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Zumiez Inc ZUMZ 14.28 -0.1 -0.7%

Previous-day view · Wed Nov 11 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 ZUMZ.

Volatility premium

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

Earnings: priced against what happened

Average implied move
±14.41%
Average actual move
13.89%
Beyond the implied move
1 / 4
Median IV change
-40.19%
Reaction session Implied Actual Used ATM IV before → after
September 11, 2026 ±17.35% -12.93% 0.74× —
June 05, 2026 ±15.01% -25.94% 1.73× —
March 13, 2026 ±12.16% -8.58% 0.71× —
March 14, 2025 ±13.11% +8.14% 0.62× 110.5% → 66.5%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →