ZS · Expected Move
Zscaler, Inc. Common Stock
The expected move for ZS 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).
ZS 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 ZS Expected Move
30-Day Straddle
$28.60
7-Day Straddle
$16.48
30-Day ATM IV
54.1%
IV Rank
15%
Implied one-standard-deviation move through the next 30 days. Compare to ZS'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.
ZS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $28.60 | $16.48 | 54.1% | 15% |
| 20261020 | $26.60 | $15.60 | 53.6% | 14% |
| 20261019 | $26.70 | $10.25 | 53.6% | 14% |
| 20261016 | $26.50 | $14.25 | 57.4% | 26% |
| 20261015 | $27.32 | $14.80 | 55.5% | 20% |
| 20261014 | $27.77 | $15.75 | 55.1% | 19% |
| 20261013 | $27.50 | $17.05 | 51.5% | 7% |
| 20261012 | $26.60 | $9.65 | 50.0% | 1% |
| 20261009 | $26.55 | $13.02 | 51.5% | 7% |
| 20261008 | $24.92 | $12.85 | 51.0% | 5% |
| 20261007 | $24.25 | $12.52 | 49.5% | 0% |
| 20261006 | $26.23 | $14.35 | 53.0% | 12% |
| 20261005 | $26.40 | $13.47 | 56.0% | 22% |
| 20261002 | $23.25 | $12.57 | 53.7% | 14% |
| 20261001 | $24.65 | $13.73 | 55.3% | 19% |
| 20260930 | $25.08 | $14.80 | 55.4% | 17% |
| 20260929 | $25.05 | $16.23 | 55.1% | 16% |
| 20260928 | $26.88 | $11.38 | 57.0% | 20% |
| 20260925 | $24.00 | $11.62 | 55.4% | 15% |
| 20260924 | $27.60 | $13.57 | 57.1% | 20% |
| 20260923 | $27.02 | $14.20 | 55.1% | 15% |
| 20260922 | $27.33 | $14.98 | 56.2% | 18% |
| 20260921 | $26.95 | $10.82 | 55.3% | 15% |
| 20260918 | $23.58 | $11.95 | 54.4% | 13% |
| 20260917 | $24.30 | $12.48 | 55.0% | 14% |
| 20260916 | $24.75 | $13.10 | 56.3% | 18% |
| 20260915 | $25.62 | $14.88 | 57.2% | 20% |
| 20260914 | $25.88 | $11.43 | 57.9% | 22% |
| 20260911 | $18.50 | $8.18 | 50.7% | 3% |
| 20260910 | $19.05 | $9.90 | 51.1% | 4% |
| 20260909 | $19.88 | $11.00 | 53.0% | 9% |
| 20260908 | $19.80 | $11.12 | 52.4% | 7% |
| 20260904 | $18.07 | $8.97 | 49.6% | 0% |
| 20260903 | $32.65 | $28.15 | 79.5% | 76% |
| 20260902 | $28.40 | $23.92 | 72.4% | 55% |
| 20260901 | $30.23 | $25.70 | 74.3% | 61% |
| 20260831 | $31.02 | $24.67 | 71.3% | 52% |
| 20260828 | $29.15 | $24.17 | 71.3% | 52% |
| 20260827 | $31.90 | $25.77 | 75.6% | 65% |
| 20260826 | $29.35 | $24.25 | 75.8% | 65% |
| 20260825 | $28.45 | $23.12 | 73.6% | 59% |
| 20260824 | $29.98 | $8.97 | 73.3% | 58% |
| 20260821 | $29.77 | $10.05 | 73.3% | 58% |
| 20260820 | $28.98 | $10.82 | 73.4% | 58% |
| 20260819 | $30.75 | $12.53 | 73.1% | 58% |
| 20260818 | $31.10 | $13.45 | 73.1% | 57% |
| 20260817 | $31.82 | $8.40 | 73.7% | 59% |
| 20260814 | $28.95 | $9.62 | 71.6% | 53% |
| 20260813 | $31.68 | $12.62 | 74.8% | 63% |
| 20260812 | $28.88 | $10.85 | 71.6% | 53% |
| 20260811 | $29.30 | $11.98 | 71.0% | 51% |
| 20260810 | $30.58 | $8.35 | 74.5% | 62% |
| 20260807 | — | — | 72.9% | 57% |
| 20260806 | $27.62 | $11.30 | 76.7% | 68% |
| 20260805 | $26.20 | $11.80 | 71.0% | 51% |
| 20260804 | $27.70 | $12.68 | 72.0% | 54% |
| 20260803 | $27.35 | $8.88 | 71.6% | 53% |
| 20260731 | $19.90 | $9.40 | 64.1% | 33% |
| 20260730 | $20.12 | $10.72 | 62.6% | 29% |
| 20260729 | $21.75 | $13.23 | 60.3% | 22% |
More on ZS
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.