ZHDG · Expected Move
Zega Buy & Hedge ETF · ETF
The expected move for ZHDG 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).
ZHDG 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 ZHDG Expected Move
30-Day Straddle
$5.00
7-Day Straddle
$5.00
30-Day ATM IV
20.6%
IV Rank
38%
Implied one-standard-deviation move through the next 30 days. Compare to ZHDG'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.
ZHDG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $5.00 | $5.00 | 20.6% | 38% |
| 20261021 | $0.95 | $0.95 | 19.8% | 34% |
| 20261020 | $1.00 | $1.00 | 20.7% | 39% |
| 20261019 | $0.88 | $0.88 | 14.7% | 10% |
| 20261016 | $1.00 | $2.98 | 19.4% | 33% |
| 20261015 | $1.07 | $0.80 | 19.5% | 33% |
| 20261014 | $1.02 | $0.75 | 22.2% | 46% |
| 20261013 | $1.10 | $0.85 | 21.5% | 43% |
| 20261012 | $1.12 | $0.90 | 21.1% | 41% |
| 20261009 | $1.12 | $0.90 | 14.2% | 8% |
| 20261008 | $1.12 | $0.85 | 12.6% | 0% |
| 20261007 | $1.07 | $0.90 | 13.4% | 3% |
| 20261006 | $1.17 | $0.95 | 17.8% | 24% |
| 20261005 | $1.07 | $0.85 | 13.7% | 4% |
| 20261002 | $0.90 | $0.90 | 14.0% | 6% |
| 20261001 | $0.88 | $0.88 | 15.3% | 12% |
| 20260930 | $0.88 | $0.88 | 12.7% | 0% |
| 20260929 | $0.97 | $0.97 | 15.6% | 14% |
| 20260928 | $0.95 | $0.95 | 12.9% | 1% |
| 20260925 | $1.00 | $1.00 | 12.9% | 1% |
| 20260924 | $0.97 | $0.97 | 12.8% | 0% |
| 20260923 | $1.02 | $1.02 | 13.4% | 3% |
| 20260922 | $1.02 | $1.02 | 13.6% | 4% |
| 20260921 | $0.97 | $0.97 | 12.8% | 0% |
| 20260918 | $1.00 | $5.00 | 13.6% | 3% |
| 20260917 | $1.02 | $0.95 | 13.1% | 0% |
| 20260916 | $1.00 | $0.95 | 24.0% | 51% |
| 20260915 | $1.07 | $0.97 | 14.5% | 3% |
| 20260914 | $1.02 | $0.93 | 19.5% | 29% |
| 20260911 | $1.08 | $0.93 | 19.1% | 27% |
| 20260910 | $1.00 | $1.02 | 21.1% | 37% |
| 20260909 | $1.10 | $0.95 | 21.2% | 37% |
| 20260908 | $1.10 | $0.93 | 18.9% | 25% |
| 20260904 | $1.10 | $0.93 | 19.7% | 30% |
| 20260903 | $1.07 | $0.90 | 20.3% | 32% |
| 20260902 | $0.93 | $0.93 | 20.3% | 33% |
| 20260901 | $0.98 | $0.98 | 20.4% | 33% |
| 20260831 | $0.90 | $0.90 | 33.5% | 100% |
| 20260828 | $0.95 | $0.95 | 32.8% | 100% |
| 20260827 | $1.00 | $1.00 | 31.9% | 95% |
| 20260826 | $1.02 | $1.02 | 32.8% | 100% |
| 20260825 | $1.05 | $1.05 | 32.6% | 99% |
| 20260824 | $1.02 | $1.02 | 31.8% | 95% |
| 20260821 | $1.05 | $5.00 | 31.9% | 95% |
| 20260820 | $1.02 | $0.82 | 31.9% | 95% |
| 20260819 | $1.07 | $0.88 | 31.2% | 92% |
| 20260818 | $1.07 | $0.90 | 31.5% | 93% |
| 20260817 | $1.07 | $0.95 | 26.3% | 66% |
| 20260814 | $1.12 | $1.00 | 25.9% | 63% |
| 20260813 | $1.02 | $0.97 | 25.5% | 61% |
| 20260812 | $1.02 | $0.95 | 28.7% | 78% |
| 20260811 | $1.07 | $0.88 | 28.2% | 76% |
| 20260810 | $1.20 | $0.93 | 32.8% | 100% |
| 20260807 | — | — | 24.7% | 68% |
| 20260806 | $1.23 | $0.95 | 24.2% | 64% |
| 20260805 | $0.97 | $0.97 | 23.3% | 59% |
| 20260804 | $0.85 | $0.85 | 23.9% | 62% |
| 20260803 | $0.88 | $0.88 | 20.5% | 41% |
| 20260731 | $0.97 | $0.97 | 20.9% | 43% |
| 20260730 | $1.00 | $1.00 | 20.0% | 38% |
More on ZHDG
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.