ZG · Expected Move

ZILLOW GROUP INC CLASS A

The expected move for ZG 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).

ZG straddle price & implied vol

60 sessions

Bars: 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 ZG Expected Move
30-Day Straddle
$5.22
7-Day Straddle
$5.22
30-Day ATM IV
67.3%
IV Rank
59%
Implied one-standard-deviation move through the next 30 days. Compare to ZG'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.
ZG Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261019 $5.22 $5.22 67.3% 59%
20261016 $4.70 $2.38 63.4% 51%
20261015 $5.67 $3.00 69.2% 64%
20261014 $5.17 $1.30 67.9% 61%
20261013 $5.05 $1.73 67.3% 59%
20261012 $5.15 $2.23 66.0% 56%
20261009 $5.30 $1.83 64.7% 54%
20261008 $5.28 $1.95 63.5% 51%
20261007 $5.30 $2.78 60.6% 45%
20261006 $5.30 $2.65 63.2% 50%
20261005 $5.42 $2.70 63.1% 50%
20261002 $2.68 $2.68 58.7% 41%
20261001 $2.88 $2.88 61.0% 46%
20260930 $3.18 $3.18 59.9% 43%
20260929 $3.20 $3.20 60.5% 45%
20260928 $3.33 $3.33 58.9% 41%
20260925 $3.23 $3.23 56.9% 37%
20260924 $2.78 $2.78 52.4% 27%
20260923 $3.48 $3.48 60.5% 44%
20260922 $2.82 $2.82 47.2% 16%
20260921 $4.70 $4.70 67.0% 59%
20260918 $2.67 $1.38 40.0% 0%
20260917 $4.28 $0.95 59.9% 33%
20260916 $4.72 $2.65 59.1% 31%
20260915 $4.58 $2.52 — —
20260914 $4.15 $2.35 51.1% 11%
20260911 $4.65 $2.48 53.8% 17%
20260910 $4.22 $2.65 50.3% 8%
20260909 $4.58 $2.90 50.1% 8%
20260908 $4.22 $2.65 52.4% 14%
20260904 $4.20 $3.15 47.0% 0%
20260903 $5.03 $3.70 52.6% 12%
20260902 $3.10 $3.10 52.8% 12%
20260901 $3.15 $3.15 52.2% 11%
20260831 $3.50 $3.50 50.3% 6%
20260828 $3.62 $3.62 49.1% 3%
20260827 $3.80 $3.80 51.5% 9%
20260826 $3.27 $3.27 48.7% 1%
20260825 $4.10 $4.10 49.4% 3%
20260824 $4.58 $4.58 51.5% 9%
20260821 $4.53 $2.30 50.5% 6%
20260820 $5.05 $2.15 59.4% 30%
20260819 $5.08 $2.18 53.8% 15%
20260818 $4.25 $1.70 51.5% 9%
20260817 $3.92 $2.77 48.7% 1%
20260814 $4.38 $1.95 50.3% 6%
20260813 $5.00 $3.05 55.2% 19%
20260812 $4.22 $2.47 48.2% 0%
20260811 $4.65 $2.77 53.2% 13%
20260810 $5.03 $3.10 56.3% 21%
20260807 — — 53.9% 15%
20260806 $5.55 $4.05 66.7% 49%
20260805 $5.12 $5.12 72.4% 64%
20260804 $4.97 $4.97 71.0% 60%
20260803 $4.95 $4.95 72.7% 65%
20260731 $5.72 $5.72 77.2% 77%
20260730 $5.05 $5.05 72.1% 63%
20260729 $6.75 $6.75 86.0% 100%
20260728 $6.00 $6.00 77.6% 99%
20260727 $5.20 $5.20 77.8% 100%

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.