ZS volatilitas Zscaler, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.78.0%
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.62.7%
HV6051.4%
Selisih IV − HV20
+15.3pt
Persentil semestaWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
97
Persentil riwayat sendiriWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 hari yang direkam
Cboe delayed options data · per 03:40 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 343.7% | -40.1pt | ±15.0% |
| Sep 11, 2026 | 8 | 132.7% | -7.7pt | ±16.0% |
| Sep 18, 2026 | 15 | 101.1% | -4.2pt | ±16.7% |
| Sep 25, 2026 | 22 | 88.1% | -4.3pt | ±17.6% |
| Oct 02, 2026 | 29 | 78.7% | -5.1pt | ±18.0% |
| Oct 09, 2026 | 36 | 74.4% | -2.6pt | ±19.0% |
| Oct 16, 2026 | 43 | 69.4% | -1.7pt | ±19.3% |
| Oct 23, 2026 | 50 | 67.4% | — | ±20.2% |
| Nov 20, 2026 | 78 | 63.5% | -3.0pt | ±23.7% |
| Dec 18, 2026 | 106 | 64.8% | -1.9pt | ±28.1% |
| Jan 15, 2027 | 134 | 62.5% | -0.6pt | ±30.5% |
| Feb 19, 2027 | 169 | 59.7% | -0.6pt | ±32.7% |
| Mar 19, 2027 | 197 | 62.1% | -0.8pt | ±36.6% |
| Jun 17, 2027 | 287 | 60.8% | — | ±43.0% |
| Sep 17, 2027 | 379 | 60.4% | — | ±48.8% |
| Jan 21, 2028 | 505 | 60.2% | +1.0pt | ±55.7% |
Volatility smile — Sep 18, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.
callput
Implied vs realized, catatan harian
IV30HV20