ZION · Expected Move
Zions Bancorporation N.A.
The expected move for ZION 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).
ZION 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 ZION Expected Move
30-Day Straddle
$4.93
7-Day Straddle
$4.93
30-Day ATM IV
32.3%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to ZION'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.
ZION Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261019 | $4.93 | $4.93 | 32.3% | 100% |
| 20261016 | $5.03 | $1.18 | 31.6% | 93% |
| 20261015 | $5.03 | $1.17 | 31.6% | 93% |
| 20261014 | $5.08 | $1.75 | 31.8% | 96% |
| 20261013 | $5.10 | $1.55 | 31.9% | 96% |
| 20261012 | $5.25 | $1.77 | 32.2% | 100% |
| 20261009 | $5.28 | $2.12 | 31.4% | 97% |
| 20261008 | $5.35 | $2.08 | 31.0% | 92% |
| 20261007 | $5.10 | $2.23 | 29.9% | 77% |
| 20261006 | $5.40 | $2.38 | 30.2% | 81% |
| 20261005 | $5.55 | $2.48 | 30.0% | 79% |
| 20261002 | $2.88 | $2.88 | 30.0% | 79% |
| 20261001 | $2.88 | $2.88 | 30.9% | 91% |
| 20260930 | $2.88 | $2.88 | 30.0% | 78% |
| 20260929 | $3.08 | $3.08 | 30.1% | 79% |
| 20260928 | $3.02 | $3.02 | 28.4% | 57% |
| 20260925 | $3.30 | $3.30 | 27.8% | 49% |
| 20260924 | $3.33 | $3.33 | 27.7% | 48% |
| 20260923 | $3.42 | $3.42 | 28.4% | 58% |
| 20260922 | $3.73 | $3.73 | 27.8% | 49% |
| 20260921 | $3.42 | $3.42 | 26.6% | 34% |
| 20260918 | $3.67 | $1.23 | 25.2% | 15% |
| 20260917 | $4.05 | $1.22 | 26.4% | 31% |
| 20260916 | $3.90 | $1.27 | 25.8% | 22% |
| 20260915 | $4.25 | $1.75 | 26.4% | 32% |
| 20260914 | $4.00 | $1.88 | 24.8% | 10% |
| 20260911 | $4.47 | $2.30 | 25.0% | 12% |
| 20260910 | $4.62 | $2.40 | 26.4% | 31% |
| 20260909 | $4.68 | $2.45 | 26.4% | 31% |
| 20260908 | $4.53 | $2.62 | 25.1% | 14% |
| 20260904 | $4.53 | $2.55 | 24.1% | 0% |
| 20260903 | $4.70 | $2.67 | 24.6% | 6% |
| 20260902 | $2.85 | $2.85 | 25.2% | 14% |
| 20260901 | $3.00 | $3.00 | 25.4% | 18% |
| 20260831 | $2.98 | $2.98 | 26.1% | 27% |
| 20260828 | $3.15 | $3.15 | 25.2% | 15% |
| 20260827 | $3.35 | $3.35 | 25.5% | 12% |
| 20260826 | $3.57 | $3.57 | 25.1% | 8% |
| 20260825 | $3.55 | $3.55 | 26.1% | 15% |
| 20260824 | $3.80 | $3.80 | 26.4% | 17% |
| 20260821 | $3.70 | $0.45 | 24.5% | 3% |
| 20260820 | $4.05 | $0.97 | 26.0% | 14% |
| 20260819 | $4.20 | $1.45 | 25.7% | 12% |
| 20260818 | $4.22 | $1.80 | 24.3% | 2% |
| 20260817 | $4.08 | $1.73 | 24.2% | 1% |
| 20260814 | $4.28 | $1.82 | 24.1% | 0% |
| 20260813 | $4.38 | $2.12 | 24.3% | 0% |
| 20260812 | $4.47 | $2.20 | 24.3% | 0% |
| 20260811 | $4.67 | $2.42 | 24.8% | 0% |
| 20260810 | $4.62 | $2.42 | 25.1% | 0% |
| 20260807 | — | — | 25.3% | 0% |
| 20260806 | $5.10 | $2.83 | 25.7% | 2% |
| 20260805 | $3.05 | $3.05 | 25.5% | 1% |
| 20260804 | $3.10 | $3.10 | 25.3% | 0% |
| 20260803 | $3.22 | $3.22 | 25.7% | 0% |
| 20260731 | $3.42 | $3.42 | 25.8% | 0% |
| 20260730 | $3.60 | $3.60 | 26.3% | 3% |
| 20260729 | $3.80 | $3.80 | 26.7% | 5% |
| 20260728 | $3.95 | $3.95 | 27.4% | 9% |
| 20260727 | $4.15 | $4.15 | 27.4% | 9% |
More on ZION
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.