ZROZ · Iron Condor Setups
PIMCO 25+ Year Zero Coupon U.S. Treasury Index Exchange-Traded Fund · ETF
Iron condor opportunities for ZROZ based on the same scoring engine used in the Iron Condor Screener: breach rate, average straddle, IV rank, IV premium, and beta-adjusted scoring. Updated every 5 minutes during market hours.
ZROZ IV rank history
30 sessionsIV rank = where today's implied volatility sits in its range over the past 90 sessions (0–100).
Current Iron Condor Setup for ZROZ
Score
6.31
Breach Rate
37.7%
217 of 575 observations
Avg Straddle
$3.14
5.2% of price
IV Rank
46%
IV Premium
1.40x
IV ÷ Realized Vol
Beta vs SPY
0.33
P/C Vol
0.13
Current Price
$57.12
Score formula:
(1 − breach_rate) × avg_straddle × IV_premium_factor × beta_penalty.
Higher is better. ZROZ is ranked against all other tracked symbols by score; see the
full Iron Condor Screener for the leaderboard.
ZROZ IV Rank — Last 30 Days
| Date | IV Rank |
|---|---|
| 20261021 | 46% |
| 20261020 | 29% |
| 20261019 | 44% |
| 20261016 | 45% |
| 20261015 | 51% |
| 20261014 | 100% |
| 20261013 | 74% |
| 20261012 | 87% |
| 20261009 | 36% |
| 20261008 | 66% |
| 20261007 | 72% |
| 20261006 | 100% |
| 20261005 | 100% |
| 20261002 | 81% |
| 20261001 | 82% |
| 20260930 | 69% |
| 20260929 | 81% |
| 20260928 | 79% |
| 20260925 | 46% |
| 20260924 | 71% |
| 20260923 | 72% |
| 20260922 | 38% |
| 20260921 | 35% |
| 20260918 | 27% |
| 20260917 | 5% |
| 20260916 | 47% |
| 20260915 | 52% |
| 20260914 | 92% |
| 20260911 | 75% |
| 20260910 | 58% |
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.