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Zimmer Biomet Holdings ZBH 110.15 13.09 13.49%

Previous-day view · Wed Nov 4 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 04, 2026 close · $110.15
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.4% ±$1.52 $108.63 – $111.67 $108.32 – $111.98 $106.89 – $113.41
2 sessions ±1.9% ±$2.11 $108.04 – $112.26 $107.58 – $112.72 $105.59 – $114.71
3 sessions ±2.4% ±$2.67 $107.48 – $112.82 $106.97 – $113.33 $104.48 – $115.82
1 week ±3.1% ±$3.39 $106.76 – $113.54 $106.01 – $114.29 $102.94 – $117.36
2 weeks ±4.3% ±$4.75 $105.40 – $114.90 $104.27 – $116.03 $100.01 – $120.29
3 weeks ±5.3% ±$5.85 $104.30 – $116.00 $102.88 – $117.42 $97.80 – $122.50
1 month ±6.3% ±$6.91 $103.24 – $117.06 $101.53 – $118.77 $95.51 – $124.79
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
±6.70%
Average actual move
7.16%
Beyond the implied move
2 / 3
Reaction session Implied Actual Used ATM IV before → after
February 10, 2026 ±7.08% +1.86% 0.26× —
August 07, 2025 ±7.02% +7.99% 1.14× —
May 05, 2025 ±6.01% -11.62% 1.93× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →