ZS Volatilität Zscaler, Inc.
Cboe delayed options data · Stand 15:47 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | 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. | Implizierte Bewegung |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 62.3% | +4.9pt | ±4.7% |
| Oct 30, 2026 | 10 | 58.0% | +5.8pt | ±7.7% |
| Nov 06, 2026 | 17 | 57.1% | +4.8pt | ±9.9% |
| Nov 13, 2026 | 24 | 55.3% | +4.3pt | ±11.4% |
| Nov 20, 2026 | 31 | 54.2% | +2.0pt | ±12.7% |
| Nov 27, 2026 | 38 | 60.7% | +5.7pt | ±15.7% |
| Dec 18, 2026 | 59 | 65.8% | +1.1pt | ±21.0% |
| Jan 15, 2027 | 87 | 61.2% | +1.2pt | ±23.6% |
| Feb 19, 2027 | 122 | 58.7% | +1.6pt | ±26.8% |
| Mar 19, 2027 | 150 | 62.0% | +2.5pt | ±31.2% |
| May 21, 2027 | 213 | 59.9% | +0.9pt | ±35.8% |
| Jun 17, 2027 | 240 | 62.0% | — | ±39.3% |
| Sep 17, 2027 | 332 | 61.4% | — | ±45.4% |
| Jan 21, 2028 | 458 | 60.0% | +0.9pt | ±51.7% |
Volatility Smile — Nov 20, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.