ZEPP (Zepp Health Corporation American depositary shares, each representing sixteen Class A ordinary shares)

Expected Move & Straddle Price History

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).

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 ZEPP Expected Move
30-Day Straddle
$1.75
7-Day Straddle
$3.00
Avg IV
1.6%
IV Rank
12%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260716 $1.75 $3.00 1.6% 12%
20260715 $1.65 $0.97 1.4% 7%
20260714 $1.83 $0.93 1.5% 10%
20260713 $2.05 $0.97 1.4% 8%
20260710 $1.90 $0.95 1.5% 10%
20260709 $1.90 $0.90 1.3% 5%
20260708 $1.80 $0.95 1.5% 9%
20260707 $1.65 $1.10 1.5% 11%
20260706 $2.10 $1.00 1.5% 9%
20260702 $1.07 $1.07 3.3% 63%
20260701 $1.15 $1.15 2.8% 47%
20260630 $1.05 $1.05 3.3% 63%
20260629 $1.43 $1.43 3.7% 74%
20260626 $1.75 $1.75 3.1% 58%
20260625 $1.20 $1.20 3.3% 61%
20260624 $1.93 $1.93 3.1% 57%
20260623 $1.30 $1.30 2.9% 52%
20260622 $2.10 $2.10 3.0% 53%
20260618 $1.45 $0.68 2.7% 45%
20260617 $2.27 $0.55 2.0% 26%
20260616 $1.60 $0.85 2.4% 38%
20260615 $1.60 $0.90 2.7% 44%
20260613 $1.60 $0.93 2.4% 35%
20260612 $1.60 $0.93 2.4% 36%
20260611 $1.50 $1.00 2.8% 49%
20260610 $1.50 $1.32 2.6% 41%
20260609 $1.23 $2.00 2.6% 43%
20260608 $2.80 $1.80 1.9% 21%
20260605 $2.67 $2.48 2.1% 28%
20260604 $3.20 $1.55 1.9% 23%
20260603 $2.65 $1.60 1.8% 20%
20260602 $1.93 $1.93 2.5% 39%
20260601 $2.12 $2.12 4.6% 100%
20260529 $2.58 $2.58 3.5% 100%
20260528 $2.75 $2.75 3.4% 100%
20260527 $2.52 $2.52 3.1% 96%
20260526 $2.50 $2.50 3.2% 100%
20260522 $2.80 $2.80 3.0% 99%
20260521 $3.50 $3.50 2.8% 93%
20260520 $2.75 $2.75 2.9% 96%
20260519 $3.30 $3.30 3.0% 100%
20260518 $2.38 $2.38 2.4% 73%
20260515 $3.15 $1.43 2.5% 75%
20260514 $3.15 $1.38 2.5% 77%
20260513 $3.45 $1.55 2.3% 65%
20260512 $3.40 $2.40 2.5% 77%
20260511 $4.30 $2.17 2.4% 71%
20260510 $4.53 $1.88 2.0% 54%
20260508 $4.53 $1.88 2.0% 52%
20260507 $4.83 $2.83 1.8% 40%
20260506 $6.05 $3.30 1.7% 36%
20260505 $5.92 $2.80 1.7% 36%
20260504 $5.95 $3.83 1.7% 40%
20260502 $3.83 $3.83 2.0% 52%
20260501 $3.83 $3.83 2.0% 54%
20260430 $3.85 $3.85 1.9% 49%
20260429 $4.33 $4.33 2.1% 57%
20260428 $4.33 $4.33 1.9% 48%
20260427 $4.12 $4.12 1.8% 42%
20260424 $4.40 $4.40 1.7% 38%