ZS · Options

Zscaler, Inc. (ZS) options chain & liquidity

Term structure, skew and the liquidity of the published chain.

$260.15

Volatility term structureATM IV by stored expiration. Earnings-containing expirations are marked; missing IV stays unavailable. Expiry spacing reflects DTE, not equal calendar spacing.

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2026-11-20: ATM IV: 59.19% 24 DTE · ATM strike $260.00 · No stored earnings marker Update time unavailable

Event / reference markers

Earnings expiry 2026-11-27: 31

Exact data table

Volatility term structure · full stored dataset, independent of graph range/toggles

ATM IV (%)	Context	Updated
59.19%	24 DTE · ATM strike $260.00 · No stored earnings marker	Update time unavailable
63.675%	31 DTE · ATM strike $260.00 · Contains earnings	Update time unavailable
71.76%	38 DTE · ATM strike $260.00 · No stored earnings marker	Update time unavailable
68.89%	52 DTE · ATM strike $260.00 · No stored earnings marker	Update time unavailable

Liquidity classification: ACCEPTABLE
Median bid-ask width: 18.6%
25-delta put IV: 65.9%
25-delta call IV: 64.6%
Downside skew: 2.0%

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Data provenance

Figures are from published, reviewed research as of Oct 27, 2026, 4:00 PM EDT. Modelled option premiums use Black-Scholes with the published at-the-money implied volatility and are labelled as modelled, not as live quotes.