Tour v382
ZS
ZSCALER INC
$148.72 -0.73%
$148.65 (-0.05%)🌙
as of 07/21 07:18 PM
7/21 19:18

Option Volume

Detail
Current (07/21) 10,059
Calls: 7,505 (75%)
Puts: 2,554 (25%)
Prior (07/20) 12,642
Calls: 8,309 (66%)
Puts: 4,333 (34%)
Current vs Prior -20.43%
Calls: -9.68% (Calls)
Puts: -41.06% (Puts)
Prior 7-Day Total 152,352
Calls: 110,272 (72%)
Puts: 42,080 (28%)
Prior 7-Day Average 21,764
Calls: 15,753 (72%)
Puts: 6,011 (28%)
Current vs Prior 7-Day Avg -53.78%
Calls: -52.36%
Puts: -57.51%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/21) $6.38M
Calls: $4.82M (75%)
Puts: $1.56M (25%)
Prior (07/20) $5.87M
Calls: $3.47M (59%)
Puts: $2.41M (41%)
Current vs Prior +8.68%
Calls: +38.97%
Puts: -34.97%
Prior 7-Day Total $96.24M
Calls: $69.87M (73%)
Puts: $26.37M (27%)
Prior 7-Day Average $13.75M
Calls: $9.98M (73%)
Puts: $3.77M (27%)
Current vs Prior 7-Day Avg -53.59%
Calls: -51.75%
Puts: -58.48%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/21) 0.34
Prior (07/20) 0.52
Current vs Prior -34.74%
Prior 7-Day Average 0.51
Current vs Prior 7-Day Avg -33.17%
Sentiment BULLISH

Open Interest

Detail
Current (07/21) 90,027
Calls: 54,978 (61%)
Puts: 35,049 (39%)
Prior (07/20) 101,795
Calls: 60,652 (60%)
Puts: 41,143 (40%)
Current vs Prior -11.56%
Prior 7-Day Total 882,187
Calls: 563,779 (64%)
Puts: 318,408 (36%)
Prior 7-Day Average 126,026
Calls: 80,539 (64%)
Puts: 45,486 (36%)
Current vs Prior 7-Day Avg -28.57%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 5.37% | 8.67%14.71% | 24.78%
Prior 6.36% | 9.26%15.41% | 25.05%
Current vs Prior -15.65% | -6.37%-4.50% | -1.09%
Prior 7-Day Avg 5.64% | 8.98%6.05% | 18.70%
Current vs 7-Day Avg -4.86% | -3.44%+143.20% | +32.53%
Prior 7-Day Eod 6.36% | 9.26%15.41% | 25.05%
Current vs 7-Day Eod -15.65% | -6.37%-4.50% | -1.09%
Sentiment BULLISHBULLISH

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

Strong bullish conviction with 75% of dollar volume in calls ($4.82M) vs puts ($1.56M). Extreme bullish P/C ratio of 0.34 - heavy call buying (7,505 calls vs 2,554 puts). P/C ratio dropping 35% - sentiment shifting bullish. Call-heavy open interest (54,978 calls vs 35,049 puts) suggests bullish positioning.

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 12 of results (avg 8.0%, best 5.5%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Aug 2121.3523.30$22.338.7%10.80--
$144.00Jul 246.356.95$6.659.0%10.72--
$141.00Jul 3110.4011.40$10.909.2%10.7144
$135.00Aug 2117.8519.60$18.739.3%10.73--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$155.00Jul 319.7010.25$9.985.5%20.63433
$157.50Aug 1414.1015.05$14.586.5%10.6137
$150.00Aug 149.8010.55$10.187.4%40.4930
$155.00Jul 247.408.00$7.707.8%10.7248
$152.50Aug 1411.1012.00$11.557.8%30.53388

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

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 54 found (avg delta 0.64, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Jul 3122.4025.85$24.1314.3%10.9495
$128.00Jul 3119.7023.45$21.5817.4%10.926
$138.00Jul 2410.2512.90$11.5822.9%10.88--
$129.00Aug 719.7023.45$21.5817.4%10.866
$140.00Jul 248.5511.20$9.8826.8%30.8282
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$155.00Jul 247.408.00$7.707.8%10.7248
$160.00Aug 1415.0516.75$15.9010.7%40.6520
$152.50Jul 245.606.25$5.9311.0%10.64--
$155.00Jul 319.7010.25$9.985.5%20.63433
$157.50Aug 1414.1015.05$14.586.5%10.6137

Most actively traded options today. High liquidity = easy entry/exit. 187 active (total vol 4.7K, top 405)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Jul 240.601.00$0.8050.0%4050.151.7K
$155.00Aug 146.507.60$7.0515.6%3150.43247
$155.00Jul 241.471.80$1.6420.1%2530.28664
$162.50Aug 143.656.05$4.8549.5%1350.33176
$172.50Jul 240.000.29$0.14207.1%1320.03193
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$127.00Jul 240.070.60$0.34155.9%3380.05722
$141.00Jul 312.394.15$3.2753.8%1800.29--
$149.00Jul 316.106.80$6.4510.9%1800.48--
$128.00Jul 310.310.93$0.62100.0%760.0825
$134.00Jul 240.110.69$0.40145.0%750.0827

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 46 strikes (avg 17.7%, max 54.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$172.50Jul 24Aug 2187.8%59.9%46.6%148253
$165.00Jul 24Aug 2180.7%61.6%31.1%1293.2K
$175.00Jul 24Aug 2885.5%65.9%29.8%129541
$170.00Jul 24Aug 2884.3%66.3%27.2%22864
$167.50Jul 24Aug 2175.9%60.5%25.3%18130
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$128.00Jul 24Jul 31104.7%67.7%54.7%84132
$129.00Jul 24Jul 31101.4%72.5%39.8%4427
$131.00Jul 24Jul 3196.9%69.7%39.0%691
$133.00Jul 24Aug 1487.2%65.1%33.9%1843
$134.00Jul 24Jul 3184.3%63.9%32.0%7842

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 118 found (best R:R 39.00, avg 3.68)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$160.00$162.50Aug 14$0.12$2.38$0.1219.83$160.12
$162.50$165.00Jul 24$0.13$2.37$0.1318.23$162.63
$167.50$170.00Aug 21$0.15$2.35$0.1515.67$167.65
$172.50$175.00Jul 31$0.17$2.33$0.1713.71$172.67
$172.50$175.00Aug 21$0.17$2.33$0.1713.71$172.67
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$127.00$119.00Jul 24$0.20$7.80$0.2039.00$126.80
$149.00$148.00Jul 31$0.10$0.90$0.109.00$148.90
$125.00$120.00Aug 21$0.58$4.42$0.587.62$124.42
$138.00$137.00Jul 24$0.13$0.87$0.136.69$137.87
$144.00$143.00Jul 24$0.13$0.87$0.136.69$143.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 137 found (best R:R 7.00, avg 1.04)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$140.00$142.00Jul 24$1.75$1.75$0.257.00$141.75
$138.00$140.00Jul 24$1.70$1.70$0.305.67$139.70
$125.00$128.00Jul 31$2.55$2.55$0.455.67$127.55
$128.00$139.00Jul 31$9.00$9.00$2.004.50$137.00
$142.00$145.00Aug 14$2.23$2.23$0.772.90$144.23
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$148.00$147.00Jul 31$0.87$0.87$0.136.69$147.13
$150.00$149.00Aug 21$0.80$0.80$0.204.00$149.20
$145.00$144.00Jul 31$0.79$0.79$0.213.76$144.21
$155.00$152.50Jul 24$1.77$1.77$0.732.42$153.23
$147.00$145.00Aug 21$1.30$1.30$0.701.86$145.70

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 49 found (avg debit $2.17, cheapest $0.32)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$175.00Jul 24Jul 31$0.4385.5%65.3%
$172.50Jul 24Jul 31$0.5487.8%65.3%
$170.00Jul 24Jul 31$0.8884.3%68.5%
$165.00Jul 24Jul 31$1.0580.7%63.7%
$167.50Jul 24Jul 31$1.0775.9%66.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$128.00Jul 24Jul 31$0.32104.7%67.7%
$129.00Jul 24Jul 31$0.62101.4%72.5%
$131.00Jul 24Jul 31$0.6996.9%69.7%
$130.00Jul 24Jul 31$0.7384.0%68.5%
$134.00Jul 24Jul 31$0.8384.3%63.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 42 found (cheapest 5.03% of stock, avg 11.32%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$149.00Jul 24$3.65$3.83$7.48$141.52$156.485.03%
$148.00Jul 24$4.15$3.35$7.50$140.50$155.505.04%
$147.00Jul 24$4.72$2.88$7.60$139.40$154.605.11%
$150.00Jul 24$3.28$4.38$7.66$142.34$157.665.15%
$145.00Jul 24$5.98$2.09$8.07$136.93$153.075.43%
$152.50Jul 24$2.28$5.93$8.21$144.29$160.715.52%
$144.00Jul 24$6.65$1.65$8.30$135.70$152.305.58%
$142.00Jul 24$8.13$1.17$9.30$132.70$151.306.25%
$155.00Jul 24$1.64$7.70$9.34$145.66$164.346.28%
$140.00Jul 24$9.88$1.01$10.89$129.11$150.897.32%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 145 found (cheapest 1.94% of stock, avg 7.81%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$160.00$145.00Jul 24$0.80$2.09$2.89$142.11$162.89
$160.00$146.00Jul 24$0.80$2.30$3.10$142.90$163.10
$157.50$145.00Jul 24$1.07$2.09$3.16$141.84$160.66
$157.50$146.00Jul 24$1.07$2.30$3.37$142.63$160.87
$160.00$147.00Jul 24$0.80$2.88$3.68$143.32$163.68
$155.00$145.00Jul 24$1.64$2.09$3.73$141.27$158.73
$155.00$146.00Jul 24$1.64$2.30$3.94$142.06$158.94
$157.50$147.00Jul 24$1.07$2.88$3.95$143.05$161.45
$160.00$148.00Jul 24$0.80$3.35$4.15$143.85$164.15
$152.50$145.00Jul 24$2.28$2.09$4.37$140.63$156.87

