This issue tends to occur with some older scopes. The newer variables, especially the good ones, mostly are not afflicted with this problem (enough to notice). Because of the limitations inherent in all optics, ALL variable scopes will experience some shift, due to parallax, at different magnification settings. The newer/ better scopes simply don't have enough shift to be apparent.
As to what you can do to correct this - you have two choices. First, you could contact the manufacturer to see if they have a solution (which will involve having an experienced scope technician re-adjust the parallax setting - probably, at best, only a partial solution... it might make no difference at all). It is possible that the parallax setting could have drifted with use. If it can be re-adjusted, this could reduce the problem - but probably at only one range (such as 100 yds.). The only (likely) fix for your problem is to zero the rifle & scope at one magnification setting - and never change it. Obviously, that is not a true solution - but it may be the only viable alternative. Or, you could purchase a new scope.