Tour v394
ZS
ZSCALER INC
$139.70 -1.80%
$139.32 (-0.27%)🌙
as of 07/23 07:22 PM
7/23 19:22

Option Volume

Detail
Current (07/23) 13,094
Calls: 8,368 (64%)
Puts: 4,726 (36%)
Prior (07/22) 14,542
Calls: 9,634 (66%)
Puts: 4,908 (34%)
Current vs Prior -9.96%
Calls: -13.14% (Calls)
Puts: -3.71% (Puts)
Prior 7-Day Total 143,146
Calls: 107,104 (75%)
Puts: 36,042 (25%)
Prior 7-Day Average 20,449
Calls: 15,300 (75%)
Puts: 5,148 (25%)
Current vs Prior 7-Day Avg -35.97%
Calls: -45.31%
Puts: -8.21%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/23) $5.76M
Calls: $2.82M (49%)
Puts: $2.94M (51%)
Prior (07/22) $6.75M
Calls: $3.58M (53%)
Puts: $3.17M (47%)
Current vs Prior -14.56%
Calls: -21.18%
Puts: -7.08%
Prior 7-Day Total $94.76M
Calls: $69.98M (74%)
Puts: $24.77M (26%)
Prior 7-Day Average $13.54M
Calls: $10.00M (74%)
Puts: $3.54M (26%)
Current vs Prior 7-Day Avg -57.42%
Calls: -71.77%
Puts: -16.89%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/23) 0.56
Prior (07/22) 0.51
Current vs Prior +10.86%
Prior 7-Day Average 0.43
Current vs Prior 7-Day Avg +30.43%
Sentiment BULLISH

Open Interest

Detail
Current (07/23) 100,266
Calls: 67,050 (67%)
Puts: 33,216 (33%)
Prior (07/22) 112,759
Calls: 70,543 (63%)
Puts: 42,216 (37%)
Current vs Prior -11.08%
Prior 7-Day Total 854,900
Calls: 543,020 (64%)
Puts: 311,880 (36%)
Prior 7-Day Average 122,128
Calls: 77,574 (64%)
Puts: 44,554 (36%)
Current vs Prior 7-Day Avg -17.90%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 2.96% | 7.52%14.46% | 24.03%
Prior 4.64% | 8.12%14.64% | 24.99%
Current vs Prior -36.12% | -7.43%-1.25% | -3.84%
Prior 7-Day Avg 5.33% | 8.74%8.50% | 20.74%
Current vs 7-Day Avg -44.41% | -13.99%+70.02% | +15.85%
Prior 7-Day Eod 4.64% | 8.12%14.64% | 24.99%
Current vs 7-Day Eod -36.12% | -7.43%-1.25% | -3.84%
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

Bullish P/C ratio of 0.56. Call-heavy open interest (67,050 calls vs 33,216 puts) suggests bullish positioning.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
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 4 of results (avg 8.4%, best 8.0%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Aug 213.003.25$3.138.0%410.242.8K
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$144.00Jul 317.107.70$7.408.1%40.6116
$130.00Aug 214.655.05$4.858.2%370.301.7K
$148.00Jul 319.8010.75$10.289.2%310.73372

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. 70 found (avg delta 0.68, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Jul 3114.1516.85$15.5017.4%2320.8996
$126.00Jul 3113.3015.95$14.6318.1%2310.861
$135.00Jul 243.757.10$5.4361.7%240.8562
$127.00Jul 3112.5015.35$13.9320.5%40.84--
$137.00Jul 242.774.40$3.5945.4%50.74--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$152.50Jul 2410.8514.15$12.5026.4%41.0031
$155.00Jul 2414.0016.65$15.3317.3%11.00--
$150.00Jul 249.9011.20$10.5512.3%690.991.0K
$148.00Jul 247.109.70$8.4031.0%80.9627
$147.00Jul 246.158.75$7.4534.9%100.93385

Most actively traded options today. High liquidity = easy entry/exit. 231 active (total vol 9.7K, top 856)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Jul 240.050.12$0.0977.8%8560.04685
$152.50Jul 311.011.44$1.2335.0%6250.18143
$148.00Jul 240.010.29$0.15186.7%4580.0773
$125.00Jul 3114.1516.85$15.5017.4%2320.8996
$126.00Jul 3113.3015.95$14.6318.1%2310.861
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$144.00Aug 77.9010.30$9.1026.4%4680.5735
$135.00Jul 240.050.73$0.39174.4%4600.15325
$115.00Aug 211.061.66$1.3644.1%3760.111.6K
$125.00Aug 213.103.75$3.4319.0%3270.23845
$130.00Jul 311.231.56$1.4023.6%2850.20121

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 49 strikes (avg 39.9%, max 199.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$162.50Jul 24Aug 28172.9%67.0%158.0%44284
$167.50Jul 24Aug 28154.1%66.1%133.3%72--
$157.50Jul 24Aug 28146.8%66.5%120.8%54367
$165.00Jul 24Sep 4138.1%71.5%93.0%105624
$160.00Jul 24Aug 28123.5%64.2%92.2%431.4K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$113.00Jul 24Aug 7198.0%66.2%199.3%3--
$123.00Jul 24Aug 7158.3%59.1%167.7%620
$126.00Jul 24Jul 31133.4%66.5%100.7%68183
$155.00Jul 24Jul 3199.7%61.6%61.8%2434
$131.00Jul 24Aug 1494.8%60.2%57.5%1474

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 149 found (best R:R 61.50, avg 4.04)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$162.50$167.50Aug 14$0.18$4.82$0.1826.78$162.68
$160.00$162.50Aug 28$0.12$2.38$0.1219.83$160.12
$160.00$162.50Jul 31$0.14$2.36$0.1416.86$160.14
$165.00$167.50Aug 28$0.14$2.36$0.1416.86$165.14
$155.00$157.50Jul 31$0.18$2.32$0.1812.89$155.18
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$123.00$113.00Jul 24$0.16$9.84$0.1661.50$122.84
$115.00$112.00Jul 31$0.12$2.88$0.1224.00$114.88
$118.00$115.00Jul 31$0.12$2.88$0.1224.00$117.88
$122.00$115.00Aug 7$0.66$6.34$0.669.61$121.34
$134.00$133.00Jul 24$0.11$0.89$0.118.09$133.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 178 found (best R:R 11.50, avg 1.21)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$135.00$137.00Jul 24$1.84$1.84$0.1611.50$136.84
$125.00$126.00Jul 31$0.87$0.87$0.136.69$125.87
$127.00$135.00Jul 31$6.18$6.18$1.823.40$133.18
$137.00$138.00Aug 14$0.75$0.75$0.253.00$137.75
$126.00$127.00Jul 31$0.70$0.70$0.302.33$126.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$148.00$147.00Jul 31$0.88$0.88$0.127.33$147.12
$152.50$150.00Jul 31$2.20$2.20$0.307.33$150.30
$155.00$152.50Jul 31$2.20$2.20$0.307.33$152.80
$139.00$138.00Aug 21$0.87$0.87$0.136.69$138.13
$144.00$143.00Jul 24$0.85$0.85$0.155.67$143.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 57 found (avg debit $1.86, cheapest $0.11)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$165.00Jul 24Jul 31$0.14138.1%60.8%
$162.50Jul 24Jul 31$0.22172.9%68.7%
$157.50Jul 24Jul 31$0.40146.8%63.5%
$160.00Jul 24Jul 31$0.54123.5%67.5%
$167.50Jul 24Aug 7$0.67154.1%63.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$115.00Jul 31Aug 7$0.1178.8%61.9%
$123.00Jul 24Jul 31$0.15158.3%59.6%
$113.00Jul 24Aug 7$0.32198.0%66.2%
$122.00Jul 31Aug 7$0.6862.4%60.7%
$126.00Jul 24Jul 31$0.75133.4%66.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 60 found (cheapest 2.60% of stock, avg 9.86%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$140.00Jul 24$1.78$1.85$3.63$136.37$143.632.60%
$139.00Jul 24$2.29$1.54$3.83$135.17$142.832.74%
$141.00Jul 24$1.34$2.58$3.92$137.08$144.922.81%
$138.00Jul 24$2.92$1.09$4.01$133.99$142.012.87%
$142.00Jul 24$1.00$3.18$4.18$137.82$146.182.99%
$137.00Jul 24$3.59$0.76$4.35$132.65$141.353.11%
$143.00Jul 24$0.57$3.90$4.47$138.53$147.473.20%
$144.00Jul 24$0.59$4.75$5.34$138.66$149.343.82%
$145.00Jul 24$0.29$5.35$5.64$139.36$150.644.04%
$135.00Jul 24$5.43$0.39$5.82$129.18$140.824.17%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 160 found (cheapest 0.54% of stock, avg 7.58%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$146.00$135.00Jul 24$0.37$0.39$0.76$134.24$146.76
$146.00$136.00Jul 24$0.37$0.48$0.85$135.15$146.85
$143.00$135.00Jul 24$0.57$0.39$0.96$134.04$143.96
$144.00$135.00Jul 24$0.59$0.39$0.98$134.02$144.98
$143.00$136.00Jul 24$0.57$0.48$1.05$134.95$144.05
$144.00$136.00Jul 24$0.59$0.48$1.07$134.93$145.07
$146.00$137.00Jul 24$0.37$0.76$1.13$135.87$147.13
$143.00$137.00Jul 24$0.57$0.76$1.33$135.67$144.33
$144.00$137.00Jul 24$0.59$0.76$1.35$135.65$145.35
$142.00$135.00Jul 24$1.00$0.39$1.39$133.61$143.39

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 375 found (best R:R 15.67, avg credit $1.63)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
140/142146/147Aug 7$1.88$0.1215.67$140.12$147.88
140/142144/145Aug 7$1.83$0.1710.76$140.17$145.83
132/133140/141Jul 31$0.90$0.109.00$132.10$140.90
140/142143/144Aug 7$1.80$0.209.00$140.20$144.80
138/139140/141Jul 24$0.89$0.118.09$138.11$140.89
140/141146/147Jul 24$0.89$0.118.09$140.11$146.89
138/139142/143Jul 24$0.88$0.127.33$138.12$142.88
142/143146/147Jul 24$0.88$0.127.33$142.12$146.88
138/139141/143Aug 21$1.75$0.257.00$137.25$142.75
130/131137/138Jul 31$0.87$0.136.69$130.13$137.87

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 76 found (best R:R 40.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$160.00$162.50$165.00Aug 7$0.07$2.4334.71
$152.50$155.00$157.50Aug 7$0.08$2.4230.25
$150.00$152.50$155.00Aug 21$0.10$2.4024.00
$155.00$157.50$160.00Jul 31$0.12$2.3819.83
$143.00$144.00$145.00Aug 21$0.05$0.9519.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$120.00$125.00$130.00Aug 28$0.12$4.8840.67
$115.00$120.00$125.00Aug 14$0.24$4.7619.83
$120.00$125.00$130.00Aug 21$0.24$4.7619.83
$136.00$137.00$138.00Jul 24$0.05$0.9519.00
$123.00$124.00$125.00Jul 31$0.05$0.9519.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 87 found (best net $-0.05, 81 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$150.00$165.001:2Sep 4-$1.37$13.63
$127.00$135.001:2Jul 31-$1.57$6.43
$162.50$167.501:2Aug 14-$1.54$3.46
$155.00$160.001:2Aug 14-$1.71$3.29
$150.00$155.001:2Aug 14-$1.88$3.12
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$160.00$140.001:2Sep 4-$0.05$19.95
$157.50$143.001:2Aug 28-$2.67$11.83
$162.50$150.001:2Aug 14-$4.63$7.87
$140.00$132.001:2Aug 14-$1.02$6.98
$120.00$115.001:2Aug 14-$0.14$4.86

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 74 found (best yield 6.80%, avg 2.37%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$140.00Aug 28$9.500.530.2%6.80%7.02%2--
$140.00Aug 21$8.400.520.2%6.01%6.23%141.1K
$150.00Sep 4$8.200.457.4%5.87%13.24%3--
$144.00Aug 28$8.150.483.1%5.83%8.91%23
$141.00Aug 21$8.050.510.9%5.76%6.69%1--
$143.00Aug 21$7.150.482.4%5.12%7.48%1--
$140.00Aug 14$6.950.520.2%4.97%5.19%767
$144.00Aug 21$6.800.463.1%4.87%7.95%44
$145.00Aug 21$6.400.443.8%4.58%8.38%73655
$150.00Aug 28$6.200.407.4%4.44%11.81%318

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 8,368
Total Puts 4,726
Put/Call Ratio 0.56
Net Difference 3,642

Prior's Put/Call Breakdown

Total Calls 9,634
Total Puts 4,908
Put/Call Ratio 0.51
Net Difference 4,726

Prior 7-Day Put/Call Summary

Total Calls 107,104
Total Puts 36,042
Average Put/Call Ratio 0.43
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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