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Zillow Group Z 30.29 -3.61 -10.65%

Previous-day view · Thu Nov 5 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 05, 2026 close · $30.29
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.5% ±$1.07 $29.22 – $31.36 $29.01 – $31.57 $28.00 – $32.58
2 sessions ±4.9% ±$1.48 $28.81 – $31.77 $28.49 – $32.09 $27.09 – $33.49
3 sessions ±6.2% ±$1.87 $28.42 – $32.16 $28.06 – $32.52 $26.31 – $34.27
1 week ±7.8% ±$2.37 $27.92 – $32.66 $27.39 – $33.19 $25.23 – $35.35
2 weeks ±11.0% ±$3.33 $26.96 – $33.62 $26.17 – $34.41 $23.18 – $37.40
3 weeks ±12.7% ±$3.83 $26.46 – $34.12 $25.53 – $35.05 $22.19 – $38.39
1 month ±14.1% ±$4.27 $26.02 – $34.56 $24.96 – $35.62 $21.23 – $39.35
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±10.40%
Average actual move
5.70%
Beyond the implied move
1 / 5
Median IV change
-45.24%
Reaction session Implied Actual Used ATM IV before → after
May 07, 2026 ±11.62% -1.91% 0.16× —
February 11, 2026 ±12.15% -16.54% 1.36× —
August 07, 2025 ±8.98% -0.64% 0.07× 62.0% → 34.7%
May 08, 2025 ±9.76% +0.03% 0.00× 68.0% → 36.4%
February 12, 2025 ±9.50% -9.40% 0.99× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →