ZROZ · PIMCO 25+ Year Zero Coupon U.S. Treasury Index Exchange-Traded Fund ETF

Alerts for ZROZ

$58.88 +0.17 (+0.29%) At close · Sep 4

Options Chain

Underlying $58.88 · at close Sep 4, 2026 Options Calculator

Positioning

Sep 18, 2026 · 13 days to expiry · 50 contracts · mixed daily-bar sessions · Mar 19, 2026–Sep 4, 2026; 2 unknown

Put / call OI

0.40

Call-heavy positioning

Open interest

3,716

as of Sep 3, 2026

Volume

—

dated and unknown daily-bar sessions

Max pain

$59.00

$0.12 above spot

ATM implied vol

22.8%

market's expected move

Open interest by strike

Calls Puts

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Sep 18 13d Oct 16 41d Dec 18 104d Mar 19 195d

Calls								Puts
OI	Vol	IV	Δ	Bid	Ask	Last	Strike	Last	Bid	Ask	Δ	IV	Vol	OI
—	1	40%	0.926	$4.70	$7.50	$10.00		$0.05	$0.00	$2.60	—	—	8	49
Call · $53 In the money Daily-bar session May 28, 2026 Quote as of 2026-09-04 19:55:01.525 UTC Last $10.00 Breakeven $63.00 Implied vol 40% Delta 0.926 ≈93% ITM Gamma 0.031 Theta -0.029 Vega 0.016 Open interest — OI effective date — Model this call Put · $53 Daily-bar session Aug 31, 2026 Quote as of 2026-09-04 19:59:35.496 UTC Last $0.05 Breakeven $52.95 Implied vol — Delta — Gamma — Theta — Vega — Open interest 49 OI effective date Sep 3, 2026 Model this put
—	1	34.5%	0.917	$3.70	$6.50	$9.00		$0.08	$0.00	$2.60	—	—	40	90
Call · $54 In the money Daily-bar session May 28, 2026 Quote as of 2026-09-04 19:59:35.709 UTC Last $9.00 Breakeven $63.00 Implied vol 34.5% Delta 0.917 ≈92% ITM Gamma 0.04 Theta -0.028 Vega 0.017 Open interest — OI effective date — Model this call Put · $54 Daily-bar session Aug 19, 2026 Quote as of 2026-09-04 19:59:35.261 UTC Last $0.08 Breakeven $53.92 Implied vol — Delta — Gamma — Theta — Vega — Open interest 90 OI effective date Sep 3, 2026 Model this put
1	1	30.1%	0.894	$2.75	$5.50	$3.90		$0.17	$0.00	$2.60	—	—	4	47
Call · $55 In the money Daily-bar session Aug 3, 2026 Quote as of 2026-09-04 19:55:01.275 UTC Last $3.90 Breakeven $58.90 Implied vol 30.1% Delta 0.894 ≈89% ITM Gamma 0.055 Theta -0.028 Vega 0.02 Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $55 Daily-bar session Aug 21, 2026 Quote as of 2026-09-04 19:59:35.069 UTC Last $0.17 Breakeven $54.83 Implied vol — Delta — Gamma — Theta — Vega — Open interest 47 OI effective date Sep 3, 2026 Model this put
1	1	24.3%	0.874	$1.75	$4.50	$2.70		$0.06	$0.00	$0.70	—	—	2	20
Call · $56 In the money Daily-bar session Aug 21, 2026 Quote as of 2026-09-04 19:56:04.009 UTC Last $2.70 Breakeven $58.70 Implied vol 24.3% Delta 0.874 ≈87% ITM Gamma 0.077 Theta -0.026 Vega 0.023 Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $56 Daily-bar session Sep 1, 2026 Quote as of 2026-09-04 19:59:34.846 UTC Last $0.06 Breakeven $55.94 Implied vol — Delta — Gamma — Theta — Vega — Open interest 20 OI effective date Sep 3, 2026 Model this put
255	17	24.7%	0.772	$0.85	$3.80	$2.50		$0.17	$0.00	$0.30	—	—	2	125
Call · $57 In the money Daily-bar session Aug 19, 2026 Quote as of 2026-09-04 19:55:01.262 UTC Last $2.50 Breakeven $59.50 Implied vol 24.7% Delta 0.772 ≈77% ITM Gamma 0.11 Theta -0.036 Vega 0.034 Open interest 255 OI effective date Sep 3, 2026 Model this call Put · $57 Daily-bar session Aug 28, 2026 Quote as of 2026-09-04 19:59:34.641 UTC Last $0.17 Breakeven $56.83 Implied vol — Delta — Gamma — Theta — Vega — Open interest 125 OI effective date Sep 3, 2026 Model this put
