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ZipRecruiter ZIP 3.76 0.04 1.08%

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Expected move

No chain in the last ten days can size a move for ZIP.

Volatility premium

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

Earnings: priced against what happened

Average implied move
±10.83%
Average actual move
11.78%
Beyond the implied move
1 / 1
Reaction session Implied Actual Used ATM IV before → after
November 07, 2024 ±10.83% +11.78% 1.09× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →