Tour v423
ZS
ZSCALER INC
$147.30 +3.50%
$147.07 (-0.16%)🌙
as of 07/27 07:19 PM
7/27 19:19

Option Volume

Detail
Current (07/27) 8,587
Calls: 5,786 (67%)
Puts: 2,801 (33%)
Prior (07/24) 10,249
Calls: 5,867 (57%)
Puts: 4,382 (43%)
Current vs Prior -16.22%
Calls: -1.38% (Calls)
Puts: -36.08% (Puts)
Prior 7-Day Total 94,972
Calls: 62,341 (66%)
Puts: 32,631 (34%)
Prior 7-Day Average 13,567
Calls: 8,905 (66%)
Puts: 4,661 (34%)
Current vs Prior 7-Day Avg -36.71%
Calls: -35.03%
Puts: -39.91%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/27) $3.78M
Calls: $2.81M (74%)
Puts: $970.8K (26%)
Prior (07/24) $4.89M
Calls: $2.17M (44%)
Puts: $2.72M (56%)
Current vs Prior -22.67%
Calls: +29.37%
Puts: -64.27%
Prior 7-Day Total $48.33M
Calls: $27.25M (56%)
Puts: $21.08M (44%)
Prior 7-Day Average $6.90M
Calls: $3.89M (56%)
Puts: $3.01M (44%)
Current vs Prior 7-Day Avg -45.25%
Calls: -27.84%
Puts: -67.76%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/27) 0.48
Prior (07/24) 0.75
Current vs Prior -35.18%
Prior 7-Day Average 0.55
Current vs Prior 7-Day Avg -11.63%
Sentiment BULLISH

Open Interest

Detail
Current (07/27) 100,039
Calls: 59,173 (59%)
Puts: 40,866 (41%)
Prior (07/24) 77,727
Calls: 46,891 (60%)
Puts: 30,836 (40%)
Current vs Prior +28.71%
Prior 7-Day Total 742,215
Calls: 466,926 (63%)
Puts: 275,289 (37%)
Prior 7-Day Average 106,030
Calls: 66,703 (63%)
Puts: 39,327 (37%)
Current vs Prior 7-Day Avg -5.65%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 5.91% | 9.02%12.38% | 23.97%
Prior 6.75% | 9.59%13.26% | 24.42%
Current vs Prior -12.44% | -6.00%-6.66% | -1.82%
Prior 7-Day Avg 5.22% | 8.65%10.97% | 22.56%
Current vs 7-Day Avg +13.15% | +4.25%+12.85% | +6.27%
Prior 7-Day Eod 6.75% | 9.59%13.26% | 24.42%
Current vs 7-Day Eod -12.44% | -6.00%-6.66% | -1.82%
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

Moderately bullish flow with 74% call dollar volume ($2.81M). Extreme bullish P/C ratio of 0.48 - heavy call buying (5,786 calls vs 2,801 puts). P/C ratio dropping 35% - sentiment shifting bullish. Rising open interest (up 29%) 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 BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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 13 of results (avg 7.5%, best 5.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$148.00Aug 218.809.25$9.035.0%10.531
$150.00Aug 217.958.40$8.185.5%260.491.0K
$152.50Aug 216.907.30$7.105.6%60.45--
$147.00Aug 219.209.75$9.485.8%20.54--
$155.00Aug 215.956.35$6.156.5%200.411.2K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Aug 219.7510.50$10.137.4%90.511.2K
$155.00Jul 318.759.55$9.158.7%30.75--

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. 76 found (avg delta 0.68, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Jul 3120.9023.10$22.0010.0%50.98119
$127.00Jul 3118.7522.10$20.4316.4%120.97--
$130.00Jul 3116.3518.95$17.6514.7%10.94--
$120.00Aug 725.8529.05$27.4511.7%20.94--
$132.00Jul 3114.3517.10$15.7317.5%30.92--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Aug 2123.3025.95$24.6310.8%10.79--
$155.00Jul 318.759.55$9.158.7%30.75--
$165.00Aug 2119.2521.75$20.5012.2%20.74321
$165.00Sep 422.4526.30$24.3815.8%10.63--
$152.50Aug 78.7510.00$9.3813.3%40.60--