58	3	18.4%	0.687	$0.15	$2.60	$1.45		$0.50	$0.00	$1.00	—	—	1	116
Call · $58 In the money Daily-bar session Sep 3, 2026 Quote as of 2026-09-04 19:57:27.503 UTC Last $1.45 Breakeven $59.45 Implied vol 18.4% Delta 0.687 ≈69% ITM Gamma 0.173 Theta -0.032 Vega 0.039 Open interest 58 OI effective date Sep 3, 2026 Model this call Put · $58 Daily-bar session Sep 2, 2026 Quote as of 2026-09-04 19:59:34.469 UTC Last $0.50 Breakeven $57.50 Implied vol — Delta — Gamma — Theta — Vega — Open interest 116 OI effective date Sep 3, 2026 Model this put
Underlying $58.88
106	20	18%	0.498	$0.50	$1.05	$0.75		$0.83	$0.45	$2.05	-0.495	27.7%	2	310
Call · $59 Daily-bar session Sep 3, 2026 Quote as of 2026-09-04 19:59:11.668 UTC Last $0.75 Breakeven $59.75 Implied vol 18% Delta 0.498 ≈50% ITM Gamma 0.2 Theta -0.034 Vega 0.044 Open interest 106 OI effective date Sep 3, 2026 Model this call Put · $59 In the money Daily-bar session Sep 1, 2026 Quote as of 2026-09-04 19:59:41.168 UTC Last $0.83 Breakeven $58.17 Implied vol 27.7% Delta -0.495 ≈50% ITM Gamma 0.13 Theta -0.044 Vega 0.044 Open interest 310 OI effective date Sep 3, 2026 Model this put
179	1	—	—	$0.00	$0.55	$0.30		$1.90	$0.10	$2.05	-0.908	7%	1	243
Call · $60 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:31.818 UTC Last $0.30 Breakeven $60.30 Implied vol — Delta — Gamma — Theta — Vega — Open interest 179 OI effective date Sep 3, 2026 Model this call Put · $60 In the money Daily-bar session Aug 31, 2026 Quote as of 2026-09-04 19:59:09.792 UTC Last $1.90 Breakeven $58.10 Implied vol 7% Delta -0.908 ≈91% ITM Gamma 0.213 Theta 0.001 Vega 0.018 Open interest 243 OI effective date Sep 3, 2026 Model this put
46	1	19.1%	0.177	$0.05	$0.35	$0.33		$3.60	$1.00	$3.70	-0.781	22.7%	24	64
Call · $61 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:55:27.828 UTC Last $0.33 Breakeven $61.33 Implied vol 19.1% Delta 0.177 ≈18% ITM Gamma 0.122 Theta -0.022 Vega 0.029 Open interest 46 OI effective date Sep 3, 2026 Model this call Put · $61 In the money Daily-bar session Aug 18, 2026 Quote as of 2026-09-04 19:55:07.735 UTC Last $3.60 Breakeven $57.40 Implied vol 22.7% Delta -0.781 ≈78% ITM Gamma 0.117 Theta -0.024 Vega 0.033 Open interest 64 OI effective date Sep 3, 2026 Model this put
250	11	—	—	$0.00	$0.15	$0.05		$2.70	$1.70	$4.30	—	—	1	1
Call · $62 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:57:01.260 UTC Last $0.05 Breakeven $62.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 250 OI effective date Sep 3, 2026 Model this call Put · $62 In the money Daily-bar session Aug 25, 2026 Quote as of 2026-09-04 19:55:23.632 UTC Last $2.70 Breakeven $59.30 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this put
72	3	—	—	$0.00	$2.60	$0.05		$4.25	$2.70	$5.30	—	—	1	—
Call · $63 Daily-bar session Aug 24, 2026 Quote as of 2026-09-04 19:57:01.260 UTC Last $0.05 Breakeven $63.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 72 OI effective date Sep 3, 2026 Model this call Put · $63 In the money Daily-bar session Aug 6, 2026 Quote as of 2026-09-04 19:55:23.905 UTC Last $4.25 Breakeven $58.75 Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
40	2	—	—	$0.00	$2.60	$0.04		$5.60	$3.70	$6.30	—	—	1	—
