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
$19.25
7-Day Straddle
$10.07
Avg IV
0.8%
IV Rank
29%
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 |
|---|---|---|---|---|
| 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% |
| 20260609 | $18.02 | $10.23 | 0.7% | 14% |
| 20260608 | $19.12 | $7.53 | 0.7% | 11% |
| 20260605 | $18.48 | $9.70 | 0.7% | 22% |
| 20260604 | $19.25 | $10.00 | 0.7% | 18% |
| 20260603 | $20.73 | $12.02 | 0.7% | 25% |
| 20260602 | $22.60 | $14.55 | 0.7% | 16% |
| 20260601 | $24.65 | $11.07 | 0.7% | 28% |
| 20260529 | $19.17 | $9.50 | 0.7% | 22% |
| 20260528 | $17.73 | $9.62 | 0.7% | 21% |
| 20260527 | $18.27 | $11.00 | 0.7% | 23% |
| 20260526 | $35.70 | $29.55 | 1.3% | 100% |
| 20260522 | $32.62 | $24.27 | 1.0% | 73% |
| 20260521 | $31.65 | $23.92 | 1.0% | 74% |
| 20260520 | $33.27 | $25.70 | 1.0% | 78% |
| 20260519 | $34.35 | $26.85 | 1.0% | 81% |
| 20260518 | $35.20 | $11.62 | 1.0% | 74% |
| 20260515 | $30.25 | $11.80 | 0.9% | 63% |
| 20260514 | $29.45 | $12.70 | 0.9% | 62% |
| 20260513 | $28.25 | $12.90 | 0.9% | 60% |
| 20260512 | $26.43 | $12.95 | 0.8% | 54% |
| 20260511 | $27.25 | $8.88 | 0.8% | 54% |
| 20260510 | $28.70 | $10.10 | 0.8% | 56% |
| 20260508 | $26.70 | $10.10 | 0.8% | 57% |
| 20260507 | $27.73 | $11.38 | 0.8% | 53% |
| 20260506 | $24.88 | $11.55 | 0.8% | 50% |
| 20260505 | $26.08 | $12.32 | 0.8% | 55% |
| 20260504 | $26.83 | $9.43 | 0.8% | 55% |
| 20260502 | $23.20 | $10.05 | 0.8% | 51% |
| 20260501 | $23.20 | $10.10 | 0.8% | 54% |
| 20260430 | $22.23 | $10.43 | 0.8% | 53% |