ZWS · Expected Move
Zurn Elkay Water Solutions Corporation
The expected move for ZWS 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).
ZWS 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 ZWS Expected Move
30-Day Straddle
$4.65
7-Day Straddle
$4.65
30-Day ATM IV
40.1%
IV Rank
67%
Implied one-standard-deviation move through the next 30 days. Compare to ZWS'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.
ZWS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $4.65 | $4.65 | 40.1% | 67% |
| 20261021 | $4.78 | $4.78 | 41.0% | 72% |
| 20261020 | $4.20 | $4.20 | 37.8% | 54% |
| 20261019 | $4.60 | $4.60 | 41.3% | 73% |
| 20261016 | $4.58 | $2.48 | 39.2% | 62% |
| 20261015 | $4.35 | $1.35 | 36.2% | 46% |
| 20261014 | $4.55 | $1.15 | 36.7% | 48% |
| 20261013 | $3.70 | $1.48 | 31.0% | 18% |
| 20261012 | $4.72 | $2.02 | 37.9% | 55% |
| 20261009 | $4.38 | $1.65 | 33.0% | 29% |
| 20261008 | $4.10 | $11.80 | 33.0% | 29% |
| 20261007 | $4.35 | $2.65 | 35.5% | 42% |
| 20261006 | $4.03 | $2.10 | 30.3% | 15% |
| 20261005 | $4.83 | $2.60 | 35.0% | 39% |
| 20261002 | $2.08 | $2.08 | 27.6% | 0% |
| 20261001 | $3.08 | $3.08 | 29.2% | 6% |
| 20260930 | $2.70 | $2.70 | 30.9% | 16% |
| 20260929 | $2.25 | $2.25 | 28.2% | 1% |
| 20260928 | $2.60 | $2.60 | 34.5% | 35% |
| 20260925 | $2.08 | $2.08 | 28.6% | 3% |
| 20260924 | $3.55 | $3.55 | 34.9% | 37% |
| 20260923 | $2.80 | $2.80 | 33.0% | 27% |
| 20260922 | $2.60 | $2.60 | 28.4% | 2% |
| 20260921 | $3.90 | $3.90 | 39.1% | 61% |
| 20260918 | $3.65 | $1.50 | 33.4% | 29% |
| 20260917 | $3.20 | $2.15 | 30.9% | 16% |
| 20260916 | $3.80 | $2.88 | 35.6% | 41% |
| 20260915 | $3.08 | $2.12 | 29.0% | 5% |
| 20260914 | $4.00 | $2.77 | 35.4% | 40% |
| 20260911 | $4.05 | $2.50 | 32.5% | 25% |
| 20260910 | $3.73 | $2.90 | 33.0% | 27% |
| 20260909 | $4.17 | $3.52 | 35.1% | 38% |
| 20260908 | $4.00 | $2.50 | 33.3% | 29% |
| 20260904 | $4.38 | $2.40 | 33.4% | 29% |
| 20260903 | $3.95 | $2.75 | 31.7% | 20% |
| 20260902 | $3.22 | $3.22 | 32.8% | 26% |
| 20260901 | $2.25 | $2.25 | 29.8% | 10% |
| 20260831 | $2.60 | $2.60 | 32.6% | 25% |
| 20260828 | $2.88 | $2.88 | 30.5% | 13% |
| 20260827 | $3.00 | $3.00 | 28.4% | 2% |
| 20260826 | $3.70 | $3.70 | 32.9% | 27% |
| 20260825 | $3.00 | $3.00 | 31.2% | 17% |
| 20260824 | $3.50 | $3.50 | 31.9% | 21% |
| 20260821 | $3.17 | $1.80 | 32.4% | 23% |
| 20260820 | $4.28 | $1.77 | 37.8% | 53% |
| 20260819 | $3.33 | $1.48 | — | — |
| 20260818 | $4.05 | $2.10 | — | — |
| 20260817 | $3.92 | $1.45 | 32.6% | 24% |
| 20260814 | $4.68 | $1.83 | 32.3% | 23% |
| 20260813 | $4.78 | $2.25 | 35.9% | 42% |
| 20260812 | $5.05 | $2.62 | 36.9% | 48% |
| 20260811 | $4.33 | $2.85 | 32.7% | 25% |
| 20260810 | $5.03 | $3.92 | 38.6% | 57% |
| 20260807 | — | — | 35.1% | 38% |
| 20260806 | $5.20 | $2.88 | 34.1% | 33% |
| 20260805 | $3.33 | $3.33 | 32.4% | 24% |
| 20260804 | $2.78 | $2.78 | 31.2% | 17% |
| 20260803 | $4.25 | $4.25 | 35.8% | 42% |
| 20260731 | $4.08 | $4.08 | 38.2% | 55% |
| 20260730 | $4.17 | $4.17 | 42.8% | 80% |
More on ZWS
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.