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ZS - Zscaler
Implied Volatility Analysis

Implied Volatility:
63.5%
Put/Call-Ratio:
2.14

Zscaler has an Implied Volatility (IV) of 63.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ZS is 30 and the Implied Volatility Percentile (IVP) is 28. The current Implied Volatility Index for ZS is -0.58 standard deviations away from its 1 year mean.

Market Cap$16.72B
Next Earnings Date2/23/2023 (77d)
Implied Volatility (IV) 30d
63.50
Implied Volatility Rank (IVR) 1y
29.77
Implied Volatility Percentile (IVP) 1y
28.46
Historical Volatility (HV) 30d
85.70
IV / HV
0.74
Open Interest
245.24K
Option Volume
41.81K
Put/Call Ratio (Volume)
2.14

Data was calculated after the 12/7/2022 closing.

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