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PIMCO 25+ Year Zero Coupon ZROZ 59.15 0.72 1.23%

ZROZ Historical Options Analysis

Explore ZROZ (PIMCO 25+ Year Zero Coupon) historical options data, volatility, Greeks and positioning. Compare signals over time in the free Historical Lab preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

ZROZ / Comparative study

3 signals / 501 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z 2.47
52.32
Mean
15.77
Window
+811.5%
ATM IV z -0.19
0.19
Mean
0.2
Window
-7.8%
IV Percentile z 1.47
81.27
Mean
35.18
Window
+332.3%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.30 0.66
ATM IV 0.30 1.00 0.81
IV Percent... 0.66 0.81 1.00
Source observations

Data inspector

1-50 of 501
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-09-21 59.15 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
2026-09-07 58.88 51.68 0.18 80.48
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
2026-08-28 59.28 47.58 0.18 72.11
2026-08-27 59.47 39.29 0.16 48.21
2026-08-26 59.62 41.64 0.16 53.39
2026-08-25 59.83 46.32 0.17 68.53
2026-08-24 58.78 34.09 0.15 38.8
2026-08-21 57.97 33.43 0.15 38.25
2026-08-20 58.36 35.57 0.15 39.04
2026-08-19 59.27 28.04 0.14 21.51
2026-08-18 57.41 30.66 0.14 33.86
2026-08-17 57 19.59 0.12 8.4
2026-08-14 57.96 18.48 0.12 7.97
2026-08-13 58.67 18.19 0.12 7.57
2026-08-12 58.16 20.14 0.12 7.57
2026-08-11 58.31 25.7 0.13 15.54
2026-08-10 58.12 25.06 0.13 13.6
2026-08-07 59.02 20.84 0.12 7.97
2026-08-06 58.72 23.97 0.13 11.95
2026-08-05 59.27 21.8 0.13 7.97
2026-08-04 59.02 29.14 0.14 19.92
2026-08-03 58.42 28.49 0.14 18.8
2026-07-31 58.1 44.02 0.17 55.78
2026-07-30 58.83 33.19 0.15 32.67
2026-07-29 59.03 59.94 0.2 92.83
2026-07-28 60.93 23.58 0.13 10.76
2026-07-27 60.4 26.24 0.13 14.4
2026-07-24 59.78 26.08 0.13 13.94
2026-07-23 59.83 29.49 0.14 26.29
2026-07-22 59.9 25.38 0.13 13.15
2026-07-21 60.08 26.42 0.13 13.94
2026-07-20 60.25 22.3 0.13 8
2026-07-17 60.96 16.01 0.11 5.58
2026-07-16 60.56 23.31 0.13 9.16
2026-07-15 60.68 22.94 0.13 8.37
2026-07-14 60.58 27.91 0.14 13.94