ZS volatilidad Zscaler, Inc.
Cboe delayed options data · a fecha de 03:46 UTC · Cómo se calculan estos datos
Estructura temporal de la IV
Volatilidad implícita at-the-money para cada vencimiento listado, representada por días restantes.
| Vence | 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. | Movimiento implícito |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 57.4% | +5.5pt | ±4.8% |
| Oct 30, 2026 | 11 | 57.3% | +0.0pt | ±7.9% |
| Nov 06, 2026 | 18 | 56.0% | +4.2pt | ±9.9% |
| Nov 13, 2026 | 25 | 53.5% | +1.3pt | ±11.2% |
| Nov 20, 2026 | 32 | 53.1% | +2.9pt | ±12.5% |
| Nov 27, 2026 | 39 | 59.5% | +4.3pt | ±15.6% |
| Dec 18, 2026 | 60 | 63.6% | +1.4pt | ±20.4% |
| Jan 15, 2027 | 88 | 61.0% | +1.6pt | ±23.7% |
| Feb 19, 2027 | 123 | 58.7% | +0.9pt | ±26.9% |
| Mar 19, 2027 | 151 | 61.7% | +2.2pt | ±31.2% |
| May 21, 2027 | 214 | 60.2% | +1.4pt | ±36.1% |
| Jun 17, 2027 | 241 | 62.2% | — | ±39.5% |
| Sep 17, 2027 | 333 | 61.7% | — | ±45.8% |
| Jan 21, 2028 | 459 | 60.6% | +1.2pt | ±52.3% |
Sonrisa de volatilidad — Nov 20, 2026
Volatilidad implícita por strike. La inclinación hacia los puts (lado izquierdo más alto) es el skew: la protección a la baja tiene un precio más alto que la subida.