ZETA · Expected Move
Zeta Global Holdings Corp.
The expected move for ZETA 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).
ZETA 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 ZETA Expected Move
30-Day Straddle
$6.32
7-Day Straddle
$4.97
30-Day ATM IV
84.6%
IV Rank
75%
Implied one-standard-deviation move through the next 30 days. Compare to ZETA'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.
ZETA Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $6.32 | $4.97 | 84.6% | 75% |
| 20261106 | $6.01 | $4.56 | 87.9% | 83% |
| 20261105 | $5.80 | $4.78 | 88.3% | 84% |
| 20261104 | $5.53 | $4.87 | 76.2% | 54% |
| 20261103 | $6.04 | $5.04 | 85.2% | 76% |
| 20261102 | $6.17 | $1.98 | 85.0% | 76% |
| 20261030 | $6.11 | $2.56 | 87.1% | 81% |
| 20261029 | $5.86 | $2.25 | 78.1% | 59% |
| 20261028 | $6.50 | $3.26 | 83.0% | 71% |
| 20261027 | $5.90 | $3.24 | 78.2% | 59% |
| 20261026 | $6.38 | $1.58 | 80.0% | 63% |
| 20261023 | $5.90 | $2.38 | 78.4% | 60% |
| 20261022 | $6.03 | $2.22 | 79.7% | 63% |
| 20261021 | $6.05 | $2.72 | 77.5% | 58% |
| 20261020 | $6.21 | $3.19 | 79.9% | 63% |
| 20261019 | $5.88 | $1.60 | 79.5% | 62% |
| 20261016 | $5.71 | $2.13 | 76.3% | 55% |
| 20261015 | $6.20 | $2.28 | 80.4% | 64% |
| 20261014 | $6.21 | $2.42 | 81.3% | 67% |
| 20261013 | $5.80 | $2.76 | 73.9% | 49% |
| 20261012 | $5.63 | $1.77 | 71.6% | 43% |
| 20261009 | $5.06 | $1.78 | 69.9% | 39% |
| 20261008 | $5.31 | $2.46 | 72.7% | 46% |
| 20261007 | $5.69 | $2.65 | 75.1% | 52% |
| 20261006 | $5.53 | $2.62 | 71.3% | 42% |
| 20261005 | $5.54 | $2.05 | 69.1% | 37% |
| 20261002 | $4.61 | $2.30 | 65.9% | 29% |
| 20261001 | $4.93 | $2.57 | 68.6% | 36% |
| 20260930 | $4.56 | $2.45 | 63.4% | 23% |
| 20260929 | $4.49 | $2.33 | 65.8% | 29% |
| 20260928 | $4.28 | $1.57 | 61.6% | 19% |
| 20260925 | $4.01 | $1.90 | 60.5% | 16% |
| 20260924 | $3.86 | $2.38 | 60.6% | 16% |
| 20260923 | $4.38 | $2.32 | 61.6% | 19% |
| 20260922 | $4.23 | $2.50 | 60.9% | 17% |
| 20260921 | $4.18 | $1.71 | 59.7% | 14% |
| 20260918 | $3.88 | $1.75 | 58.8% | 12% |
| 20260917 | $4.06 | $2.05 | 59.8% | 14% |
| 20260916 | $4.68 | $2.21 | 63.7% | 24% |
| 20260915 | $4.47 | $2.21 | 61.0% | 17% |
| 20260914 | $4.58 | $1.70 | 61.0% | 17% |
| 20260911 | $4.04 | $1.78 | 59.5% | 13% |
| 20260910 | $3.96 | $2.21 | 58.3% | 11% |
| 20260909 | $4.32 | $2.10 | 62.1% | 20% |
| 20260908 | $4.67 | $2.48 | 66.4% | 30% |
| 20260904 | $3.94 | $1.78 | 58.6% | 11% |
| 20260903 | $4.33 | $2.10 | 57.6% | 9% |
| 20260902 | $4.13 | $2.12 | 60.4% | 16% |
| 20260901 | $4.63 | $2.74 | 63.2% | 22% |
| 20260831 | $4.19 | $1.63 | 58.1% | 10% |
| 20260828 | $3.47 | $2.04 | 54.0% | 0% |
| 20260827 | $4.03 | $2.16 | 59.0% | 8% |
| 20260826 | $3.67 | $2.14 | 56.1% | 0% |
| 20260825 | $4.00 | $2.42 | 60.3% | 10% |
| 20260824 | $3.92 | $1.67 | 59.6% | 8% |
| 20260821 | $3.86 | $1.94 | 58.9% | 7% |
| 20260820 | $4.14 | $1.88 | 58.1% | 5% |
| 20260819 | $4.01 | $2.11 | 58.2% | 5% |
| 20260818 | $4.02 | $2.22 | 57.1% | 2% |
| 20260817 | $4.28 | $1.40 | 59.2% | 8% |
More on ZETA
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.