Tour v366
ZS
ZSCALER INC
$149.82 -0.08%
$149.77 (-0.03%)🌙
as of 07/20 07:19 PM
7/20 19:19

Option Volume

Detail
Current (07/20) 12,642
Calls: 8,309 (66%)
Puts: 4,333 (34%)
Prior (07/17) 20,168
Calls: 14,647 (73%)
Puts: 5,521 (27%)
Current vs Prior -37.32%
Calls: -43.27% (Calls)
Puts: -21.52% (Puts)
Prior 7-Day Total 149,640
Calls: 107,574 (72%)
Puts: 42,066 (28%)
Prior 7-Day Average 21,377
Calls: 15,367 (72%)
Puts: 6,009 (28%)
Current vs Prior 7-Day Avg -40.86%
Calls: -45.93%
Puts: -27.90%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/20) $5.87M
Calls: $3.47M (59%)
Puts: $2.41M (41%)
Prior (07/17) $10.23M
Calls: $7.72M (75%)
Puts: $2.51M (25%)
Current vs Prior -42.63%
Calls: -55.13%
Puts: -4.22%
Prior 7-Day Total $99.64M
Calls: $70.33M (71%)
Puts: $29.32M (29%)
Prior 7-Day Average $14.23M
Calls: $10.05M (71%)
Puts: $4.19M (29%)
Current vs Prior 7-Day Avg -58.76%
Calls: -65.51%
Puts: -42.56%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/20) 0.52
Prior (07/17) 0.38
Current vs Prior +38.35%
Prior 7-Day Average 0.54
Current vs Prior 7-Day Avg -4.25%
Sentiment BULLISH

Open Interest

Detail
Current (07/20) 101,795
Calls: 60,652 (60%)
Puts: 41,143 (40%)
Prior (07/17) 135,480
Calls: 87,110 (64%)
Puts: 48,370 (36%)
Current vs Prior -24.86%
Prior 7-Day Total 897,408
Calls: 587,329 (65%)
Puts: 310,079 (35%)
Prior 7-Day Average 128,201
Calls: 83,904 (65%)
Puts: 44,297 (35%)
Current vs Prior 7-Day Avg -20.60%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 6.36% | 9.26%15.41% | 25.05%
Prior 7.28% | 9.84%1.10% | 17.41%
Current vs Prior -12.58% | -5.82%+1299.96% | +43.91%
Prior 7-Day Avg 5.16% | 8.62%4.81% | 17.61%
Current vs 7-Day Avg +23.29% | +7.42%+220.01% | +42.28%
Prior 7-Day Eod 7.28% | 9.84%1.10% | 17.41%
Current vs 7-Day Eod -12.58% | -5.82%+1299.96% | +43.91%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 5.54% | 8.33%
Calls: 5.84% | 7.69%
Puts: 5.24% | 8.97%
Prior 5.54% | 8.33%
Calls: 5.84% | 7.69%
Puts: 5.24% | 8.97%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 5.54% | 8.33%
Calls: 5.84% | 7.69%
Puts: 5.24% | 8.97%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Pricy
+
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🤖 AI Insights

Bullish P/C ratio of 0.52. P/C ratio rising 38% - increased hedging/bearish positioning. Declining open interest (down 25%) indicates positions being closed.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 26 of results (avg 7.9%, best 4.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$152.50Aug 148.609.10$8.855.6%30.50235
$160.00Aug 217.057.55$7.306.8%870.402.8K
$155.00Aug 218.759.40$9.077.2%2550.471.1K
$155.00Aug 147.658.25$7.957.5%80.46247
$155.00Aug 76.306.80$6.557.6%80.45325
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Aug 2110.6511.10$10.884.1%100.461.1K
$152.50Aug 1410.7011.25$10.985.0%4740.513
$160.00Aug 2116.5017.60$17.056.5%60.601.0K
$150.00Aug 149.3510.00$9.686.7%30.4728
$149.00Aug 148.859.50$9.187.1%260.4587

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.65, cheapest $0.65)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$165.00Jul 240.600.70$0.6515.4%2750.12405
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 70 found (avg delta 0.69, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$124.00Jul 2424.2528.10$26.1814.7%10.9715
$125.00Jul 2423.3026.45$24.8812.7%70.9789
$130.00Jul 2419.0022.15$20.5815.3%30.95--
$125.00Jul 3124.3527.70$26.0312.9%50.9492
$134.00Jul 2415.0518.35$16.7019.8%30.9418
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Jul 3119.3023.15$21.2318.1%20.85--
$160.00Jul 2410.1512.10$11.1317.5%80.7912
$175.00Aug 2126.6529.50$28.0810.1%40.76198
$170.00Aug 1421.6524.45$23.0512.1%190.75--
$157.50Jul 248.859.60$9.238.1%20.737

Most actively traded options today. High liquidity = easy entry/exit. 219 active (total vol 8.5K, top 892)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Jul 241.201.37$1.2913.2%8920.211.3K
$155.00Jul 242.352.67$2.5112.7%4530.34478
$157.50Jul 241.682.06$1.8720.3%2870.27265
$165.00Jul 240.600.70$0.6515.4%2750.12405
$150.00Jul 244.204.70$4.4511.2%2700.51460
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Aug 214.505.35$4.9317.2%8060.262.0K
$152.50Aug 1410.7011.25$10.985.0%4740.513
$120.00Aug 211.431.82$1.6323.9%1340.111.9K
$148.00Aug 148.359.00$8.687.5%1240.433
$125.00Aug 211.912.78$2.3437.2%1000.15659

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 57 strikes (avg 20.5%, max 152.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$120.00Jul 24Aug 21166.4%65.9%152.5%274
$125.00Jul 24Aug 2197.1%64.5%50.6%11368
$130.00Jul 24Aug 2183.7%63.6%31.6%141.3K
$177.50Jul 24Jul 3192.3%73.0%26.5%814
$175.00Jul 24Aug 2179.6%63.9%24.5%3211.7K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$120.00Jul 24Aug 21166.4%65.9%152.5%1362.0K
$125.00Jul 24Aug 2197.1%64.5%50.6%129805
$127.00Jul 24Aug 7101.6%68.2%49.1%28714
$130.00Jul 24Aug 2883.7%63.0%32.8%34224
$132.00Jul 24Aug 2879.0%64.5%22.6%68106

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 135 found (best R:R 21.73, avg 3.07)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$167.50$170.00Jul 24$0.11$2.39$0.1121.73$167.61
$170.00$172.50Jul 24$0.11$2.39$0.1121.73$170.11
$175.00$177.50Jul 31$0.20$2.30$0.2011.50$175.20
$167.50$170.00Jul 31$0.24$2.26$0.249.42$167.74
$170.00$172.50Jul 31$0.25$2.25$0.259.00$170.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$125.00$120.00Aug 14$0.33$4.67$0.3314.15$124.67
$133.00$130.00Aug 7$0.31$2.69$0.318.68$132.69
$130.00$125.00Aug 14$0.53$4.47$0.538.43$129.47
$149.00$148.00Aug 7$0.13$0.87$0.136.69$148.87
$135.00$134.00Jul 24$0.14$0.86$0.146.14$134.86

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 163 found (best R:R 32.33, avg 1.51)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$130.00$134.00Jul 24$3.88$3.88$0.1232.33$133.88
$125.00$130.00Jul 31$4.83$4.83$0.1728.41$129.83
$135.00$138.00Jul 31$2.70$2.70$0.309.00$137.70
$134.00$140.00Jul 24$5.35$5.35$0.658.23$139.35
$125.00$130.00Jul 24$4.30$4.30$0.706.14$129.30
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$147.00$146.00Aug 28$0.87$0.87$0.136.69$146.13
$175.00$170.00Aug 21$4.23$4.23$0.775.49$170.77
$160.00$157.50Aug 21$2.02$2.02$0.484.21$157.98
$170.00$157.50Jul 31$10.05$10.05$2.454.10$159.95
$170.00$165.00Aug 21$3.83$3.83$1.173.27$166.17

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 57 found (avg debit $1.91, cheapest $0.33)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$130.00Jul 24Jul 31$0.6283.7%70.2%
$177.50Jul 24Jul 31$0.6692.3%73.0%
$175.00Jul 24Jul 31$0.9479.6%72.4%
$172.50Jul 24Jul 31$0.9874.7%68.4%
$170.00Jul 24Jul 31$1.1275.4%67.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$125.00Jul 24Jul 31$0.3397.1%72.2%
$126.00Jul 24Jul 31$0.4486.0%70.7%
$123.00Jul 31Aug 7$0.4476.9%70.3%
$124.00Jul 31Aug 7$0.5475.5%70.9%
$130.00Jul 24Jul 31$0.7083.7%70.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 58 found (cheapest 5.99% of stock, avg 12.88%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$149.00Jul 24$5.00$3.98$8.98$140.02$157.985.99%
$150.00Jul 24$4.45$4.53$8.98$141.02$158.985.99%
$147.00Jul 24$6.00$3.06$9.06$137.94$156.066.05%
$152.50Jul 24$3.38$5.73$9.11$143.39$161.616.08%
$145.00Jul 24$7.45$2.25$9.70$135.30$154.706.47%
$143.00Jul 24$8.50$1.66$10.16$132.84$153.166.78%
$142.00Jul 24$9.53$1.40$10.93$131.07$152.937.30%
$157.50Jul 24$1.87$9.23$11.10$146.40$168.607.41%
$141.00Jul 24$10.43$1.21$11.64$129.36$152.647.77%
$140.00Jul 24$11.35$1.05$12.40$127.60$152.408.28%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 145 found (cheapest 2.51% of stock, avg 8.20%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$162.50$146.00Jul 24$0.93$2.83$3.76$142.24$166.26
$162.50$147.00Jul 24$0.93$3.06$3.99$143.01$166.49
$160.00$146.00Jul 24$1.29$2.83$4.12$141.88$164.12
$160.00$147.00Jul 24$1.29$3.06$4.35$142.65$164.35
$162.50$148.00Jul 24$0.93$3.50$4.43$143.57$166.93
$157.50$146.00Jul 24$1.87$2.83$4.70$141.30$162.20
$160.00$148.00Jul 24$1.29$3.50$4.79$143.21$164.79
$162.50$149.00Jul 24$0.93$3.98$4.91$144.09$167.41
$157.50$147.00Jul 24$1.87$3.06$4.93$142.07$162.43
$160.00$149.00Jul 24$1.29$3.98$5.27$143.73$165.27

