ZBIO (Zenas BioPharma, Inc. Common Stock)
Expected Move & Straddle Price History
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).
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 ZBIO Expected Move
30-Day Straddle
$6.50
7-Day Straddle
$5.00
Avg IV
1.0%
IV Rank
8%
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 | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260911 | $6.50 | $5.00 | 1.0% | 8% |
| 20260910 | $6.60 | $3.25 | 1.0% | 6% |
| 20260909 | $7.20 | $3.90 | 1.1% | 12% |
| 20260908 | $6.85 | $4.33 | 0.9% | 5% |
| 20260904 | $7.35 | $5.43 | 0.9% | 4% |
| 20260903 | $7.20 | $4.20 | 0.9% | 3% |
| 20260902 | $5.05 | $5.05 | 1.2% | 18% |
| 20260901 | $4.33 | $4.33 | 1.3% | 24% |
| 20260831 | $4.03 | $4.03 | 1.1% | 15% |
| 20260828 | $4.35 | $4.35 | 1.3% | 23% |
| 20260827 | $6.40 | $6.40 | 1.2% | 20% |
| 20260826 | $5.75 | $5.75 | 0.9% | 4% |
| 20260825 | $6.82 | $6.82 | 1.1% | 13% |
| 20260824 | $5.88 | $5.88 | 1.0% | 9% |
| 20260821 | $6.20 | $4.85 | 1.1% | 12% |
| 20260820 | $6.65 | $1.85 | 1.1% | 12% |
| 20260819 | $6.65 | $1.98 | 1.0% | 10% |
| 20260818 | $6.38 | $2.33 | 0.9% | 5% |
| 20260817 | $5.60 | $2.08 | 1.0% | 7% |
| 20260814 | $5.90 | $2.55 | 1.1% | 12% |
| 20260813 | $6.25 | $3.48 | 0.8% | 0% |
| 20260812 | $6.90 | $3.73 | 1.0% | 6% |
| 20260811 | $7.45 | $3.83 | 1.0% | 4% |
| 20260810 | $7.90 | $3.48 | 1.0% | 3% |
| 20260806 | $7.35 | $5.47 | 0.9% | 0% |
| 20260805 | $3.67 | $3.67 | 2.0% | 53% |
| 20260804 | $4.82 | $4.82 | 1.8% | 42% |
| 20260803 | $5.45 | $5.45 | 2.1% | 58% |
| 20260731 | $5.67 | $5.67 | 2.2% | 63% |
| 20260730 | $5.50 | $5.50 | 2.0% | 54% |
| 20260729 | $6.25 | $6.25 | 2.1% | 58% |
| 20260728 | $5.55 | $5.55 | 2.1% | 57% |
| 20260727 | $6.40 | $6.40 | 2.0% | 56% |
| 20260724 | $4.90 | $4.90 | 1.9% | 48% |
| 20260723 | $6.28 | $6.28 | 1.8% | 41% |
| 20260722 | $6.90 | $6.90 | 1.7% | 40% |
| 20260721 | $6.30 | $6.30 | 1.7% | 37% |
| 20260720 | $6.50 | $6.50 | 1.6% | 35% |
| 20260716 | $6.18 | $5.03 | 1.7% | 38% |
| 20260715 | $6.45 | $3.85 | 1.1% | 9% |
| 20260714 | $6.88 | $2.98 | 1.2% | 11% |
| 20260713 | $7.15 | $3.92 | 1.4% | 24% |
| 20260710 | $6.85 | $4.90 | 1.1% | 7% |
| 20260709 | $7.00 | $4.75 | 1.3% | 15% |
| 20260708 | $7.25 | $5.25 | 1.3% | 16% |
| 20260707 | $7.10 | $4.62 | 1.2% | 12% |
| 20260706 | $7.45 | $4.15 | 1.5% | 26% |
| 20260702 | $4.42 | $4.42 | 2.9% | 100% |
| 20260701 | $5.15 | $5.15 | 2.3% | 78% |
| 20260630 | $4.82 | $4.82 | 2.4% | 81% |
| 20260629 | $5.00 | $5.00 | 2.0% | 59% |
| 20260626 | $5.05 | $5.05 | 1.6% | 35% |
| 20260625 | $6.00 | $6.00 | 1.8% | 50% |
| 20260624 | $5.00 | $5.00 | 1.7% | 41% |
| 20260623 | $3.15 | $3.15 | 1.7% | 44% |
| 20260622 | $5.12 | $5.12 | 1.3% | 20% |
| 20260618 | $5.85 | $4.90 | 1.5% | 32% |
| 20260617 | $4.62 | $2.95 | 1.4% | 27% |
| 20260616 | $4.93 | $3.15 | 1.6% | 37% |
| 20260615 | $5.45 | $3.00 | 1.7% | 43% |