ZTO · Expected Move
ZTO Express (Cayman) Inc. American Depositary Shares, each representing one Class A ordinary share
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).
ZTO 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 ZTO Expected Move
30-Day Straddle
$2.22
7-Day Straddle
$2.22
30-Day ATM IV
48.8%
IV Rank
71%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $2.22 | $2.22 | 48.8% | 71% |
| 20261021 | $1.32 | $1.32 | 41.5% | 50% |
| 20261020 | $1.80 | $1.80 | 59.1% | 100% |
| 20261019 | $1.62 | $1.62 | 35.8% | 41% |
| 20261016 | $1.57 | $0.17 | — | — |
| 20261015 | $1.57 | $0.53 | 31.6% | 26% |
| 20261014 | $1.70 | $1.27 | 34.8% | 38% |
| 20261013 | $2.40 | $0.68 | 53.1% | 100% |
| 20261012 | $2.25 | $0.82 | 34.7% | 39% |
| 20261009 | $1.57 | $0.68 | 29.2% | 20% |
| 20261008 | $1.73 | $0.90 | 33.3% | 34% |
| 20261007 | $2.50 | $0.88 | 45.3% | 78% |
| 20261006 | $1.90 | $0.85 | 34.1% | 37% |
| 20261005 | $2.58 | $0.90 | 41.8% | 65% |
| 20261002 | $1.30 | $1.30 | 33.1% | 33% |
| 20261001 | $1.20 | $1.20 | 38.2% | 52% |
| 20260930 | $1.40 | $1.40 | 39.6% | 57% |
| 20260929 | $1.12 | $1.12 | 33.4% | 35% |
| 20260928 | $1.07 | $1.07 | 31.7% | 28% |
| 20260925 | $1.10 | $1.10 | 27.4% | 13% |
| 20260924 | $1.23 | $1.23 | 35.1% | 41% |
| 20260923 | $1.32 | $1.32 | 36.8% | 47% |
| 20260922 | $1.42 | $1.42 | 37.1% | 48% |
| 20260921 | $1.52 | $1.52 | 37.9% | 51% |
| 20260918 | $1.12 | $0.17 | 24.5% | 2% |
| 20260917 | $1.07 | $1.48 | 29.8% | 22% |
| 20260916 | $1.23 | $1.85 | 25.9% | 7% |
| 20260915 | $1.52 | $1.90 | 31.0% | 26% |
| 20260914 | $2.25 | $2.38 | 29.6% | 21% |
| 20260911 | $1.27 | $0.75 | 50.6% | 97% |
| 20260910 | $1.15 | $0.60 | 30.4% | 24% |
| 20260909 | $1.67 | $1.02 | 37.1% | 48% |
| 20260908 | $1.40 | $0.88 | 33.4% | 34% |
| 20260904 | $1.55 | $1.23 | 29.5% | 21% |
| 20260903 | $1.18 | $2.05 | 34.3% | 38% |
| 20260902 | $0.72 | $0.72 | 36.5% | 46% |
| 20260901 | $1.70 | $1.70 | 33.6% | 35% |
| 20260831 | $1.43 | $1.43 | 29.7% | 21% |
| 20260828 | $1.25 | $1.25 | 41.7% | 65% |
| 20260827 | $1.02 | $1.02 | — | — |
| 20260826 | $0.85 | $0.85 | 24.5% | 2% |
| 20260825 | $1.12 | $1.12 | 31.6% | 28% |
| 20260824 | $1.35 | $1.35 | 28.8% | 18% |
| 20260821 | $1.15 | $1.02 | 27.8% | 14% |
| 20260820 | $1.30 | $0.50 | 28.1% | 15% |
| 20260819 | $1.57 | $0.67 | 31.1% | 26% |
| 20260818 | $1.75 | $1.18 | 32.8% | 32% |
| 20260817 | $1.95 | $0.97 | 34.8% | 39% |
| 20260814 | $1.95 | $0.92 | 35.0% | 40% |
| 20260813 | $2.25 | $1.20 | 34.3% | 38% |
| 20260812 | $3.12 | $1.60 | 47.4% | 85% |
| 20260811 | $2.40 | $1.12 | 42.5% | 67% |
| 20260810 | $2.52 | $1.38 | 36.8% | 47% |
| 20260807 | — | — | 41.4% | 63% |
| 20260806 | $2.42 | $1.52 | 37.8% | 51% |
| 20260805 | $1.60 | $1.60 | 41.8% | 65% |
| 20260804 | $1.50 | $1.50 | 47.9% | 87% |
| 20260803 | $1.60 | $1.60 | 36.7% | 46% |
| 20260731 | $1.52 | $1.52 | 34.0% | 37% |
| 20260730 | $1.65 | $1.65 | 33.5% | 35% |
More on ZTO
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.