ZS - Options Database

ZSCALER INC

$142.26 -4.34%

$142.31 (+0.04%)🌙

as of 07/22 09:29 PM

(7/21 19:18) ◀

Wednesday, July 22, 2026 (9:29pm)

▶ (7/23 19:22)

◀ 7/22 21:29 ▶

Option Volume

Detail

ℹ

Current (07/22) 14,542

Calls: 9,634 (66%)

Puts: 4,908 (34%)

Prior (07/21) 10,059

Calls: 7,505 (75%)

Puts: 2,554 (25%)

Current vs Prior +44.57%

Calls: +28.37% (Calls)

Puts: +92.17% (Puts)

Prior 7-Day Total 140,817

Calls: 104,355 (74%)

Puts: 36,462 (26%)

Prior 7-Day Average 20,116

Calls: 14,907 (74%)

Puts: 5,208 (26%)

Current vs Prior 7-Day Avg -27.71%

Calls: -35.38%

Puts: -5.78%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/22) $6.75M

Calls: $3.58M (53%)

Puts: $3.17M (47%)

Prior (07/21) $6.38M

Calls: $4.82M (75%)

Puts: $1.56M (25%)

Current vs Prior +5.74%

Calls: -25.64%

Puts: +102.37%

Prior 7-Day Total $94.21M

Calls: $69.16M (73%)

Puts: $25.05M (27%)

Prior 7-Day Average $13.46M

Calls: $9.88M (73%)

Puts: $3.58M (27%)

Current vs Prior 7-Day Avg -49.87%

Calls: -63.76%

Puts: -11.54%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/22) 0.51

Prior (07/21) 0.34

Current vs Prior +49.70%

Prior 7-Day Average 0.47

Current vs Prior 7-Day Avg +8.20%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (07/22) 112,759

Calls: 70,543 (63%)

Puts: 42,216 (37%)

Prior (07/21) 90,027

Calls: 54,978 (61%)

Puts: 35,049 (39%)

Current vs Prior +25.25%

Prior 7-Day Total 847,057

Calls: 536,544 (63%)

Puts: 310,513 (37%)

Prior 7-Day Average 121,008

Calls: 76,649 (63%)

Puts: 44,359 (37%)

Current vs Prior 7-Day Avg -6.82%

Sentiment BEARISH

Expected Move

Detail

ℹ

WKMO Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)

Current 4.64% | 8.12%14.64% | 24.99%

Prior 5.37% | 8.67%14.71% | 24.78%

Current vs Prior -13.54% | -6.40%-0.48% | +0.85%

Prior 7-Day Avg 5.52% | 8.85%7.26% | 19.71%

Current vs 7-Day Avg -15.91% | -8.31%+101.63% | +26.77%

Prior 7-Day Eod 5.37% | 8.67%14.71% | 24.78%

Current vs 7-Day Eod -13.54% | -6.40%-0.48% | +0.85%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

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 0.51. P/C ratio rising 50% - increased hedging/bearish positioning. Call-heavy open interest (70,543 calls vs 42,216 puts) suggests bullish positioning. Rising open interest (up 25%) indicates new positions being established.

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

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Tightest Spreads

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Best Value <$1

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Ratio Spreads

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Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 20 of results (avg 8.0%, best 4.8%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$130.00	Aug 21	17.25	18.10	$17.68	4.8%	14	0.72	1.3K
$145.00	Aug 21	8.90	9.40	$9.15	5.5%	26	0.49	656
$135.00	Jul 31	9.75	10.50	$10.13	7.4%	11	0.71	90
$138.00	Jul 24	5.45	5.90	$5.68	7.9%	6	0.73	106
$140.00	Jul 24	4.20	4.60	$4.40	9.1%	14	0.64	84

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$148.00	Aug 21	13.00	13.75	$13.38	5.6%	8	0.55	20
$145.00	Jul 31	6.95	7.40	$7.18	6.3%	8	0.56	52
$148.00	Aug 14	11.65	12.45	$12.05	6.6%	8	0.56	109
$147.00	Jul 31	8.15	8.75	$8.45	7.1%	25	0.61	--
$144.00	Aug 14	9.35	10.10	$9.73	7.7%	2	0.50	91

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.44, cheapest $0.44)

CALLS (1)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$152.50	Jul 24	0.40	0.48	$0.44	18.2%	235	0.12	289

PUTS (0)