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 239 found (best R:R 29.00, avg credit $1.96)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
133/134135/138Jul 31$2.90$0.1029.00$131.10$137.90
126/127134/140Jul 24$5.59$0.4113.63$121.41$139.59
136/137140/142Jul 31$1.86$0.1413.29$135.14$141.86
143/144150/152Aug 14$2.27$0.239.87$141.73$152.27
125/130135/140Aug 21$4.54$0.469.87$125.46$139.54
139/140149/150Jul 31$0.90$0.109.00$139.10$149.90
130/135140/145Aug 21$4.50$0.509.00$130.50$144.50
131/133138/140Jul 31$1.79$0.218.52$131.21$139.79
136/137149/150Jul 31$0.89$0.118.09$136.11$149.89
126/129130/135Jul 31$4.42$0.587.62$124.58$134.42

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 74 found (best R:R 49.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$150.00$152.50$155.00Jul 31$0.05$2.4549.00
$155.00$157.50$160.00Jul 24$0.06$2.4440.67
$160.00$165.00$170.00Aug 21$0.13$4.8737.46
$160.00$162.50$165.00Jul 24$0.08$2.4230.25
$155.00$160.00$165.00Aug 28$0.17$4.8328.41
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$120.00$125.00$130.00Aug 14$0.20$4.8024.00
$137.00$138.00$139.00Jul 24$0.06$0.9415.67
$124.00$125.00$126.00Jul 31$0.06$0.9415.67
$129.00$130.00$131.00Jul 31$0.06$0.9415.67
$141.00$142.00$143.00Jul 31$0.06$0.9415.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 65 found (best net $-0.37, 61 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$170.00$175.001:2Aug 7-$0.95$4.05
$165.00$170.001:2Aug 7-$1.35$3.65
$170.00$172.501:2Jul 24-$0.06$2.44
$165.00$167.501:2Jul 24-$0.13$2.37
$172.50$175.001:2Jul 24-$0.15$2.35
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$144.00$132.001:2Aug 28-$0.37$11.63
$170.00$157.501:2Jul 31-$1.13$11.37
$170.00$157.501:2Aug 14-$4.45$8.05
$125.00$120.001:2Aug 21-$0.92$4.08
$125.00$120.001:2Aug 14-$0.97$4.03

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 51 found (best yield 8.08%, avg 3.00%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$150.00Aug 28$12.100.550.1%8.08%8.20%5--
$150.00Aug 21$10.750.540.1%7.18%7.30%1291.0K
$155.00Aug 28$10.000.493.5%6.67%10.13%3--
$150.00Aug 14$9.650.540.1%6.44%6.56%2--
$152.50Aug 21$9.550.511.8%6.37%8.16%35--
$155.00Aug 21$8.750.473.5%5.84%9.30%2551.1K
$152.50Aug 14$8.600.501.8%5.74%7.53%3235
$150.00Aug 7$8.300.550.1%5.54%5.66%21107
$160.00Aug 28$8.100.436.8%5.41%12.20%1--
$155.00Aug 14$7.650.463.5%5.11%8.56%8247

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 8,309
Total Puts 4,333
Put/Call Ratio 0.52
Net Difference 3,976

Prior's Put/Call Breakdown

Total Calls 14,647
Total Puts 5,521
Put/Call Ratio 0.38
Net Difference 9,126

Prior 7-Day Put/Call Summary

Total Calls 107,574
Total Puts 42,066
Average Put/Call Ratio 0.54
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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