ZBIO · Expected Move
Zenas BioPharma, Inc. Common Stock
The expected move for ZBIO 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).
ZBIO 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 ZBIO Expected Move
30-Day Straddle
$6.65
7-Day Straddle
$6.65
30-Day ATM IV
105.9%
IV Rank
64%
Implied one-standard-deviation move through the next 30 days. Compare to ZBIO'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.
ZBIO Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $6.65 | $6.65 | 105.9% | 64% |
| 20261023 | $6.53 | $6.53 | 100.3% | 52% |
| 20261022 | $6.20 | $6.20 | 98.4% | 48% |
| 20261021 | $6.40 | $6.40 | 97.5% | 46% |
| 20261020 | $6.28 | $6.28 | 90.0% | 30% |
| 20261019 | $6.10 | $6.10 | 98.0% | 47% |
| 20261016 | $5.70 | $4.95 | 93.8% | 39% |
| 20261015 | $5.00 | $3.18 | 81.4% | 12% |
| 20261014 | $5.65 | $5.00 | 90.7% | 32% |
| 20261013 | $6.15 | $4.90 | 95.9% | 43% |
| 20261012 | $6.47 | $5.00 | 87.6% | 25% |
| 20261009 | $6.85 | $5.00 | 92.3% | 35% |
| 20261008 | $6.57 | $4.08 | 92.3% | 35% |
| 20261007 | $7.58 | $4.12 | 95.9% | 43% |
| 20261006 | $7.15 | $5.40 | 92.0% | 35% |
| 20261005 | $7.12 | $3.83 | 97.8% | 47% |
| 20261002 | $5.25 | $5.25 | 94.7% | 40% |
| 20261001 | $5.78 | $5.78 | 97.6% | 47% |
| 20260930 | $5.40 | $5.40 | 91.2% | 33% |
| 20260929 | $5.45 | $5.45 | 84.8% | 20% |
| 20260928 | $5.97 | $5.97 | 85.6% | 21% |
| 20260925 | $5.15 | $5.15 | 94.2% | 39% |
| 20260924 | $4.90 | $4.90 | 98.5% | 47% |
| 20260923 | $5.42 | $5.42 | 86.1% | 22% |
| 20260922 | $6.25 | $6.25 | 81.5% | 12% |
| 20260921 | $6.30 | $6.30 | 88.6% | 27% |
| 20260918 | $6.30 | $4.95 | 87.8% | 25% |
| 20260917 | $6.60 | $5.30 | 85.8% | 21% |
| 20260916 | $6.45 | $5.15 | 82.0% | 13% |
| 20260915 | $6.35 | $5.20 | 82.1% | 13% |
| 20260914 | $6.60 | $5.00 | 86.0% | 11% |
| 20260911 | $6.50 | $5.00 | 84.3% | 9% |
| 20260910 | $6.60 | $3.25 | 86.1% | 11% |
| 20260909 | $7.20 | $3.90 | 82.9% | 8% |
| 20260908 | $6.85 | $4.33 | 83.7% | 9% |
| 20260904 | $7.35 | $5.43 | 77.1% | 2% |
| 20260903 | $7.20 | $4.20 | 77.5% | 2% |
| 20260902 | $5.05 | $5.05 | 80.3% | 5% |
| 20260901 | $4.33 | $4.33 | 81.1% | 6% |
| 20260831 | $4.03 | $4.03 | 75.6% | 0% |
| 20260828 | $4.35 | $4.35 | 84.2% | 5% |
| 20260827 | $6.40 | $6.40 | 86.0% | 7% |
| 20260826 | $5.75 | $5.75 | 81.9% | 2% |
| 20260825 | $6.82 | $6.82 | 86.2% | 7% |
| 20260824 | $5.88 | $5.88 | 82.7% | 3% |
| 20260821 | $6.20 | $4.85 | 85.5% | 6% |
| 20260820 | $6.65 | $1.85 | 92.5% | 14% |
| 20260819 | $6.65 | $1.98 | 85.5% | 6% |
| 20260818 | $6.38 | $2.33 | 85.4% | 6% |
| 20260817 | $5.60 | $2.08 | 79.8% | 0% |
| 20260814 | $5.90 | $2.55 | 82.4% | 2% |
| 20260813 | $6.25 | $3.48 | 88.7% | 9% |
| 20260812 | $6.90 | $3.73 | 89.9% | 11% |
| 20260811 | $7.45 | $3.83 | 87.1% | 7% |
| 20260810 | $7.90 | $3.48 | 94.4% | 16% |
| 20260807 | — | — | 91.0% | 12% |
| 20260806 | $7.35 | $5.47 | 87.6% | 8% |
| 20260805 | $3.67 | $3.67 | 84.1% | 4% |
| 20260804 | $4.82 | $4.82 | 81.9% | 1% |
| 20260803 | $5.45 | $5.45 | 88.4% | 9% |
More on ZBIO
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.