ZROZ · Expected Move
PIMCO 25+ Year Zero Coupon U.S. Treasury Index Exchange-Traded Fund · ETF
The expected move for ZROZ is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
ZROZ straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current ZROZ Expected Move
30-Day Straddle
$2.98
7-Day Straddle
$2.98
30-Day ATM IV
22.6%
IV Rank
46%
Implied one-standard-deviation move through the next 30 days. Compare to ZROZ's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
ZROZ Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $2.98 | $2.98 | 22.6% | 46% |
| 20261020 | $2.48 | $2.48 | 18.9% | 29% |
| 20261019 | $2.90 | $2.90 | 22.1% | 44% |
| 20261016 | $2.95 | $2.90 | 22.3% | 45% |
| 20261015 | $3.08 | $1.68 | 23.6% | 51% |
| 20261014 | $4.00 | $2.22 | 34.0% | 100% |
| 20261013 | $3.62 | $2.25 | 25.8% | 74% |
| 20261012 | $3.98 | $2.10 | 28.1% | 87% |
| 20261009 | $2.38 | $2.98 | 19.1% | 36% |
| 20261008 | $3.50 | $2.27 | 24.4% | 66% |
| 20261007 | $3.97 | $1.23 | 25.5% | 72% |
| 20261006 | $3.95 | $2.25 | 30.4% | 100% |
| 20261005 | $4.47 | $2.20 | 29.8% | 100% |
| 20261002 | $2.12 | $2.12 | 25.6% | 81% |
| 20261001 | $2.22 | $2.22 | 25.7% | 82% |
| 20260930 | $2.50 | $2.50 | 23.6% | 69% |
| 20260929 | $2.33 | $2.33 | 25.6% | 81% |
| 20260928 | $2.58 | $2.58 | 25.1% | 79% |
| 20260925 | $1.90 | $1.90 | 19.9% | 46% |
| 20260924 | $3.45 | $3.45 | 23.9% | 71% |
| 20260923 | $1.90 | $1.90 | 24.0% | 72% |
| 20260922 | $2.33 | $2.33 | 18.7% | 38% |
| 20260921 | $2.08 | $2.08 | 18.2% | 35% |
| 20260918 | $2.02 | $1.10 | 17.0% | 27% |
| 20260917 | $1.73 | $0.40 | 13.5% | 5% |
| 20260916 | $2.85 | $1.00 | 20.1% | 47% |
| 20260915 | $2.83 | $0.85 | 21.0% | 52% |
| 20260914 | $2.83 | $1.23 | 27.2% | 92% |
| 20260911 | $3.50 | $1.83 | 24.5% | 75% |
| 20260910 | $2.73 | $1.10 | 21.9% | 58% |
| 20260909 | $3.65 | $1.50 | 21.8% | 58% |
| 20260908 | $2.65 | $1.23 | 17.2% | 28% |
| 20260904 | $3.20 | $2.02 | 20.8% | 51% |
| 20260903 | $2.70 | $2.00 | 18.6% | 38% |
| 20260902 | $1.83 | $1.83 | 17.1% | 28% |
| 20260901 | $1.35 | $1.35 | 18.2% | 35% |
| 20260831 | $2.02 | $2.02 | 22.6% | 63% |
| 20260828 | $1.90 | $1.90 | 16.7% | 26% |
| 20260827 | $1.80 | $1.80 | 16.3% | 23% |
| 20260826 | $2.15 | $2.15 | 17.3% | 29% |
| 20260825 | $1.80 | $1.80 | 16.9% | 27% |
| 20260824 | $1.75 | $1.75 | 14.9% | 14% |
| 20260821 | $1.95 | $0.20 | 15.4% | 17% |
| 20260820 | $2.08 | $0.62 | 15.3% | 16% |
| 20260819 | $2.05 | $0.62 | 14.8% | 13% |
| 20260818 | $2.00 | $0.93 | 14.5% | 12% |
| 20260817 | $1.85 | $0.73 | 13.8% | 7% |
| 20260814 | $2.05 | $0.88 | 14.3% | 10% |
| 20260813 | $1.98 | $0.93 | 13.5% | 5% |
| 20260812 | $2.23 | $1.05 | 14.8% | 13% |
| 20260811 | $2.33 | $1.25 | 15.2% | 16% |
| 20260810 | $2.45 | $1.30 | 15.9% | 20% |
| 20260807 | — | — | 14.4% | 11% |
| 20260806 | $2.47 | $1.55 | 15.2% | 16% |
| 20260805 | $1.55 | $1.55 | 15.2% | 16% |
| 20260804 | $1.52 | $1.52 | 15.4% | 17% |
| 20260803 | $1.83 | $1.83 | 17.1% | 28% |
| 20260731 | $1.92 | $1.92 | 17.0% | 27% |
| 20260730 | $2.10 | $2.10 | 17.2% | 29% |
| 20260729 | $1.92 | $1.92 | 16.3% | 23% |
More on ZROZ
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.