ZS (Zscaler, Inc. Common Stock)
Expected Move & Straddle Price History
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).
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.
Current ZS Expected Move
30-Day Straddle
$18.07
7-Day Straddle
$8.97
Avg IV
0.6%
IV Rank
9%
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 | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260904 | $18.07 | $8.97 | 0.6% | 9% |
| 20260903 | $32.65 | $28.15 | 0.8% | 36% |
| 20260902 | $28.40 | $23.92 | 0.8% | 29% |
| 20260901 | $30.23 | $25.70 | 0.8% | 28% |
| 20260831 | $31.02 | $24.67 | 0.8% | 27% |
| 20260828 | $29.15 | $24.17 | 0.8% | 35% |
| 20260827 | $31.90 | $25.77 | 0.8% | 25% |
| 20260826 | $29.35 | $24.25 | 0.8% | 34% |
| 20260825 | $28.45 | $23.12 | 0.7% | 22% |
| 20260824 | $29.98 | $8.97 | 0.8% | 30% |
| 20260821 | $29.77 | $10.05 | 0.9% | 47% |
| 20260820 | $28.98 | $10.82 | 1.0% | 56% |
| 20260819 | $30.75 | $12.53 | 0.9% | 46% |
| 20260818 | $31.10 | $13.45 | 1.0% | 54% |
| 20260817 | $31.82 | $8.40 | 0.9% | 42% |
| 20260814 | $28.95 | $9.62 | 0.8% | 31% |
| 20260813 | $31.68 | $12.62 | 0.8% | 37% |
| 20260812 | $28.88 | $10.85 | 0.8% | 31% |
| 20260811 | $29.30 | $11.98 | 0.7% | 17% |
| 20260810 | $30.58 | $8.35 | 0.8% | 25% |
| 20260806 | $27.62 | $11.30 | 0.8% | 36% |
| 20260805 | $26.20 | $11.80 | 0.8% | 29% |
| 20260804 | $27.70 | $12.68 | 0.8% | 31% |
| 20260803 | $27.35 | $8.88 | 0.8% | 27% |
| 20260731 | $19.90 | $9.40 | 0.7% | 13% |
| 20260730 | $20.12 | $10.72 | 0.6% | 7% |
| 20260729 | $21.75 | $13.23 | 0.7% | 12% |
| 20260728 | $21.65 | $12.78 | 0.7% | 11% |
| 20260727 | $21.90 | $8.53 | 0.7% | 14% |
| 20260724 | $18.50 | $9.12 | 0.7% | 22% |
| 20260723 | $19.25 | $10.07 | 0.8% | 29% |
| 20260722 | $20.30 | $11.72 | 0.8% | 27% |
| 20260721 | $21.55 | $12.98 | 0.8% | 26% |
| 20260720 | $22.32 | $8.98 | 0.8% | 28% |
| 20260716 | $20.35 | $10.65 | 0.7% | 11% |
| 20260715 | $20.25 | $11.85 | 0.7% | 14% |
| 20260714 | $22.48 | $13.00 | 0.7% | 13% |
| 20260713 | $20.25 | $7.83 | 0.6% | 7% |
| 20260710 | $18.12 | $8.10 | 0.6% | 9% |
| 20260709 | $19.77 | $9.80 | 0.6% | 3% |
| 20260708 | $20.25 | $10.78 | 0.6% | 9% |
| 20260707 | $20.60 | $12.97 | 0.7% | 14% |
| 20260706 | $21.88 | $8.65 | 0.7% | 14% |
| 20260702 | $19.85 | $9.82 | 0.7% | 12% |
| 20260701 | $19.30 | $10.32 | 0.7% | 13% |
| 20260630 | $19.45 | $10.78 | 0.7% | 14% |
| 20260629 | $18.57 | $6.57 | 0.6% | 8% |
| 20260626 | $16.73 | $7.45 | 0.6% | 0% |
| 20260625 | $15.95 | $8.02 | 0.6% | 6% |
| 20260624 | $16.50 | $8.98 | 0.6% | 6% |
| 20260623 | $16.20 | $9.65 | 0.6% | 3% |
| 20260622 | $17.20 | $6.85 | 0.6% | 6% |
| 20260618 | $15.25 | $7.80 | 0.7% | 19% |
| 20260617 | $15.48 | $8.78 | 0.7% | 15% |
| 20260616 | $16.27 | $9.35 | 0.7% | 15% |
| 20260615 | $17.38 | $6.36 | 0.7% | 12% |
| 20260613 | $15.65 | $7.45 | 0.6% | 7% |
| 20260612 | $15.75 | $7.80 | 0.6% | 7% |
| 20260611 | $16.98 | $8.85 | 0.6% | 6% |
| 20260610 | $17.70 | $9.62 | 0.7% | 12% |