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 311 found (best R:R 19.00, avg credit $2.07)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
132/133138/140Jul 24$1.90$0.1019.00$131.10$139.90
137/138140/142Jul 24$1.88$0.1215.67$136.12$141.88
120/122125/128Jul 31$2.81$0.1914.79$119.19$127.81
141/143145/148Jul 31$2.81$0.1914.79$140.19$147.81
139/140142/144Jul 24$1.87$0.1314.38$138.13$143.87
133/135142/145Aug 14$2.76$0.2411.50$132.24$144.76
150/152158/160Aug 14$2.30$0.2011.50$150.20$159.80
135/137150/152Aug 14$2.29$0.2110.90$134.71$152.29
140/142150/152Aug 14$2.28$0.2210.36$139.72$152.28
150/152165/168Aug 21$2.28$0.2210.36$150.22$167.28

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 59 found (best R:R 40.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$130.00$135.00$140.00Aug 21$0.12$4.8840.67
$152.50$155.00$157.50Jul 24$0.07$2.4334.71
$160.00$162.50$165.00Jul 24$0.15$2.3515.67
$165.00$170.00$175.00Aug 7$0.33$4.6714.15
$147.00$148.00$149.00Jul 24$0.07$0.9313.29
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$130.00$135.00$140.00Aug 21$0.15$4.8532.33
$127.00$128.00$129.00Jul 24$0.05$0.9519.00
$150.00$155.00$160.00Aug 28$0.26$4.7418.23
$145.00$150.00$155.00Aug 28$0.29$4.7116.24
$148.00$149.00$150.00Jul 24$0.07$0.9313.29

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 71 found (best net $-0.96, 68 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$160.00$170.001:2Aug 28-$2.46$7.54
$128.00$139.001:2Jul 31-$3.58$7.42
$129.00$140.001:2Aug 7-$5.46$5.54
$160.00$165.001:2Aug 7-$1.02$3.98
$170.00$175.001:2Aug 7-$1.15$3.85
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$140.00$130.001:2Aug 28-$0.96$9.04
$150.00$142.001:2Aug 14-$2.58$5.42
$125.00$120.001:2Aug 28-$1.18$3.82
$125.00$120.001:2Aug 21-$1.22$3.78
$140.00$135.001:2Aug 7-$1.29$3.71

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 55 found (best yield 7.43%, avg 2.57%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$149.00Aug 28$11.050.540.2%7.43%7.62%3--
$150.00Aug 28$10.600.530.9%7.13%7.99%6--
$150.00Aug 21$9.250.520.9%6.22%7.08%1011.0K
$149.00Aug 14$9.200.530.2%6.19%6.37%4236
$155.00Aug 28$8.400.474.2%5.65%9.87%310
$152.50Aug 21$8.000.482.5%5.38%7.92%433
$150.00Aug 14$7.900.510.9%5.31%6.17%221
$160.00Aug 28$7.500.417.6%5.04%12.63%430
$155.00Aug 21$7.000.454.2%4.71%8.93%23--
$152.50Aug 14$6.800.472.5%4.57%7.11%3234

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 7,505
Total Puts 2,554
Put/Call Ratio 0.34
Net Difference 4,951

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 110,272
Total Puts 42,080
Average Put/Call Ratio 0.51
Ratio Trend Falling

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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