No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 79 found (avg delta 0.67, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$132.00	Jul 24	9.60	12.25	$10.93	24.2%	1	0.90	--
$133.00	Jul 24	8.50	11.35	$9.93	28.7%	9	0.88	--
$127.00	Jul 31	15.25	18.00	$16.63	16.5%	31	0.87	51
$128.00	Jul 31	13.70	17.50	$15.60	24.4%	1	0.86	6
$134.00	Jul 24	7.85	10.50	$9.18	28.9%	8	0.85	17

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$170.00	Jul 24	25.80	29.50	$27.65	13.4%	2	1.00	--
$155.00	Jul 24	11.80	14.05	$12.93	17.4%	5	0.93	--
$152.50	Jul 24	9.25	11.70	$10.48	23.4%	2	0.89	31
$170.00	Aug 14	27.00	30.20	$28.60	11.2%	2	0.84	19
$157.50	Jul 31	14.50	18.30	$16.40	23.2%	25	0.83	2

Most actively traded options today. High liquidity = easy entry/exit. 249 active (total vol 10.2K, top 1.2K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$170.00	Jul 24	0.04	0.31	$0.18	150.0%	1.2K	0.03	802
$150.00	Jul 24	0.68	0.85	$0.77	22.1%	684	0.18	412
$160.00	Jul 24	0.11	0.19	$0.15	53.3%	627	0.04	1.7K
$145.00	Jul 24	1.73	2.22	$1.98	24.7%	620	0.38	100
$167.50	Jul 24	0.06	0.20	$0.13	107.7%	496	0.03	130

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$140.00	Jul 24	1.75	2.15	$1.95	20.5%	613	0.36	603
$127.00	Jul 24	0.03	0.14	$0.09	122.2%	429	0.03	462
$125.00	Aug 21	3.10	3.45	$3.28	10.7%	330	0.21	725
$115.00	Aug 21	1.31	1.50	$1.41	13.5%	176	0.10	1.6K
$132.00	Aug 14	3.20	5.35	$4.28	50.2%	133	0.29	3

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 62 strikes (avg 34.5%, max 164.5%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$165.00	Jul 24	Aug 21	133.2%	63.6%	109.4%	138	3.2K
$170.00	Jul 24	Aug 21	130.5%	64.3%	103.1%	1.4K	2.1K
$167.50	Jul 24	Aug 14	115.6%	64.3%	79.8%	500	167
$162.50	Jul 24	Aug 21	104.5%	64.1%	63.0%	67	324
$133.00	Jul 24	Jul 31	82.4%	60.1%	37.1%	19	1

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$115.00	Jul 24	Aug 28	174.2%	65.9%	164.5%	5	16
$120.00	Jul 24	Aug 28	134.2%	62.3%	115.3%	18	37
$170.00	Jul 24	Aug 28	130.5%	65.5%	99.3%	4	--
$122.00	Jul 24	Aug 7	129.9%	65.3%	99.0%	4	111
$124.00	Jul 24	Aug 7	117.2%	64.1%	82.8%	6	30

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 158 found (best R:R 24.00, avg 3.46)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$155.00	$157.50	Jul 24	$0.12	$2.38	$0.12	19.83	$155.12
$157.50	$160.00	Jul 31	$0.13	$2.37	$0.13	18.23	$157.63
$152.50	$155.00	Jul 24	$0.16	$2.34	$0.16	14.63	$152.66
$165.00	$167.50	Jul 31	$0.18	$2.32	$0.18	12.89	$165.18
$157.50	$160.00	Aug 28	$0.18	$2.32	$0.18	12.89	$157.68

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$125.00	$122.00	Jul 31	$0.12	$2.88	$0.12	24.00	$124.88
$120.00	$115.00	Aug 7	$0.24	$4.76	$0.24	19.83	$119.76
$124.00	$123.00	Jul 24	$0.10	$0.90	$0.10	9.00	$123.90
$133.00	$132.00	Jul 24	$0.10	$0.90	$0.10	9.00	$132.90
$136.00	$135.00	Jul 24	$0.11	$0.89	$0.11	8.09	$135.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 200 found (best R:R 52.57, avg 1.68)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$135.00	$137.00	Jul 24	$1.84	$1.84	$0.16	11.50	$136.84
$138.00	$139.00	Jul 24	$0.90	$0.90	$0.10	9.00	$138.90
$130.00	$131.00	Jul 31	$0.88	$0.88	$0.12	7.33	$130.88
$134.00	$135.00	Jul 24	$0.86	$0.86	$0.14	6.14	$134.86
$144.00	$145.00	Aug 7	$0.85	$0.85	$0.15	5.67	$144.85

