ZLAB · Expected Move

Zai Lab Limited American Depositary Shares

The expected move for ZLAB 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).

ZLAB 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 ZLAB Expected Move
30-Day Straddle
$2.50
7-Day Straddle
$2.50
30-Day ATM IV
59.7%
IV Rank
28%
Implied one-standard-deviation move through the next 30 days. Compare to ZLAB'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.
ZLAB Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261026 $2.50 $2.50 59.7% 28%
20261023 $5.30 $5.30 94.2% 78%
20261022 $5.10 $5.10 96.5% 82%
20261021 $5.53 $5.53 99.3% 86%
20261020 $4.40 $4.40 80.0% 58%
20261019 $3.67 $3.67 91.5% 75%
20261016 $5.55 $5.00 92.6% 76%
20261015 $4.65 $2.20 86.8% 68%
20261014 $5.25 $4.50 92.7% 76%
20261013 $5.40 $1.70 87.4% 69%
20261012 $4.65 $3.60 72.9% 47%
20261009 $4.95 $3.90 78.0% 55%
20261008 $4.65 $4.67 79.5% 57%
20261007 $4.85 $2.22 69.9% 43%
20261006 $4.95 $4.30 68.8% 41%
20261005 $4.97 $3.67 67.5% 39%
20261002 $2.50 $2.50 69.7% 42%
20261001 $5.00 $5.00 76.8% 53%
20260930 $3.80 $3.80 70.8% 44%
20260929 $5.03 $5.03 88.7% 70%
20260928 $5.47 $5.47 93.4% 77%
20260925 $2.75 $2.75 68.2% 40%
20260924 $3.02 $3.02 66.8% 38%
20260923 $3.70 $3.70 76.6% 53%
20260922 $2.90 $2.90 60.5% 29%
20260921 $2.62 $2.62 58.4% 26%
20260918 $4.78 $2.15 83.1% 62%
20260917 $4.20 $2.68 71.9% 46%
20260916 $4.25 $3.82 77.1% 53%
20260915 $5.10 $3.15 87.2% 68%
20260914 $4.28 $2.40 72.1% 46%
20260911 $5.43 $3.30 86.7% 68%
20260910 $5.05 $3.95 61.3% 30%
20260909 $4.35 $4.68 74.4% 49%
20260908 $5.20 $3.75 78.5% 55%
20260904 $4.42 $2.95 65.6% 36%
20260903 $5.85 $2.15 67.1% 39%
20260902 $2.40 $2.40 65.8% 37%
20260901 $2.15 $2.15 68.1% 40%
20260831 $2.50 $2.50 73.4% 48%
20260828 $2.40 $2.40 63.5% 33%
20260827 $2.98 $2.98 63.1% 33%
20260826 $2.92 $2.92 64.6% 35%
20260825 $2.45 $2.45 60.3% 29%
20260824 $4.15 $4.15 57.7% 25%
20260821 $1.75 $1.62 40.9% 0%
20260820 $2.95 $1.33 58.5% 17%
20260819 $2.90 $1.55 48.8% 1%
20260818 $2.38 $1.62 50.4% 3%
20260817 $3.77 $1.98 66.4% 30%
20260814 $4.97 $1.30 77.8% 49%
20260813 $2.85 $1.75 62.9% 24%
20260812 $4.10 $1.27 76.2% 46%
20260811 $4.62 $1.60 67.2% 31%
20260810 $4.25 $2.08 68.4% 27%
20260807 — — 77.0% 38%
20260806 $5.10 $4.00 73.9% 34%
20260805 $2.12 $2.12 80.0% 42%
20260804 $3.00 $3.00 85.0% 49%
20260803 $3.02 $3.02 63.4% 20%

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.