ThetaOwl

BZUN

Baozun Inc.Consumer Cyclical
$2.52
Neutral
Mkt Cap: $146.4M|Float: 123.6M|SI: 0.4%|DTC: 2.7
Data as of market close Apr 2, 2026
IV Rank
-
IV Pctl
-
HV 20d
97.8%
52W Range
$2-$5
ATR(14)
$0.18
Exp. Move
±22.8%
P/C Ratio
0.31
Earnings
May 20
GEX Positive
DEX Long
Net Put Premium
Max Pain Below
Exp. Move Wide
Low Put/Call

BZUN Key Options Data

Total GEX
$0.00B
Total DEX
$0.8M
Max Pain
$2.50
Expected Move
±22.8%
Put/Call OI
0.31
Net Premium
$-0.0M
Spot Price
$2.52

Gamma Exposure (GEX)

Delta Exposure (DEX)

Expected Move by Expiration

ExpirationDTEExpected MoveMove %LowerUpper
2026-04-1715±$0.57±22.8%$1.94$3.09
2026-07-17106±$0.68±26.8%$1.84$3.19
2026-10-16197±$0.93±36.7%$1.59$3.44

Explore BZUN options data including implied volatility rankings, gamma and delta exposure, max pain levels, and expected price moves. AI-generated reports provide directional, income, and earnings analysis.