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ZTO Express (Cayman) Inc ZTO 20.32 0.24 1.2%

Previous-day view · Fri Nov 13 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

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

Volatility premium

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

Earnings: priced against what happened

Average implied move
±5.97%
Average actual move
5.55%
Beyond the implied move
2 / 3
Median IV change
-15.61%
Reaction session Implied Actual Used ATM IV before → after
August 19, 2026 ±5.08% -7.00% 1.38× —
March 18, 2026 ±5.90% +7.50% 1.27× —
March 19, 2025 ±6.92% +2.16% 0.31× 47.7% → 39.2%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →