ZGN · Expected Move

Ermenegildo Zegna N.V.

The expected move for ZGN 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).

ZGN 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 ZGN Expected Move
30-Day Straddle
$2.25
7-Day Straddle
$2.40
30-Day ATM IV
56.6%
IV Rank
34%
Implied one-standard-deviation move through the next 30 days. Compare to ZGN'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.
ZGN Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261113 $2.25 $2.40 56.6% 34%
20261112 $2.02 $2.10 54.1% 30%
20261111 $1.75 $2.00 54.9% 31%
20261110 $2.38 $1.85 92.7% 98%
20261109 $1.75 $1.65 57.9% 37%
20261106 $2.35 $1.57 — —
20261105 $2.75 $2.40 60.2% 41%
20261104 $1.95 $1.95 55.0% 32%
20261103 $6.97 $6.97 46.5% 15%
20261102 $1.70 $1.70 47.8% 17%
20261030 $2.73 $2.73 64.4% 44%
20261029 $1.73 $1.73 — —
20261028 $2.55 $2.55 61.8% 40%
20261027 $2.33 $2.33 56.5% 31%
20261026 $2.10 $2.10 59.4% 36%
20261023 $1.80 $1.80 59.9% 37%
20261022 $2.62 $2.62 64.6% 45%
20261021 $1.88 $1.88 — —
20261020 $1.60 $1.60 56.5% 31%
20261019 $1.67 $1.67 57.6% 33%
20261016 $1.57 $1.23 50.2% 21%
20261015 $1.70 $1.32 — —
20261014 $1.48 $2.75 — —
20261013 $1.40 $0.88 — —
20261012 $2.00 $0.75 63.7% 43%
20261009 $2.05 $0.95 83.5% 75%
20261008 $1.95 $1.38 — —
20261007 $2.25 $1.88 63.0% 42%
20261006 $1.55 $1.05 48.4% 18%
20261005 $2.40 $1.48 71.1% 55%
20261002 $2.10 $2.10 73.2% 59%
20261001 $1.57 $1.57 48.5% 19%
20260930 $2.12 $2.12 46.6% 15%
20260929 $2.00 $2.00 76.5% 64%
20260928 $1.25 $1.25 58.5% 35%
20260925 $1.05 $1.05 46.4% 15%
20260924 $1.23 $1.23 — —
20260923 $1.90 $1.90 78.8% 68%
20260922 $1.65 $1.65 62.9% 42%
20260921 $1.82 $1.82 68.3% 51%
20260918 $1.75 $1.07 64.8% 45%
20260917 $1.38 $1.18 45.0% 10%
20260916 $2.33 $1.55 84.4% 59%
20260915 $1.75 $1.73 62.4% 32%
20260914 $2.55 $1.70 73.7% 46%
20260911 $1.75 $1.52 57.6% 26%
20260910 $1.77 $1.48 68.6% 39%
20260909 $2.25 $1.75 52.4% 19%
20260908 $1.88 $1.43 65.0% 35%
20260904 $2.25 $0.82 42.7% 7%
20260903 $1.45 $0.90 43.4% 8%
20260902 $2.65 $2.65 87.2% 63%
20260901 $2.27 $2.27 75.8% 48%
20260831 $2.05 $2.05 67.3% 38%
20260828 $2.62 $2.62 65.6% 36%
20260827 $3.35 $3.35 74.2% 46%
20260826 $2.30 $2.30 71.0% 42%
20260825 $2.48 $2.48 57.1% 25%
20260824 $2.20 $2.20 65.7% 36%
20260821 $2.15 $2.47 62.6% 32%

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.