How do I syntax check a Zsh script?

Is it's the same -n/-o noexec as in POSIX shells, that causes the code to be read and parsed but not executed.

See info zsh noexec for details.

Beware it flags shell syntax errors, but not necessarily things like wildcard/qualifier/expansion flag syntax errors.

Also note that some options affect the syntax of the shell. So if you have some set -o those-options, since it will not be executed, zsh -n will carry on trying to interpret the syntax as if it hadn't been enabled.