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Zillow Group Z 30.96 -0.03 -0.1%

Previous-day view · Fri Oct 30 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

October 30, 2026 close · $30.25
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.6% ±$1.09 $29.16 – $31.34 $28.94 – $31.56 $27.91 – $32.59
2 sessions ±5.0% ±$1.52 $28.73 – $31.77 $28.41 – $32.09 $26.97 – $33.53
3 sessions ±6.3% ±$1.91 $28.34 – $32.16 $27.97 – $32.53 $26.17 – $34.33
1 week ±8.1% ±$2.44 $27.81 – $32.69 $27.27 – $33.23 $25.07 – $35.43
2 weeks ±11.3% ±$3.42 $26.83 – $33.67 $26.02 – $34.48 $22.96 – $37.54
3 weeks ±14.0% ±$4.23 $26.02 – $34.48 $24.99 – $35.51 $21.31 – $39.19
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Z reports in 4 sessions; only the horizons marked Earnings include its jump. 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
±10.33%
Average actual move
8.71%
Beyond the implied move
2 / 6
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× —
November 07, 2024 ±9.97% +23.77% 2.38× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →