ZYME · Expected Move
Zymeworks Inc.
The expected move for ZYME 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).
ZYME 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 ZYME Expected Move
30-Day Straddle
$3.75
7-Day Straddle
$3.75
30-Day ATM IV
61.4%
IV Rank
18%
Implied one-standard-deviation move through the next 30 days. Compare to ZYME'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.
ZYME Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261027 | $3.75 | $3.75 | 61.4% | 18% |
| 20261026 | $3.85 | $3.85 | 60.3% | 16% |
| 20261023 | $4.08 | $4.08 | 62.1% | 19% |
| 20261022 | $3.92 | $3.92 | 59.4% | 14% |
| 20261021 | $3.95 | $3.95 | 61.3% | 17% |
| 20261020 | $5.15 | $5.15 | 62.9% | 21% |
| 20261019 | $4.75 | $4.75 | 76.4% | 46% |
| 20261016 | $5.28 | $2.00 | 85.8% | 63% |
| 20261015 | $4.03 | $1.53 | 68.7% | 31% |
| 20261014 | $4.50 | $1.27 | 69.3% | 32% |
| 20261013 | $5.25 | $0.90 | 81.6% | 56% |
| 20261012 | $5.25 | $3.00 | 78.6% | 50% |
| 20261009 | $5.05 | $1.73 | 68.1% | 30% |
| 20261008 | $4.62 | $1.50 | 65.2% | 25% |
| 20261007 | $5.60 | $2.67 | 70.6% | 35% |
| 20261006 | $5.70 | $1.65 | 74.6% | 42% |
| 20261005 | $4.40 | $2.25 | 68.3% | 31% |
| 20261002 | $2.17 | $2.17 | 52.3% | 0% |
| 20261001 | $3.07 | $3.07 | 70.1% | 34% |
| 20260930 | $3.05 | $3.05 | 66.5% | 27% |
| 20260929 | $3.40 | $3.40 | 82.2% | 57% |
| 20260928 | $3.10 | $3.10 | 65.3% | 32% |
| 20260925 | $3.25 | $3.25 | 65.1% | 32% |
| 20260924 | $3.53 | $3.53 | 61.9% | 26% |
| 20260923 | $3.50 | $3.50 | 52.0% | 9% |
| 20260922 | $3.40 | $3.40 | 59.3% | 22% |
| 20260921 | $3.62 | $3.62 | 64.0% | 30% |
| 20260918 | $3.92 | $3.75 | 58.1% | 20% |
| 20260917 | $5.50 | $3.80 | 52.3% | 10% |
| 20260916 | $4.40 | $2.23 | 72.3% | 44% |
| 20260915 | $3.67 | $2.10 | 57.5% | 19% |
| 20260914 | $3.83 | $2.65 | 54.2% | 13% |
| 20260911 | $4.70 | $3.25 | 71.4% | 42% |
| 20260910 | $5.05 | $2.95 | 69.9% | 40% |
| 20260909 | $4.55 | $2.62 | 63.4% | 29% |
| 20260908 | $4.05 | $2.70 | 57.5% | 19% |
| 20260904 | $4.53 | $1.40 | 57.7% | 19% |
| 20260903 | $4.47 | $1.85 | 57.9% | 19% |
| 20260902 | $2.95 | $2.95 | 64.2% | 30% |
| 20260901 | $2.75 | $2.75 | 55.5% | 15% |
| 20260831 | $3.02 | $3.02 | 56.8% | 18% |
| 20260828 | $2.52 | $2.52 | 57.4% | 19% |
| 20260827 | $2.62 | $2.62 | 57.9% | 20% |
| 20260826 | $3.50 | $3.50 | 59.9% | 23% |
| 20260825 | $3.30 | $3.30 | 64.4% | 31% |
| 20260824 | $4.95 | $4.95 | 76.2% | 50% |
| 20260821 | $5.72 | $2.68 | 87.0% | 69% |
| 20260820 | $6.35 | $3.45 | 97.5% | 87% |
| 20260819 | $6.95 | $3.23 | 98.7% | 89% |
| 20260818 | $5.95 | $2.85 | 94.8% | 82% |
| 20260817 | $6.20 | $3.20 | 105.3% | 100% |
| 20260814 | $4.50 | $1.77 | 72.3% | 47% |
| 20260813 | $5.85 | $2.62 | 88.5% | 76% |
| 20260812 | $4.40 | $2.10 | 77.6% | 56% |
| 20260811 | $3.75 | $4.50 | 76.7% | 54% |
| 20260810 | $3.82 | $3.07 | 79.9% | 60% |
| 20260807 | — | — | 93.0% | 84% |
| 20260806 | $5.40 | $5.00 | 94.8% | 87% |
| 20260805 | $3.17 | $3.17 | 102.1% | 100% |
| 20260804 | $4.08 | $4.08 | 89.1% | 91% |
More on ZYME
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.