Call · $64 Daily-bar session Aug 13, 2026 Quote as of 2026-09-04 19:59:35.301 UTC Last $0.04 Breakeven $64.04 Implied vol — Delta — Gamma — Theta — Vega — Open interest 40 OI effective date Sep 3, 2026 Model this call Put · $64 In the money Daily-bar session Aug 12, 2026 Quote as of 2026-09-04 19:59:55.325 UTC Last $5.60 Breakeven $58.40 Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
536	157	—	—	$0.00	$0.10	$0.10		$6.50	$4.70	$7.30	—	—	6	—
Call · $65 Daily-bar session Aug 25, 2026 Quote as of 2026-09-04 13:30:27.001 UTC Last $0.10 Breakeven $65.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 536 OI effective date Sep 3, 2026 Model this call Put · $65 In the money Daily-bar session Sep 2, 2026 Quote as of 2026-09-04 19:59:55.325 UTC Last $6.50 Breakeven $58.50 Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
66	20	—	—	$0.00	$0.10	$0.10		$5.93	$5.60	$8.30	—	—	3	—
Call · $66 Daily-bar session Jul 29, 2026 Quote as of 2026-09-04 19:59:55.078 UTC Last $0.10 Breakeven $66.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 66 OI effective date Sep 3, 2026 Model this call Put · $66 In the money Daily-bar session Jul 24, 2026 Quote as of 2026-09-04 19:55:02.480 UTC Last $5.93 Breakeven $60.07 Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
112	2	—	—	$0.00	$0.65	$0.09		$3.00	$6.60	$9.30	—	—	2	—
Call · $67 Daily-bar session Jul 28, 2026 Quote as of 2026-09-04 19:59:35.902 UTC Last $0.09 Breakeven $67.09 Implied vol — Delta — Gamma — Theta — Vega — Open interest 112 OI effective date Sep 3, 2026 Model this call Put · $67 In the money Daily-bar session Jun 26, 2026 Quote as of 2026-09-04 19:55:02.658 UTC Last $3.00 Breakeven $64.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
38	4	—	—	$0.00	$2.60	$0.05		$3.30	$6.90	$10.80	—	—	1	—
Call · $68 Daily-bar session Aug 7, 2026 Quote as of 2026-09-04 19:59:36.102 UTC Last $0.05 Breakeven $68.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 38 OI effective date Sep 3, 2026 Model this call Put · $68 In the money Daily-bar session Jun 24, 2026 Quote as of 2026-09-04 19:55:02.885 UTC Last $3.30 Breakeven $64.70 Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
46	17	—	—	$0.00	$2.60	$0.20		$6.10	$7.90	$11.80	—	—	1	—
Call · $69 Daily-bar session Jul 9, 2026 Quote as of 2026-09-04 19:59:36.400 UTC Last $0.20 Breakeven $69.20 Implied vol — Delta — Gamma — Theta — Vega — Open interest 46 OI effective date Sep 3, 2026 Model this call Put · $69 In the money Daily-bar session Mar 19, 2026 Quote as of 2026-09-04 19:59:32.780 UTC Last $6.10 Breakeven $62.90 Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
201	1	—	—	$0.00	$1.50	$0.08		$7.07	$9.60	$12.30	—	—	2	—
Call · $70 Daily-bar session Aug 26, 2026 Quote as of 2026-09-04 19:59:36.602 UTC Last $0.08 Breakeven $70.08 Implied vol — Delta — Gamma — Theta — Vega — Open interest 201 OI effective date Sep 3, 2026 Model this call Put · $70 In the money Daily-bar session Apr 16, 2026 Quote as of 2026-09-04 19:59:32.884 UTC Last $7.07 Breakeven $62.93 Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
27	6	—	—	$0.00	$0.10	$1.40		—	$10.60	$13.30	—	—	—	—
Call · $71 Daily-bar session Mar 19, 2026 Quote as of 2026-09-04 19:59:55.078 UTC Last $1.40 Breakeven $72.40 Implied vol — Delta — Gamma — Theta — Vega — Open interest 27 OI effective date Sep 3, 2026 Model this call Put · $71 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.018 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
