PIMCO 25+ Year Zero Coupon U.S. Treasury Index ETF
PIMCO 25+ Year Zero Coupon U.S. Treasury Index ETF (ZROZ) Implied Volatility Current
ZROZ implied volatility is 23%. IV Rank is 96%, placing current premiums in the top of their 52-week range.
Read more
Tracking ZROZ implied volatility helps you identify when options premiums on PIMCO 25+ Year Zero Coupon U.S. Treasury Index ETF are historically cheap or expensive, and where the best trades are hiding. PIMCO 25+ Year Zero Coupon U.S. Treasury Index ETF implied volatility reflects the market's expectation of future price movement: when ZROZ IV rises, option premiums increase, creating opportunities for sellers, and when it drops, buyers can find cheaper contracts. Use our scanner to monitor PIMCO 25+ Year Zero Coupon U.S. Treasury Index ETF's implied volatility current levels in real time and filter for high-probability trades.
Implied volatility is derived from option prices using models like Black-Scholes and represents the annualized expected move of an underlying stock. For ZROZ, tracking metrics like ZROZ IV rank helps traders understand whether current implied volatility is historically high or low. IV rank compares today's reading against the past year's range — a high rank on ZROZ signals rich premiums and potential mean-reversion, while a low rank may favor long options strategies.
The Fund seeks to provide total return that closely corresponds, before fees and expenses, to the total return of The BofA Merrill Lynch Long Treasury Principal STRIPS IndexSM
Premium sellers, directional traders, and spread builders all need the same starting point: a clear read on where ZROZ implied volatility sits today versus where it has been. Our scanner ranks PIMCO 25+ Year Zero Coupon U.S. Treasury Index ETF implied volatility against its historical range, surfaces extremes in ZROZ IV rank, and pairs every reading with the trades that exploit it. Stop guessing whether PIMCO 25+ Year Zero Coupon U.S. Treasury Index ETF IV is rich or cheap — measure it, then act on it.
Implied Volatility
IV is near its yearly peak - premiums are expensive, favoring sellers.
As of September 25, 2026
Trade options with IV on your side
Track ZROZ IV rank across every expiration, spot where volatility is elevated, and identify high-probability setups before the window closes.
Start your 14-day free trial→