ZURA · Expected Move

Zura Bio Limited Class A Ordinary Shares

The expected move for ZURA 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).

ZURA 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 ZURA Expected Move
30-Day Straddle
$3.00
7-Day Straddle
$3.00
30-Day ATM IV
338.3%
IV Rank
82%
Implied one-standard-deviation move through the next 30 days. Compare to ZURA'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.
ZURA Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $3.00 $3.00 338.3% 82%
20261021 $3.95 $3.95 401.6% 100%
20261020 $2.12 $2.12 223.0% 53%
20261019 $2.15 $2.15 — —
20261016 $2.10 $2.67 249.1% 61%
20261015 $3.23 $0.88 — —
20261014 $3.62 $2.73 315.4% 82%
20261013 $4.60 $0.90 — —
20261012 $3.62 $8.78 — —
20261009 $3.35 $1.05 273.7% 68%
20261008 $2.17 $1.40 168.3% 35%
20261007 $2.50 $0.97 193.2% 43%
20261006 $2.05 $1.25 — —
20261005 $3.50 $1.45 — —
20261002 $1.23 $1.23 138.3% 26%
20261001 $1.25 $1.25 — —
20260930 $1.12 $1.12 115.0% 19%
20260929 $1.15 $1.15 100.5% 14%
20260928 $1.03 $1.03 82.8% 9%
20260925 $1.23 $1.23 276.0% 69%
20260924 $1.00 $1.00 135.6% 25%
20260923 $1.05 $1.05 144.2% 28%
20260922 $0.75 $0.75 155.8% 32%
20260921 $1.00 $1.00 114.8% 19%
20260918 $1.33 $1.12 — —
20260917 $1.00 $0.48 — —
20260916 $3.00 $0.58 — —
20260915 $2.00 $0.73 113.0% 18%
20260914 $1.12 $0.47 91.5% 11%
20260911 $1.85 $0.67 113.0% 18%
20260910 $1.10 $0.58 81.2% 8%
20260909 $3.00 $1.05 168.1% 35%
20260908 $1.88 $1.12 97.2% 13%
20260904 $1.73 $1.15 130.0% 24%
20260903 $1.48 $1.10 — —
20260902 $0.80 $0.80 66.1% 4%
20260901 $0.78 $0.78 73.1% 6%
20260831 $0.78 $0.78 — —
20260828 $1.05 $1.05 — —
20260827 $1.25 $1.25 151.1% 30%
20260826 $1.20 $1.20 87.0% 10%
20260825 $1.42 $1.42 111.4% 18%
20260824 $1.32 $1.32 111.0% 18%
20260821 $1.25 $2.55 — —
20260820 $1.52 $1.10 132.5% 24%
20260819 $1.52 $0.88 — —
20260818 $0.80 $0.60 83.8% 9%
20260817 $0.95 $3.15 71.8% 5%
20260814 $1.07 $0.72 73.7% 6%
20260813 $1.00 $0.67 83.3% 9%
20260812 $1.12 $0.77 86.6% 10%
20260811 $1.10 $2.58 140.5% 27%
20260810 $1.40 $1.10 — —
20260806 $2.80 $5.05 199.0% 45%
20260805 $2.65 $2.65 93.3% 12%
20260804 $0.82 $0.82 54.8% 0%
20260803 $2.67 $2.67 — —
20260731 $1.20 $1.20 114.1% 19%
20260730 $2.73 $2.73 69.1% 4%
20260729 $1.23 $1.23 110.0% 17%

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.