Most actively traded options today. High liquidity = easy entry/exit. 211 active (total vol 6.7K, top 506)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$155.00Jul 311.351.70$1.5322.9%5060.25599
$160.00Jul 310.580.83$0.7135.2%4500.14612
$150.00Jul 312.833.30$3.0715.3%4460.42584
$152.50Jul 312.122.53$2.3317.6%3620.34760
$157.50Jul 310.901.32$1.1137.8%3450.1969
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Jul 311.251.85$1.5538.7%2940.23222
$132.00Jul 310.300.58$0.4463.6%1830.08281
$130.00Aug 212.353.20$2.7830.6%1480.191.7K
$129.00Jul 310.000.51$0.26196.2%1390.0518
$128.00Jul 310.050.45$0.25160.0%1160.05155

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 43 strikes (avg 19.8%, max 46.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$172.50Jul 31Aug 2184.4%59.7%41.2%52290
$143.00Jul 31Aug 2174.5%56.8%31.2%94
$130.00Jul 31Aug 2179.5%62.0%28.3%2--
$125.00Jul 31Aug 2180.9%63.6%27.3%6395
$132.00Jul 31Aug 2177.8%61.3%27.0%5--
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$123.00Jul 31Aug 794.9%64.7%46.6%5552
$129.00Jul 31Aug 2879.7%59.7%33.5%14418
$128.00Jul 31Aug 783.1%63.1%31.8%117155
$143.00Jul 31Aug 2174.5%56.8%31.2%1471
$125.00Jul 31Aug 2880.9%62.4%29.5%44188

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 134 found (best R:R 24.00, avg 3.34)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$167.50$170.00Jul 31$0.10$2.40$0.1024.00$167.60
$172.50$175.00Jul 31$0.15$2.35$0.1515.67$172.65
$170.00$175.00Aug 14$0.39$4.61$0.3911.82$170.39
$162.50$165.00Jul 31$0.20$2.30$0.2011.50$162.70
$165.00$167.50Aug 7$0.20$2.30$0.2011.50$165.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$130.00$128.00Aug 7$0.18$1.82$0.1810.11$129.82
$128.00$127.00Jul 31$0.11$0.89$0.118.09$127.89
$132.00$131.00Jul 31$0.11$0.89$0.118.09$131.89
$136.00$135.00Aug 7$0.11$0.89$0.118.09$135.89
$125.00$120.00Aug 14$0.60$4.40$0.607.33$124.40

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 164 found (best R:R 13.58, avg 1.29)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$120.00$127.00Aug 7$6.52$6.52$0.4813.58$126.52
$127.00$130.00Jul 31$2.78$2.78$0.2212.64$129.78
$132.00$133.00Jul 31$0.88$0.88$0.127.33$132.88
$139.00$140.00Aug 7$0.87$0.87$0.136.69$139.87
$120.00$125.00Aug 21$4.35$4.35$0.656.69$124.35
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$170.00$165.00Aug 21$4.13$4.13$0.874.75$165.87
$155.00$150.00Aug 21$3.60$3.60$1.402.57$151.40
$155.00$150.00Jul 31$3.50$3.50$1.502.33$151.50
$141.00$140.00Aug 7$0.70$0.70$0.302.33$140.30
$150.00$148.00Aug 21$1.38$1.38$0.622.23$148.62

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 55 found (avg debit $1.98, cheapest $0.19)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$175.00Jul 31Aug 7$0.3972.3%64.3%
$172.50Jul 31Aug 7$0.4484.4%65.5%
$127.00Jul 31Aug 7$0.5077.4%68.2%
$170.00Jul 31Aug 7$0.5768.7%61.8%
$130.00Jul 31Aug 7$0.9079.5%61.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$123.00Jul 31Aug 7$0.1994.9%64.7%
$122.00Jul 31Aug 7$0.4486.5%72.6%
$128.00Jul 31Aug 7$0.4983.1%63.1%
$125.00Jul 31Aug 7$0.5280.9%68.3%
$126.00Jul 31Aug 7$0.5479.3%66.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 55 found (cheapest 5.43% of stock, avg 11.65%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$148.00Jul 31$3.80$4.20$8.00$140.00$156.005.43%
$147.00Jul 31$4.50$4.03$8.53$138.47$155.535.79%
$146.00Jul 31$5.15$3.52$8.67$137.33$154.675.89%
$149.00Jul 31$3.55$5.15$8.70$140.30$157.705.91%
$145.00Jul 31$5.63$3.09$8.72$136.28$153.725.92%
$150.00Jul 31$3.07$5.65$8.72$141.28$158.725.92%
$144.00Jul 31$6.28$2.68$8.96$135.04$152.966.08%
$143.00Jul 31$6.58$2.61$9.19$133.81$152.196.24%
$142.00Jul 31$7.58$1.96$9.54$132.46$151.546.48%
$141.00Jul 31$7.95$1.76$9.71$131.29$150.716.59%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 145 found (cheapest 2.81% of stock, avg 7.76%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$155.00$143.00Jul 31$1.53$2.61$4.14$138.86$159.14
$155.00$144.00Jul 31$1.53$2.68$4.21$139.79$159.21
$155.00$145.00Jul 31$1.53$3.09$4.62$140.38$159.62
$152.50$143.00Jul 31$2.33$2.61$4.94$138.06$157.44
$152.50$144.00Jul 31$2.33$2.68$5.01$138.99$157.51
$155.00$146.00Jul 31$1.53$3.52$5.05$140.95$160.05
$152.50$145.00Jul 31$2.33$3.09$5.42$139.58$157.92
$155.00$147.00Jul 31$1.53$4.03$5.56$141.44$160.56
$150.00$143.00Jul 31$3.07$2.61$5.68$137.32$155.68
$150.00$144.00Jul 31$3.07$2.68$5.75$138.25$155.75

