Zenas Biopharma Inc (ZBIO) Historical Volatility

Tracking ZBIO historical volatility helps you see how much Zenas Biopharma Inc's stock price has actually moved over past periods, giving you a baseline to judge whether current option premiums are fair, cheap, or expensive. While implied volatility tells you what the market expects, Zenas Biopharma Inc's HV tells you what really happened. Use our scanner to monitor ZBIO 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The ZBIO 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Zenas Biopharma Inc's HV to its implied volatility reveals the volatility risk premium — when IV sits well above HV, option sellers tend to have an edge; when HV runs hot relative to IV, buyers may be underpaying for movement.

Zenas BioPharma, Inc., a clinical-stage biopharmaceutical company, engages in the development and commercialization of transformative immunology-based therapies. Its lead product candidate is obexelimab, a bifunctional monoclonal antibody for various indications, including immunoglobulin G4-related disease, multiple sclerosis, systemic lupus erythematosus, and warm autoimmune hemolytic anemia. The company also develops ZB002, an anti-TNFa monoclonal antibody; ZB004, a cytotoxic T-lymphocyte-associated antigen 4-immunoglobulin fusion; ZB001, an anti-insulin-like growth factor-1 receptor monoclonal antibody; and ZB005, an anti-active complement component 1s monoclonal antibody.

Zenas BioPharma, Inc. was formerly known as Zenas BioPharma (Cayman) Limited and changed its name to Zenas BioPharma, Inc. in August 2023. The company was incorporated in 2019 and is based in Waltham, Massachusetts.

Sizing a long premium trade, modeling a covered call, or hunting volatility arbitrage all come back to one question: how much has the stock actually moved? Our scanner puts Zenas Biopharma Inc's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where ZBIO HV is running hot, cold, or in line. Make the ZBIO 30 day historical volatility — and every other window — work for your edge instead of against it.