ZTO (ZTO Express (Cayman) Inc. American Depositary Shares, each representing one Class A ordinary share)

Expected Move & Straddle Price History

The expected move for ZTO 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).

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.

Current ZTO Expected Move
30-Day Straddle
$1.55
7-Day Straddle
$1.23
Avg IV
0.6%
IV Rank
22%
Implied one-standard-deviation move through the next 30 days. Compare to ZTO'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.
ZTO Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260904 $1.55 $1.23 0.6% 22%
20260903 $1.18 $2.05 0.7% 34%
20260902 $0.72 $0.72 1.0% 79%
20260901 $1.70 $1.70 1.0% 76%
20260831 $1.43 $1.43 1.1% 89%
20260828 $1.25 $1.25 0.9% 65%
20260827 $1.02 $1.02 0.8% 60%
20260826 $0.85 $0.85 0.7% 47%
20260825 $1.12 $1.12 0.8% 56%
20260824 $1.35 $1.35 0.7% 45%
20260821 $1.15 $1.02 0.8% 48%
20260820 $1.30 $0.50 0.7% 44%
20260819 $1.57 $0.67 0.7% 39%
20260818 $1.75 $1.18 0.7% 42%
20260817 $1.95 $0.97 0.7% 34%
20260814 $1.95 $0.92 0.6% 33%
20260813 $2.25 $1.20 0.7% 38%
20260812 $3.12 $1.60 0.6% 30%
20260811 $2.40 $1.12 0.7% 39%
20260810 $2.52 $1.38 0.6% 27%
20260806 $2.42 $1.52 0.6% 24%
20260805 $1.60 $1.60 0.8% 49%
20260804 $1.50 $1.50 0.8% 48%
20260803 $1.60 $1.60 0.7% 36%
20260731 $1.52 $1.52 0.6% 24%
20260730 $1.65 $1.65 0.7% 34%
20260729 $2.60 $2.60 0.8% 49%
20260728 $1.73 $1.73 0.7% 37%
20260727 $3.08 $3.08 0.6% 32%
20260724 $1.98 $1.98 0.6% 23%
20260723 $1.73 $1.73 0.6% 30%
20260722 $1.77 $1.77 0.5% 16%
20260721 $1.97 $1.97 0.5% 13%
20260720 $1.77 $1.77 0.6% 21%
20260716 $1.95 $8.43 0.5% 13%
20260715 $2.12 $0.77 0.4% 3%
20260714 $2.05 $0.57 0.5% 15%
20260713 $2.00 $0.60 0.5% 9%
20260710 $2.15 $0.62 0.4% 2%
20260709 $1.95 $0.95 0.4% 0%
20260708 $1.97 $1.02 0.5% 5%
20260707 $2.05 $1.12 0.4% 0%
20260706 $2.17 $1.17 0.5% 0%
20260702 $1.12 $1.12 1.1% 95%
20260701 $1.15 $1.15 1.1% 95%
20260630 $1.17 $1.17 1.0% 81%
20260629 $0.95 $0.95 1.1% 89%
20260626 $1.10 $1.10 0.9% 67%
20260625 $2.25 $2.25 0.9% 59%
20260624 $1.20 $1.20 0.9% 60%
20260623 $1.25 $1.25 0.9% 65%
20260622 $1.35 $1.35 0.9% 60%
20260618 $1.48 $0.32 0.8% 51%
20260617 $1.43 $0.88 0.9% 59%
20260616 $1.35 $0.50 0.8% 45%
20260615 $1.33 $0.80 0.8% 41%
20260613 $1.48 $0.68 0.8% 39%
20260612 $1.48 $0.68 0.8% 40%
20260611 $1.75 $1.05 0.9% 56%
20260610 $1.75 $0.90 0.7% 36%