ZS (Zscaler, Inc. Common Stock)

Historical IV Rank & Volatility Regime

IV Rank measures where ZS's current 30-day implied volatility sits in its trailing 90-day distribution (0% = lowest in 90 days, 100% = highest). It's the most reliable signal for whether options on ZS are priced rich or cheap relative to its own recent 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.

ZS IV Rank Summary
Current
9%
Compressed — premium buying regime
30-Day Avg
29%
60-Day Avg
20%
90-Day Avg
30%
90-Day Low
0%
90-Day High
100%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically precede mean reversion in ZS's implied vol; sustained sub-25% readings often coincide with low-realized regimes ahead of catalyst events. See the Vol Arb Screener for symbols where current IV rank diverges most from realized volatility.
ZS IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260904 9% 0.6%
20260903 36% 0.8%
20260902 29% 0.8%
20260901 28% 0.8%
20260831 27% 0.8%
20260828 35% 0.8%
20260827 25% 0.8%
20260826 34% 0.8%
20260825 22% 0.7%
20260824 30% 0.8%
20260821 47% 0.9%
20260820 56% 1.0%
20260819 46% 0.9%
20260818 54% 1.0%
20260817 42% 0.9%
20260814 31% 0.8%
20260813 37% 0.8%
20260812 31% 0.8%
20260811 17% 0.7%
20260810 25% 0.8%
20260806 36% 0.8%
20260805 29% 0.8%
20260804 31% 0.8%
20260803 27% 0.8%
20260731 13% 0.7%
20260730 7% 0.6%
20260729 12% 0.7%
20260728 11% 0.7%
20260727 14% 0.7%
20260724 22% 0.7%
20260723 29% 0.8%
20260722 27% 0.8%
20260721 26% 0.8%
20260720 28% 0.8%
20260716 11% 0.7%
20260715 14% 0.7%
20260714 13% 0.7%
20260713 7% 0.6%
20260710 9% 0.6%
20260709 3% 0.6%
20260708 9% 0.6%
20260707 14% 0.7%
20260706 14% 0.7%
20260702 12% 0.7%
20260701 13% 0.7%
20260630 14% 0.7%
20260629 8% 0.6%
20260626 0% 0.6%
20260625 6% 0.6%
20260624 6% 0.6%
20260623 3% 0.6%
20260622 6% 0.6%
20260618 19% 0.7%
20260617 15% 0.7%
20260616 15% 0.7%
20260615 12% 0.7%
20260613 7% 0.6%
20260612 7% 0.6%
20260611 6% 0.6%
20260610 12% 0.7%
20260609 14% 0.7%
20260608 11% 0.7%
20260605 22% 0.7%
20260604 18% 0.7%
20260603 25% 0.7%
20260602 16% 0.7%
20260601 28% 0.7%
20260529 22% 0.7%
20260528 21% 0.7%
20260527 23% 0.7%
20260526 100% 1.3%
20260522 73% 1.0%
20260521 74% 1.0%
20260520 78% 1.0%
20260519 81% 1.0%
20260518 74% 1.0%
20260515 63% 0.9%
20260514 62% 0.9%
20260513 60% 0.9%
20260512 54% 0.8%
20260511 54% 0.8%
20260510 56% 0.8%
20260508 57% 0.8%
20260507 53% 0.8%
20260506 50% 0.8%
20260505 55% 0.8%
20260504 55% 0.8%
20260502 51% 0.8%
20260501 54% 0.8%
20260430 53% 0.8%