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PIMCO 25+ Year Zero Coupon ZROZ 57.93 -1.19 -2.01%

Previous-day view · Tue Nov 10 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

ZROZ / Comparative study

3 signals / 490 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z 3.02
80.23
Mean
19.02
Window
+86.7%
ATM IV z 1.44
0.27
Mean
0.19
Window
-41.0%
IV Percentile z 1.88
96.34
Mean
36
Window
-2.1%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.38 0.75
ATM IV 0.38 1.00 0.78
IV Percent... 0.75 0.78 1.00
Source observations

Data inspector

1-50 of 490
  • 1 / 10
Date Close IV Rank ATM IV IV Percentile
2026-11-10 57.93 80.23 0.27 96.34
2026-11-09 59.12 65.27 0.23 88.57
2026-11-06 59.04 78.66 0.26 95.53
2026-11-05 58.94 88.61 0.29 97.97
2026-11-04 58.85 92.64 0.29 99.61
2026-11-03 58.13 84.17 0.28 98.04
2026-11-02 58.9 76.37 0.26 96.85
2026-10-30 58.41 58.75 0.22 87.01
2026-10-29 58.32 57.12 0.21 86.56
2026-10-28 57.82 74.74 0.25 96.83
2026-10-27 58.77 61.51 0.22 89.68
2026-10-26 58.87 56.5 0.21 86.45
2026-10-23 58.29 65.03 0.23 91.27
2026-10-22 58.74 58.36 0.22 88.1
2026-10-21 57.12 50.31 0.2 82.14
2026-10-20 56.94 56.5 0.21 87.3
2026-10-19 55.99 55.48 0.21 86.45
2026-10-15 56.66 55.6 0.21 87.35
2026-10-14 55.28 45.66 0.19 77.47
2026-10-13 54.43 50.6 0.2 84.58
2026-10-12 53.94 59.12 0.22 88.89
2026-10-09 54.02 53.14 0.2 86.56
2026-10-08 53.8 61.22 0.22 90.12
2026-10-07 52.77 67.29 0.24 92.09
2026-10-06 52.99 67.7 0.24 92.49
2026-10-05 52.91 78.7 0.26 97.22
2026-10-02 53.42 79.89 0.27 97.63
2026-10-01 53.64 89.08 0.29 98.81
2026-09-30 53.92 91.82 0.29 99.6
2026-09-29 54.65 91.08 0.29 99.6
2026-09-28 55.2 100 0.31 100
2026-09-25 56.28 97.16 0.27 99.6
2026-09-24 56.51 80.76 0.24 96.83
2026-09-23 57.64 57.37 0.2 86.51
2026-09-22 59.01 43.25 0.17 58.73
2026-09-21 59.13 52.32 0.19 81.27
2026-09-18 58.43 40.42 0.16 51.59
2026-09-17 59.07 39.75 0.16 49.21
2026-09-16 58.01 85.48 0.25 99.21
2026-09-15 57.66 86.52 0.25 99.6
2026-09-14 58.02 83.67 0.25 98.41
2026-09-11 57.8 66.68 0.21 94.05
2026-09-10 57.49 82.96 0.24 98.41
2026-09-09 58.47 50.42 0.18 78.57
2026-09-08 59.04 47.73 0.18 72.62
2026-09-04 58.88 47.84 0.18 73.02
2026-09-03 58.71 40.56 0.16 51.19
2026-09-02 58.59 45.93 0.17 66.27
2026-09-01 58.45 51.86 0.18 79.68
2026-08-31 58.77 64.42 0.21 93.6