ZS volatilidade 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.76.5%
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.62.0%
HV6051.6%
Spread IV − HV20
+14.5pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
98
Percentil no histórico próprioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 dias registrados
Cboe delayed options data · em 18:40 UTC · Como estes valores são calculados
Estrutura a termo da IV
Volatilidade implícita at-the-money para cada vencimento listado, representada por dias restantes.
| Expira | DTE | IV ATM | Skew 25ΔThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Variação implícita |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 311.2% | -31.9pt | ±13.6% |
| Sep 11, 2026 | 8 | 127.5% | -6.3pt | ±15.2% |
| Sep 18, 2026 | 15 | 99.5% | -5.6pt | ±16.2% |
| Sep 25, 2026 | 22 | 85.4% | -1.8pt | ±16.8% |
| Oct 02, 2026 | 29 | 77.5% | -3.2pt | ±17.5% |
| Oct 09, 2026 | 36 | 72.0% | -0.5pt | ±18.1% |
| Oct 16, 2026 | 43 | 70.4% | -3.3pt | ±19.3% |
| Oct 23, 2026 | 50 | 67.6% | — | ±20.0% |
| Nov 20, 2026 | 78 | 61.2% | -1.9pt | ±22.6% |
| Dec 18, 2026 | 106 | 64.5% | -1.2pt | ±27.6% |
| Jan 15, 2027 | 134 | 61.3% | -0.9pt | ±29.5% |
| Feb 19, 2027 | 169 | 59.7% | -0.3pt | ±32.2% |
| Mar 19, 2027 | 197 | 62.2% | -0.5pt | ±36.1% |
| Jun 17, 2027 | 287 | 61.3% | — | ±42.7% |
| Sep 17, 2027 | 379 | 61.1% | — | ±48.6% |
| Jan 21, 2028 | 505 | 61.1% | +1.9pt | ±55.6% |
Sorriso de volatilidade — Sep 18, 2026
Volatilidade implícita por strike. A inclinação em direção aos puts (lado esquerdo mais alto) é o skew: proteção contra quedas precificada com prêmio maior do que a alta.
callsputs
Implícita vs. realizada, registro diário
IV30HV20