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$170.00	$155.00	Jul 24	$14.72	$14.72	$0.28	52.57	$155.28
$142.00	$141.00	Jul 31	$0.88	$0.88	$0.12	7.33	$141.12
$148.00	$147.00	Aug 21	$0.88	$0.88	$0.12	7.33	$147.12
$152.50	$150.00	Jul 24	$2.16	$2.16	$0.34	6.35	$150.34
$135.00	$134.00	Aug 7	$0.86	$0.86	$0.14	6.14	$134.14

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 62 found (avg debit $1.92, cheapest $0.13)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$170.00	Jul 24	Jul 31	$0.27	130.5%	73.9%
$165.00	Jul 24	Jul 31	$0.29	133.2%	71.5%
$167.50	Jul 24	Jul 31	$0.39	115.6%	71.5%
$162.50	Jul 24	Jul 31	$0.52	104.5%	66.5%
$127.00	Jul 31	Aug 7	$0.92	68.3%	63.5%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$115.00	Jul 24	Jul 31	$0.13	174.2%	85.7%
$120.00	Jul 24	Jul 31	$0.14	134.2%	67.7%
$122.00	Jul 24	Jul 31	$0.26	129.9%	68.9%
$125.00	Jul 24	Jul 31	$0.59	84.9%	63.5%
$126.00	Jul 24	Jul 31	$0.81	87.1%	66.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 71 found (cheapest 4.26% of stock, avg 10.13%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$142.00	Jul 24	$3.25	$2.81	$6.06	$135.94	$148.06	4.26%
$143.00	Jul 24	$2.74	$3.35	$6.09	$136.91	$149.09	4.28%
$141.00	Jul 24	$3.80	$2.33	$6.13	$134.87	$147.13	4.31%
$144.00	Jul 24	$2.30	$3.85	$6.15	$137.85	$150.15	4.32%
$139.00	Jul 24	$4.78	$1.57	$6.35	$132.65	$145.35	4.46%
$140.00	Jul 24	$4.40	$1.95	$6.35	$133.65	$146.35	4.46%
$145.00	Jul 24	$1.98	$4.55	$6.53	$138.47	$151.53	4.59%
$146.00	Jul 24	$1.60	$5.25	$6.85	$139.15	$152.85	4.82%
$138.00	Jul 24	$5.68	$1.36	$7.04	$130.96	$145.04	4.95%
$147.00	Jul 24	$1.33	$5.90	$7.23	$139.77	$154.23	5.08%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.89% of stock, avg 8.49%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$147.00	$138.00	Jul 24	$1.33	$1.36	$2.69	$135.31	$149.69
$147.00	$139.00	Jul 24	$1.33	$1.57	$2.90	$136.10	$149.90
$146.00	$138.00	Jul 24	$1.60	$1.36	$2.96	$135.04	$148.96
$146.00	$139.00	Jul 24	$1.60	$1.57	$3.17	$135.83	$149.17
$147.00	$140.00	Jul 24	$1.33	$1.95	$3.28	$136.72	$150.28
$145.00	$138.00	Jul 24	$1.98	$1.36	$3.34	$134.66	$148.34
$145.00	$139.00	Jul 24	$1.98	$1.57	$3.55	$135.45	$148.55
$146.00	$140.00	Jul 24	$1.60	$1.95	$3.55	$136.45	$149.55
$144.00	$138.00	Jul 24	$2.30	$1.36	$3.66	$134.34	$147.66
$147.00	$141.00	Jul 24	$1.33	$2.33	$3.66	$137.34	$150.66

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 325 found (best R:R 24.00, avg credit $1.53)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
145/147	150/152	Aug 21	$2.40	$0.10	24.00	$144.60	$152.40
120/125	130/135	Aug 21	$4.78	$0.22	21.73	$120.22	$134.78
135/137	150/152	Aug 21	$2.35	$0.15	15.67	$134.65	$152.35
135/138	145/148	Aug 28	$2.82	$0.18	15.67	$135.18	$147.82
131/132	133/134	Jul 24	$0.90	$0.10	9.00	$131.10	$133.90
139/140	142/143	Jul 24	$0.89	$0.11	8.09	$139.11	$142.89
125/126	128/130	Jul 31	$1.78	$0.22	8.09	$124.22	$129.78
127/128	149/150	Aug 7	$0.89	$0.11	8.09	$127.11	$149.89
138/139	147/148	Aug 14	$0.89	$0.11	8.09	$138.11	$147.89
114/115	133/134	Jul 24	$0.88	$0.12	7.33	$114.12	$133.88

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 78 found (best R:R 34.71, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$157.50	$160.00	$162.50	Aug 7	$0.07	$2.43	34.71
$155.00	$157.50	$160.00	Jul 24	$0.11	$2.39	21.73
$165.00	$167.50	$170.00	Jul 31	$0.11	$2.39	21.73
$140.00	$141.00	$142.00	Jul 24	$0.05	$0.95	19.00
$131.00	$132.00	$133.00	Jul 31	$0.05	$0.95	19.00

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$115.00	$120.00	$125.00	Aug 14	$0.22	$4.78	21.73
$125.00	$130.00	$135.00	Aug 21	$0.23	$4.77	20.74
$141.00	$142.00	$143.00	Jul 24	$0.06	$0.94	15.67
$139.00	$140.00	$141.00	Aug 14	$0.07	$0.93	13.29
$120.00	$125.00	$130.00	Aug 21	$0.37	$4.63	12.51

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 72 found (best net $-6.39, 68 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$127.00	$137.00	1:2	Aug 7	-$4.11	$5.89
$152.50	$160.00	1:2	Aug 14	-$2.28	$5.22
$160.00	$165.00	1:2	Aug 14	-$1.11	$3.89
$165.00	$170.00	1:2	Aug 21	-$1.77	$3.23
$155.00	$157.50	1:2	Jul 24	-$0.04	$2.46

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$167.50	$155.00	1:2	Aug 14	-$6.39	$6.11
$120.00	$115.00	1:2	Aug 14	-$0.30	$4.70
$120.00	$115.00	1:2	Aug 7	-$0.37	$4.63
$120.00	$115.00	1:2	Jul 31	-$0.52	$4.48
$125.00	$120.00	1:2	Aug 14	-$0.69	$4.31

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 69 found (best yield 6.92%, avg 2.47%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$145.00	Aug 28	$9.85	0.51	1.9%	6.92%	8.85%	9	18
$143.00	Aug 21	$9.05	0.52	0.5%	6.36%	6.88%	3	--
$145.00	Aug 21	$8.90	0.49	1.9%	6.26%	8.18%	26	656
$148.00	Aug 28	$8.10	0.47	4.0%	5.69%	9.73%	36	29
$150.00	Aug 28	$7.85	0.44	5.4%	5.52%	10.96%	1	17
$147.00	Aug 21	$7.65	0.47	3.3%	5.38%	8.71%	1	--
$144.00	Aug 14	$7.05	0.50	1.2%	4.96%	6.18%	5	2
$150.00	Aug 21	$7.00	0.42	5.4%	4.92%	10.36%	160	1.1K
$145.00	Aug 14	$6.70	0.48	1.9%	4.71%	6.64%	31	9
$147.00	Aug 14	$6.35	0.45	3.3%	4.46%	7.80%	2	16

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 9,634

Total Puts 4,908

Put/Call Ratio 0.51

Net Difference 4,726

Prior's Put/Call Breakdown

Total Calls 7,505

Total Puts 2,554

Put/Call Ratio 0.34

Net Difference 4,951

Prior 7-Day Put/Call Summary

Total Calls 104,355

Total Puts 36,462

Average Put/Call Ratio 0.47

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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Option Volume

Dollar Volume

Put/Call Ratio

Open Interest

Expected Move

Relative Spread

🤖 AI Insights

📈 Options Analysis

Current 5-Minute Volume Snapshots

Prior's 5-Minute Volume Snapshots

Current Put/Call Breakdown

Prior's Put/Call Breakdown

Prior 7-Day Put/Call Summary

Daily Put/Call History (Last 7 Days)

Upcoming Earnings - 2 Weeks Prior

Upcoming Earnings - 1 Week Prior

Earnings This Week

Earnings - Day Before / Day After

Options Activity Around Earnings

Chart Title

Price — Past 7 Days

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