21	21	—	—	$0.00	$2.60	$0.25		$9.30	$11.60	$14.30	—	—	1	—
Call · $72 Daily-bar session Jun 16, 2026 Quote as of 2026-09-04 19:59:37.104 UTC Last $0.25 Breakeven $72.25 Implied vol — Delta — Gamma — Theta — Vega — Open interest 21 OI effective date Sep 3, 2026 Model this call Put · $72 In the money Daily-bar session Jun 15, 2026 Quote as of 2026-09-04 19:59:33.123 UTC Last $9.30 Breakeven $62.70 Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
260	1	—	—	$0.00	$0.40	$0.05		—	$12.60	$15.30	—	—	—	—
Call · $73 Daily-bar session Jul 17, 2026 Quote as of 2026-09-04 19:55:01.525 UTC Last $0.05 Breakeven $73.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 260 OI effective date Sep 3, 2026 Model this call Put · $73 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.223 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
36	10	—	—	$0.00	$0.10	$0.15		$10.50	$13.60	$16.30	—	—	1	—
Call · $74 Daily-bar session Jun 18, 2026 Quote as of 2026-09-04 19:55:07.733 UTC Last $0.15 Breakeven $74.15 Implied vol — Delta — Gamma — Theta — Vega — Open interest 36 OI effective date Sep 3, 2026 Model this call Put · $74 In the money Daily-bar session Apr 2, 2026 Quote as of 2026-09-04 19:59:33.318 UTC Last $10.50 Breakeven $63.50 Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
96	8	—	—	$0.00	$2.60	$0.10		$16.50	$13.80	$18.00	—	—	6	—
Call · $75 Daily-bar session Jul 9, 2026 Quote as of 2026-09-04 19:59:37.931 UTC Last $0.10 Breakeven $75.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 96 OI effective date Sep 3, 2026 Model this call Put · $75 In the money Daily-bar session Sep 2, 2026 Quote as of 2026-09-04 19:59:33.435 UTC Last $16.50 Breakeven $58.50 Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
32	1	—	—	$0.00	$2.55	$0.10		$12.60	$14.80	$19.00	—	—	14	—
Call · $76 Daily-bar session Jun 18, 2026 Quote as of 2026-09-04 19:59:38.203 UTC Last $0.10 Breakeven $76.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 32 OI effective date Sep 3, 2026 Model this call Put · $76 In the money Daily-bar session Apr 2, 2026 Quote as of 2026-09-04 19:59:33.535 UTC Last $12.60 Breakeven $63.40 Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
172	1	—	—	$0.00	$1.50	$0.02		$14.59	$15.80	$20.00	—	—	5	—
Call · $77 Daily-bar session Jul 21, 2026 Quote as of 2026-09-04 19:59:38.510 UTC Last $0.02 Breakeven $77.02 Implied vol — Delta — Gamma — Theta — Vega — Open interest 172 OI effective date Sep 3, 2026 Model this call Put · $77 In the money Daily-bar session Mar 27, 2026 Quote as of 2026-09-04 19:59:33.679 UTC Last $14.59 Breakeven $62.41 Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put

About this data

Each contract's last price, day range and volume belong to the daily-bar session shown in its details; unknown means the source omitted that timestamp. Open interest has its own effective date shown separately; implied volatility and greeks are model values computed when fetched. This chain has mixed daily-bar sessions · Mar 19, 2026–Sep 4, 2026; 2 unknown. Positioning totals are shown only when every returned open-interest value has the same known effective date. Bid and ask are real-time consolidated OPRA readings.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.