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
$4.75
7-Day Straddle
$3.58
Avg IV
1.2%
IV Rank
12%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260612 $4.75 $3.58 1.2% 12%
20260611 $5.10 $1.95 1.5% 33%
20260610 $5.12 $3.45 1.6% 38%
20260609 $5.03 $3.45 1.2% 16%
20260608 $5.08 $3.55 1.4% 25%
20260605 $5.05 $3.50 1.5% 28%
20260604 $4.58 $3.25 1.4% 27%
20260603 $4.88 $3.55 1.2% 11%
20260602 $3.90 $3.90 1.6% 35%
20260601 $3.12 $3.12 1.3% 20%
20260529 $3.05 $3.05 1.3% 17%
20260528 $2.35 $2.35 1.3% 18%
20260527 $3.45 $3.45 1.3% 19%
20260526 $3.85 $3.85 1.3% 21%
20260522 $4.68 $4.68 1.1% 9%
20260521 $4.58 $4.58 1.1% 6%
20260520 $5.15 $5.15 1.1% 9%
20260519 $4.33 $4.33 1.1% 10%
20260518 $5.12 $5.12 1.2% 12%
20260515 $5.47 $1.32 1.1% 10%
20260514 $5.20 $1.05 1.1% 7%
20260513 $5.05 $1.02 1.1% 6%
20260512 $5.08 $1.65 1.1% 8%
20260511 $5.25 $2.35 1.1% 8%
20260510 $5.05 $3.35 1.1% 9%
20260508 $5.05 $3.35 1.1% 9%
20260507 $5.80 $2.08 1.2% 14%
20260506 $6.28 $2.12 1.0% 2%
20260505 $6.25 $2.83 1.0% 2%
20260504 $6.12 $4.20 1.0% 0%
20260502 $3.95 $3.95 2.7% 98%
20260501 $3.95 $3.95 2.6% 91%
20260430 $3.80 $3.80 2.5% 85%
20260429 $3.28 $3.28 1.9% 50%
20260428 $3.42 $3.42 2.3% 76%
20260427 $3.38 $3.38 2.2% 73%
20260424 $4.25 $4.25 2.0% 57%
20260423 $3.45 $3.45 2.2% 68%
20260422 $4.80 $4.80 2.1% 67%
20260421 $5.12 $5.12 2.1% 66%
20260420 $3.62 $3.62 2.1% 66%
20260417 $4.22 $4.95 1.7% 43%
20260416 $5.30 $4.90 1.7% 44%
20260415 $4.68 $1.48 1.7% 38%
20260414 $5.62 $4.90 1.8% 47%
20260413 $5.35 $4.22 1.6% 38%
20260410 $5.70 $4.70 1.5% 31%
20260409 $6.03 $3.08 1.7% 42%
20260408 $6.05 $2.52 1.6% 35%
20260407 $5.53 $4.95 1.5% 28%
20260406 $5.68 $4.10 1.5% 30%
20260402 $6.25 $5.05 1.5% 31%
20260401 $4.78 $4.78 1.4% 26%
20260331 $4.05 $4.05 1.4% 22%
20260330 $3.73 $3.73 1.7% 42%
20260327 $3.55 $3.55 1.4% 22%
20260326 $5.70 $5.70 1.9% 51%
20260325 $5.25 $5.25 1.3% 19%
20260324 $5.15 $5.15 1.3% 16%
20260323 $4.97 $4.97 1.3% 17%