Rename files to add leading zeros to numbers

I've tried a bunch of examples of the rename command but I can't figure out the syntax to do what I want.

I have a bunch of files labeled something like

File_Ex_1.jpg
File_Ex_2.jpg
File_Ex_3.jpg
File_Ex_4.jpg
...
File_Ex_10.jpg
File_Ex_11.jpg
etc. 

I want to change only some of them by inserting a 0 so that the file names have the same number of characters.

So I want File_Ex_1.jpg to go to File_Ex_01.jpg, File_Ex_2.jpg to File_Ex_02.jpg

How do you do this with the rename command?

This rename command was installed via home-brew on a Mac.
Output of rename -v:

rename -v
Usage:
    rename [switches|transforms] [files]

    Switches:

    -0/--null (when reading from STDIN)
    -f/--force or -i/--interactive (proceed or prompt when overwriting)
Wide character in print at /System/Library/Perl/5.18/Pod/Text.pm line 286.

    -g/--glob (expand "*" etc. in filenames, useful in Windows™ CMD.EXE)
    -k/--backwards/--reverse-order
    -l/--symlink or -L/--hardlink
    -M/--use=*Module*
    -n/--just-print/--dry-run
    -N/--counter-format
    -p/--mkpath/--make-dirs
    --stdin/--no-stdin
    -t/--sort-time
    -T/--transcode=*encoding*
    -v/--verbose

    Transforms, applied sequentially:

    -a/--append=*str*
    -A/--prepend=*str*
    -c/--lower-case
    -C/--upper-case
    -d/--delete=*str*
    -D/--delete-all=*str*
    -e/--expr=*code*
    -P/--pipe=*cmd*
    -s/--subst *from* *to*
    -S/--subst-all *from* *to*
    -x/--remove-extension
    -X/--keep-extension
    -z/--sanitize
    --camelcase --urlesc --nows --rews --noctrl --nometa --trim (see manual)