ZM volatility Zoom Communications, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.41.6%
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.37.6%
HV6041.6%
IV − HV20 spread
+4.0pt
Universe percentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
58
Own-history percentileWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
30/60 days recorded
Cboe delayed options data · as of 22:06 UTC · How these are computed
IV term structure
At-the-money implied volatility for each listed expiration, plotted by days remaining.
| Expires | DTE | ATM IV | 25Δ skewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Implied move |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 59.0% | +3.2pt | ±4.3% |
| Oct 30, 2026 | 10 | 49.5% | -0.3pt | ±6.5% |
| Nov 06, 2026 | 17 | 44.3% | +2.8pt | ±7.6% |
| Nov 13, 2026 | 24 | 40.2% | -0.0pt | ±8.2% |
| Nov 20, 2026 | 31 | 41.8% | +0.7pt | ±9.7% |
| Nov 27, 2026 | 38 | 48.4% | +1.8pt | ±12.4% |
| Dec 18, 2026 | 59 | 45.8% | +2.3pt | ±14.6% |
| Jan 15, 2027 | 87 | 44.1% | +0.4pt | ±17.1% |
| Feb 19, 2027 | 122 | 43.0% | +2.3pt | ±19.7% |
| Mar 19, 2027 | 150 | 45.5% | +1.2pt | ±23.1% |
| May 21, 2027 | 213 | 43.8% | +0.5pt | ±26.4% |
| Jun 17, 2027 | 240 | 45.0% | +1.4pt | ±28.8% |
| Sep 17, 2027 | 332 | 44.8% | +0.8pt | ±33.6% |
| Jan 21, 2028 | 458 | 44.2% | +0.4pt | ±38.8% |
Volatility smile — Nov 20, 2026
Implied volatility by strike. The tilt toward puts (left side higher) is the skew: downside protection priced richer than upside.
callsputs
Implied vs realized, daily record
IV30HV20