ReflationCurrent RegimeDay 42as of 2026-06-05
Pricing: Jul 16 (intraday)
ZTS
$77.33IV30: 48.6%Rank: 62Regime: Reflation
Research & Monitoring
Squeeze:23NONEScan: 2026-08-25
F2 Put WallPF8 Term BackwardationP
Paper Trades (1)
ZTS$70/$75 Put Spread
SWARMbullish
Order Ticket2-Leg
SELL1ZTS 17 JUL 26 75 P0.100.120.15
BUY1ZTS 17 JUL 26 70 P0.000.000.05
Net Credit$1.24($124)
+$1.12(+90.3%)
Credit $1.24→$-0.12
Spot $79.50→$77.27
0 DTEΔ +0.12Θ $0.13/day
-$3.76+$1.24
Exp Jul 17, 2026Priced 2026-07-16
Whale Episodes
Stored episode summaries for this symbol
No whale episodes stored for ZTS.
IV 30d
48.6%
IV 60d
43.6%
IV 90d
41.3%
HV 20d
29.3%
IV Rank
62
IV-HV Spread
19.3%
Term Slope
-0.19
Structure
Backwrd
Skew (Slope)
0.34
RV Forecast
33.2%
IV Term Structure
7d
48.6%
30d
48.6%
60d
43.6%
90d
41.3%
180d
43.0%
365d
43.8%
Historical Volatility Cone
Percentile bands (5/25/50/75/95th) with current HV highlighted
IV & HV Time Series
CONNECTING
IV 30d
IV 60d
HV 20d
ZTS Price (right axis)
IV Rank
Vol Surface
25d (OTM put)
40d
ATM
60d
75d (OTM call)
Cal Vol
Skew Profile
Current: 0.01Pctile: 4th25/75: 1.0 / 2.0
Strike Slope (skew)
Curvature (smile)
Mean
Positioning
Call OI: 66,124Put OI: 33,918P/C: 0.51Max GEX: $80
Open Interest by Strike
Call OI
Put OI
Spot
Gamma Exposure (GEX) by Strike
Positive GEX (support)
Negative GEX (resistance)