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
$18.48
7-Day Straddle
$9.70
Avg IV
0.7%
IV Rank
22%
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 |
|---|---|---|---|---|
| 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% |
| 20260429 | $23.65 | $11.57 | 0.8% | 52% |
| 20260428 | $23.95 | $12.53 | 0.8% | 55% |
| 20260427 | $24.48 | $8.40 | 0.8% | 53% |
| 20260424 | $19.32 | $9.22 | 0.7% | 39% |
| 20260423 | $18.93 | $10.55 | 0.7% | 40% |
| 20260422 | $20.48 | $11.45 | 0.7% | 41% |
| 20260421 | $20.95 | $12.18 | 0.7% | 37% |
| 20260420 | $19.85 | $7.18 | 0.7% | 37% |
| 20260417 | $18.15 | $8.70 | 1.1% | 93% |
| 20260416 | $18.95 | $10.07 | 1.1% | 96% |
| 20260415 | $18.73 | $10.35 | 1.1% | 84% |
| 20260414 | $18.42 | $10.03 | 1.1% | 91% |
| 20260413 | $19.00 | $7.22 | 1.1% | 89% |
| 20260410 | $18.43 | $8.75 | 0.7% | 44% |
| 20260409 | $18.40 | $9.50 | 0.7% | 38% |
| 20260408 | $18.70 | $10.55 | 0.6% | 28% |
| 20260407 | $19.88 | $12.05 | 0.7% | 37% |
| 20260406 | $19.02 | $7.15 | 0.6% | 30% |
| 20260402 | $17.57 | $8.47 | 0.6% | 32% |
| 20260401 | $18.27 | $9.88 | 0.7% | 43% |
| 20260331 | $19.55 | $10.82 | 0.7% | 38% |
| 20260330 | $19.93 | $7.25 | 0.7% | 39% |
| 20260327 | $18.60 | $8.60 | 0.7% | 45% |
| 20260326 | $17.92 | $9.05 | 0.7% | 42% |
| 20260325 | $17.45 | $9.43 | 0.7% | 37% |
| 20260324 | $17.60 | $10.65 | 0.7% | 35% |
| 20260323 | $19.17 | $8.03 | 0.7% | 36% |
| 20260320 | $18.20 | $9.80 | 0.6% | 30% |
| 20260319 | $18.30 | $9.88 | 0.6% | 31% |
| 20260318 | $18.32 | $10.80 | 0.7% | 40% |
| 20260317 | $18.35 | $11.05 | 0.6% | 30% |
| 20260316 | $19.27 | $8.38 | 0.6% | 24% |