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 223 found (best R:R 19.00, avg credit $1.93)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
135/138141/143Aug 14$2.85$0.1519.00$135.15$143.85
142/143145/147Aug 14$1.80$0.209.00$141.20$146.80
123/125130/135Aug 7$4.49$0.518.80$120.51$134.49
134/135136/138Jul 31$1.79$0.218.52$133.21$137.79
121/122130/135Aug 7$4.43$0.577.77$117.57$134.43
123/125127/130Aug 7$2.65$0.357.57$122.35$129.65
127/128136/138Jul 31$1.76$0.247.33$126.24$137.76
131/132136/138Jul 31$1.76$0.247.33$130.24$137.76
135/136139/140Jul 31$0.88$0.127.33$135.12$139.88
126/127130/135Aug 7$4.40$0.607.33$122.60$134.40

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 56 found (best R:R 40.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$160.00$162.50$165.00Jul 31$0.06$2.4440.67
$155.00$160.00$165.00Aug 28$0.17$4.8328.41
$165.00$170.00$175.00Sep 4$0.22$4.7821.73
$150.00$152.50$155.00Aug 7$0.12$2.3819.83
$145.00$150.00$155.00Sep 4$0.25$4.7519.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$120.00$125.00$130.00Aug 21$0.22$4.7821.73
$128.00$129.00$130.00Jul 31$0.05$0.9519.00
$125.00$130.00$135.00Aug 21$0.29$4.7116.24
$133.00$134.00$135.00Jul 31$0.06$0.9415.67
$132.00$133.00$134.00Jul 31$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. 77 found (best net $-0.68, 75 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$120.00$140.001:2Aug 28-$0.68$19.32
$131.00$141.001:2Aug 14-$4.91$5.09
$165.00$170.001:2Aug 14-$0.32$4.68
$170.00$175.001:2Aug 14-$0.64$4.36
$155.00$160.001:2Aug 7-$1.02$3.98
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$125.00$120.001:2Aug 14-$0.06$4.94
$125.00$120.001:2Aug 21-$0.52$4.48
$135.00$130.001:2Aug 14-$0.88$4.12
$125.00$120.001:2Aug 28-$0.89$4.11
$130.00$125.001:2Aug 21-$0.98$4.02

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 55 found (best yield 7.67%, avg 2.66%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$150.00Sep 4$11.300.521.8%7.67%9.50%52
$148.00Aug 28$9.850.530.5%6.69%7.16%4--
$149.00Aug 28$9.400.521.1%6.38%7.54%1--
$155.00Sep 4$9.250.475.2%6.28%11.51%5--
$148.00Aug 21$8.800.530.5%5.97%6.45%11
$150.00Aug 28$8.600.501.8%5.84%7.67%222
$150.00Aug 21$7.950.491.8%5.40%7.23%261.0K
$148.00Aug 14$7.450.520.5%5.06%5.53%313
$160.00Sep 4$7.450.418.6%5.06%13.68%1--
$152.50Aug 21$6.900.453.5%4.68%8.21%6--

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 5,786
Total Puts 2,801
Put/Call Ratio 0.48
Net Difference 2,985

Prior's Put/Call Breakdown

Total Calls 5,867
Total Puts 4,382
Put/Call Ratio 0.75
Net Difference 1,485

Prior 7-Day Put/Call Summary

Total Calls 62,341
Total Puts 32,631
Average Put/Call Ratio 0.55
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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