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ZS - Zscaler
Implied Volatility Analysis

Implied Volatility:
74.5%
Put/Call-Ratio:
1.16

Zscaler has an Implied Volatility (IV) of 74.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ZS is 52 and the Implied Volatility Percentile (IVP) is 78. The current Implied Volatility Index for ZS is 0.80 standard deviations away from its 1 year mean.

Market Cap$21.98B
Next Earnings Date9/8/2022 (70d)
Implied Volatility (IV) 30d
74.45
Implied Volatility Rank (IVR) 1y
52.48
Implied Volatility Percentile (IVP) 1y
78.26
Historical Volatility (HV) 30d
77.36
IV / HV
0.96
Open Interest
186.12K
Option Volume
5.57K
Put/Call Ratio (Volume)
1.16

Data was calculated after the 6/29/2022 closing.

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