Pimco 25+ Year Zero Coupon U.S. Treasury Index Exchange-Traded (ZROZ)'s 30-day implied volatility (IV30) was 15.9% at the close on October 26, 2026, down from 17.5% the day before, against a 52-week range of 10.2% to 26.5%. Its 20-day historical volatility was 22.7%.

Key numbers

30-day implied volatility (IV30): 15.9%
IV30 52-week range: 10.2% to 26.5% (median 14.5%)
Historical volatility: 20-day 22.7%, 1-year 16.1%
Implied move by the nearest expiration: ±1.1%

Data as of October 26, 2026.

ZROZ Implied Volatility (IV) vs Historical Volatility (HV)

Name: ZROZ Implied Volatility
Creator: Market Chameleon