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Zeta Global Holdings Corp ZETA 31.03 1.56 5.29%

Previous-day view · Fri Nov 6 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 06, 2026 close · $31.23
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.6% ±$0.82 $30.41 – $32.05 $30.24 – $32.22 $29.46 – $33.00
2 sessions Earnings ±13.2% ±$4.12 $27.11 – $35.35 $26.10 – $36.36 $22.30 – $40.16
3 sessions Earnings ±14.0% ±$4.37 $26.86 – $35.60 $25.86 – $36.60 $21.86 – $40.60
1 week Earnings ±14.7% ±$4.59 $26.64 – $35.82 $25.53 – $36.93 $21.59 – $40.87
2 weeks Earnings ±16.0% ±$4.98 $26.25 – $36.21 $25.07 – $37.39 $20.72 – $41.74
3 weeks Earnings ±17.1% ±$5.32 $25.91 – $36.55 $24.64 – $37.82 $20.03 – $42.43
1 month Earnings ±18.3% ±$5.70 $25.53 – $36.93 $24.16 – $38.30 $19.25 – $43.21
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. ZETA reports in 2 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
±17.86%
Average actual move
15.48%
Beyond the implied move
2 / 5
Median IV change
-34.90%
Reaction session Implied Actual Used ATM IV before → after
August 05, 2026 ±16.03% +11.58% 0.72× —
August 06, 2025 ±14.97% +27.47% 1.84× 100.4% → 83.6%
May 02, 2025 ±16.31% +1.41% 0.09× 122.8% → 79.8%
February 26, 2025 ±19.42% -13.74% 0.71× 137.4% → 89.4%
November 12, 2024 ±22.59% -23.19% 1.03× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →