ZS volatilità 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.77.3%
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%
Spread IV − HV20
+14.6pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
97
Percentile nella propria storiaWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 giorni registrati
Cboe delayed options data · aggiornato al 09:39 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | 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. | Movimento implicito |
|---|---|---|---|---|
| Sep 04, 2026 | 0 | 343.7% | -40.1pt | ±15.0% |
| Sep 11, 2026 | 7 | 132.7% | -7.7pt | ±16.0% |
| Sep 18, 2026 | 14 | 101.1% | -4.2pt | ±16.7% |
| Sep 25, 2026 | 21 | 88.1% | -4.3pt | ±17.6% |
| Oct 02, 2026 | 28 | 78.7% | -5.1pt | ±18.0% |
| Oct 09, 2026 | 35 | 74.4% | -2.6pt | ±19.0% |
| Oct 16, 2026 | 42 | 69.4% | -1.7pt | ±19.3% |
| Oct 23, 2026 | 49 | 67.4% | — | ±20.2% |
| Nov 20, 2026 | 77 | 63.5% | -3.0pt | ±23.7% |
| Dec 18, 2026 | 105 | 64.8% | -1.9pt | ±28.1% |
| Jan 15, 2027 | 133 | 62.5% | -0.6pt | ±30.5% |
| Feb 19, 2027 | 168 | 59.7% | -0.6pt | ±32.7% |
| Mar 19, 2027 | 196 | 62.1% | -0.8pt | ±36.6% |
| Jun 17, 2027 | 286 | 60.8% | — | ±43.0% |
| Sep 17, 2027 | 378 | 60.4% | — | ±48.8% |
| Jan 21, 2028 | 504 | 60.2% | +1.0pt | ±55.7% |
Volatility smile — Sep 18, 2026
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.
callput
Implicita vs realizzata, registro giornaliero
IV30HV20