ZTS · Expected Move
ZOETIS INC.
The expected move for ZTS 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).
ZTS 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 ZTS Expected Move
30-Day Straddle
$7.80
7-Day Straddle
$4.82
30-Day ATM IV
36.8%
IV Rank
23%
Implied one-standard-deviation move through the next 30 days. Compare to ZTS'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.
ZTS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261106 | $7.80 | $4.82 | 36.8% | 23% |
| 20261105 | $8.20 | $5.70 | 36.9% | 23% |
| 20261104 | $9.30 | $9.30 | 49.3% | 71% |
| 20261103 | $8.70 | $8.70 | 49.7% | 73% |
| 20261102 | $9.00 | $9.00 | 50.6% | 76% |
| 20261030 | $8.10 | $8.10 | 48.7% | 69% |
| 20261029 | $8.15 | $8.15 | 46.6% | 61% |
| 20261028 | $8.20 | $8.20 | 47.2% | 63% |
| 20261027 | $8.40 | $8.40 | 47.8% | 66% |
| 20261026 | $8.30 | $8.30 | 46.8% | 62% |
| 20261023 | $8.75 | $8.75 | 47.9% | 66% |
| 20261022 | $8.40 | $8.40 | 46.2% | 59% |
| 20261021 | $8.70 | $8.70 | 47.6% | 65% |
| 20261020 | $8.35 | $8.35 | 45.2% | 55% |
| 20261019 | $8.15 | $8.15 | 43.4% | 48% |
| 20261016 | $8.70 | $0.90 | 44.3% | 52% |
| 20261015 | $9.00 | $2.52 | 44.8% | 54% |
| 20261014 | $8.80 | $1.88 | 46.2% | 59% |
| 20261013 | $8.70 | $2.15 | 45.2% | 55% |
| 20261012 | $8.85 | $2.45 | 45.3% | 56% |
| 20261009 | $8.95 | $2.67 | 43.5% | 49% |
| 20261008 | $9.10 | $3.40 | 42.9% | 46% |
| 20261007 | $8.90 | $3.48 | 43.0% | 47% |
| 20261006 | $9.20 | $3.15 | 44.1% | 51% |
| 20261005 | $8.65 | $3.27 | 41.7% | 42% |
| 20261002 | $3.55 | $3.55 | 38.3% | 28% |
| 20261001 | $3.65 | $3.65 | 40.6% | 37% |
| 20260930 | $3.78 | $3.78 | 40.1% | 36% |
| 20260929 | $4.15 | $4.15 | 39.9% | 35% |
| 20260928 | $3.92 | $3.92 | 38.7% | 30% |
| 20260925 | $4.28 | $4.28 | 36.3% | 21% |
| 20260924 | $4.65 | $4.65 | 37.0% | 24% |
| 20260923 | $4.88 | $4.88 | 36.3% | 21% |
| 20260922 | $5.15 | $5.15 | 36.3% | 21% |
| 20260921 | $4.97 | $4.97 | 35.1% | 16% |
| 20260918 | $5.00 | $2.00 | 31.0% | 0% |
| 20260917 | $5.53 | $2.10 | 32.1% | 1% |
| 20260916 | $5.97 | $2.45 | 33.8% | 8% |
| 20260915 | $6.05 | $2.57 | 33.6% | 7% |
| 20260914 | $6.15 | $2.80 | 34.6% | 11% |
| 20260911 | $6.22 | $3.15 | 32.6% | 3% |
| 20260910 | $6.60 | $3.67 | 34.6% | 11% |
| 20260909 | $6.75 | $3.52 | 33.5% | 7% |
| 20260908 | $7.20 | $3.80 | 36.9% | 20% |
| 20260904 | $7.25 | $3.90 | 34.8% | 12% |
| 20260903 | $7.40 | $4.17 | 34.8% | 12% |
| 20260902 | $4.28 | $4.28 | 34.3% | 10% |
| 20260901 | $4.80 | $4.80 | 35.6% | 15% |
| 20260831 | $4.80 | $4.80 | 34.6% | 11% |
| 20260828 | $5.47 | $5.47 | 34.9% | 12% |
| 20260827 | $4.80 | $4.80 | 34.1% | 9% |
| 20260826 | $5.82 | $5.82 | 35.0% | 13% |
| 20260825 | $5.75 | $5.75 | 35.2% | 13% |
| 20260824 | $5.93 | $5.93 | 35.4% | 14% |
| 20260821 | $6.50 | $2.25 | 36.2% | 17% |
| 20260820 | $5.93 | $1.20 | 35.4% | 14% |
| 20260819 | $6.25 | $2.38 | 34.9% | 12% |
| 20260818 | $5.90 | $2.17 | 33.8% | 8% |
| 20260817 | $6.12 | $3.00 | 34.0% | 9% |
| 20260814 | $5.88 | $2.88 | 31.9% | 0% |
More on ZTS
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.