ZEPP · Expected Move
Zepp Health Corporation American depositary shares, each representing sixteen Class A ordinary shares
The expected move for ZEPP 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).
ZEPP 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 ZEPP Expected Move
30-Day Straddle
$8.43
7-Day Straddle
$0.80
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to ZEPP'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.
ZEPP Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $8.43 | $0.80 | — | — |
| 20261015 | $4.22 | $16.65 | — | — |
| 20261014 | $1.57 | $1.15 | 159.1% | 44% |
| 20261013 | $11.15 | $1.12 | — | — |
| 20261012 | $11.25 | $1.22 | — | — |
| 20261009 | $11.25 | $1.38 | — | — |
| 20261008 | $1.65 | $3.38 | — | — |
| 20261007 | $3.33 | $3.33 | — | — |
| 20261006 | $11.40 | $3.38 | — | — |
| 20261005 | $2.00 | $1.50 | 191.8% | 62% |
| 20261002 | $1.30 | $1.30 | 259.9% | 100% |
| 20261001 | $1.42 | $1.42 | 143.4% | 49% |
| 20260930 | $1.65 | $1.65 | 117.1% | 29% |
| 20260929 | $1.42 | $1.42 | 169.1% | 70% |
| 20260928 | $1.30 | $1.30 | 149.4% | 54% |
| 20260925 | $1.12 | $1.12 | 124.4% | 34% |
| 20260924 | $1.12 | $1.12 | 149.7% | 54% |
| 20260923 | $1.10 | $1.10 | 111.5% | 24% |
| 20260922 | $1.05 | $1.05 | 108.1% | 21% |
| 20260921 | $1.05 | $1.05 | 104.7% | 19% |
| 20260918 | $1.10 | $0.60 | 97.2% | 13% |
| 20260917 | $1.25 | $0.67 | 109.9% | 23% |
| 20260916 | $1.10 | $0.88 | 81.1% | 0% |
| 20260915 | $1.18 | $0.73 | 96.1% | 6% |
| 20260914 | $1.20 | $0.65 | 99.4% | 9% |
| 20260911 | $1.27 | $0.57 | 106.5% | 15% |
| 20260910 | $1.10 | $0.47 | 90.8% | 2% |
| 20260909 | $1.32 | $0.50 | 97.1% | 7% |
| 20260908 | $1.27 | $0.65 | 99.9% | 10% |
| 20260904 | $1.25 | $0.62 | 88.5% | 0% |
| 20260903 | $1.35 | $0.82 | 98.2% | 4% |
| 20260902 | $0.85 | $0.85 | 98.1% | 4% |
| 20260901 | $1.25 | $1.25 | 126.2% | 29% |
| 20260831 | $1.08 | $1.08 | 110.3% | 14% |
| 20260828 | $1.02 | $1.02 | 128.7% | 31% |
| 20260827 | $1.15 | $1.15 | 111.0% | 15% |
| 20260826 | $1.15 | $1.15 | 126.1% | 28% |
| 20260825 | $1.02 | $1.02 | 102.8% | 8% |
| 20260824 | $1.08 | $1.08 | 107.6% | 12% |
| 20260821 | $1.18 | $0.55 | 105.4% | 10% |
| 20260820 | $1.35 | $0.62 | 112.4% | 16% |
| 20260819 | $1.25 | $0.80 | 101.7% | 7% |
| 20260818 | $1.33 | $0.82 | 103.0% | 8% |
| 20260817 | $1.50 | $1.15 | — | — |
| 20260814 | $1.43 | $0.82 | 128.8% | 31% |
| 20260813 | $1.32 | $0.90 | 138.1% | 39% |
| 20260812 | $1.48 | $1.20 | 113.6% | 17% |
| 20260811 | $1.07 | $1.85 | 138.8% | 40% |
| 20260810 | $1.38 | $1.02 | 112.2% | 16% |
| 20260807 | — | — | 184.2% | 80% |
| 20260806 | $1.38 | $1.15 | 111.9% | 16% |
| 20260805 | $1.32 | $1.32 | 125.2% | 28% |
| 20260804 | $0.93 | $0.93 | 100.3% | 6% |
| 20260803 | $1.12 | $1.12 | 109.8% | 14% |
| 20260731 | $1.43 | $1.43 | 129.4% | 31% |
| 20260730 | $1.53 | $1.53 | 113.5% | 17% |
| 20260729 | $2.42 | $2.42 | 104.3% | 9% |
| 20260728 | $1.35 | $1.35 | 133.3% | 35% |
| 20260727 | $1.30 | $1.30 | 121.1% | 24% |
| 20260724 | $1.48 | $1.48 | 135.4% | 37% |
More on ZEPP
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.