28.1% | 10% |
| 20260917 | $6.15 | $1.40 | 29.0% | 15% |
| 20260916 | $7.08 | $2.45 | 30.5% | 25% |
| 20260915 | $6.92 | $3.12 | 29.5% | 20% |
| 20260914 | $6.53 | $2.83 | 28.5% | 14% |
| 20260911 | $7.05 | $3.50 | 30.0% | 23% |
| 20260910 | $7.75 | $4.65 | 32.3% | 36% |
| 20260909 | $7.22 | $4.32 | 30.7% | 26% |
| 20260908 | $7.45 | $4.38 | 30.9% | 28% |
| 20260904 | $7.38 | $4.03 | 27.7% | 9% |
| 20260903 | $7.80 | $3.88 | 27.7% | 9% |
| 20260902 | $4.53 | $4.53 | 28.1% | 11% |
| 20260901 | $5.00 | $5.00 | 28.6% | 14% |
| 20260831 | $5.12 | $5.12 | 29.2% | 18% |
| 20260828 | $4.67 | $4.67 | 26.4% | 2% |
| 20260827 | $5.45 | $5.45 | 28.6% | 15% |
| 20260826 | $5.40 | $5.40 | 27.0% | 5% |
| 20260825 | $5.90 | $5.90 | 29.2% | 18% |
| 20260824 | $6.08 | $6.08 | 28.1% | 11% |
| 20260821 | $6.17 | $1.38 | 27.3% | 7% |
| 20260820 | $6.00 | $1.40 | 28.1% | 11% |
| 20260819 | $6.92 | $2.15 | 29.4% | 19% |
| 20260818 | $6.32 | $2.03 | 27.6% | 9% |
| 20260817 | $6.12 | $2.72 | 27.5% | 8% |
| 20260814 | $7.28 | $3.65 | 29.0% | 17% |
| 20260813 | $7.30 | $3.73 | 29.1% | 17% |
| 20260812 | $7.85 | $4.33 | 30.4% | 25% |
| 20260811 | $8.25 | $5.08 | 31.4% | 30% |
| 20260810 | $7.75 | $4.28 | 30.4% | 25% |
| 20260807 | — | — | 30.9% | 27% |
| 20260806 | $8.52 | $5.33 | 31.1% | 29% |
| 20260805 | $5.65 | $5.65 | 31.4% | 30% |
More on ZBH
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.