Tour v452
ZS
ZSCALER INC
$151.63 +2.94%
$151.00 (-0.42%)🌙
as of 07/28 07:19 PM
7/28 19:19

Option Volume

Detail
Current (07/28) 16,555
Calls: 10,045 (61%)
Puts: 6,510 (39%)
Prior (07/27) 8,587
Calls: 5,786 (67%)
Puts: 2,801 (33%)
Current vs Prior +92.79%
Calls: +73.61% (Calls)
Puts: +132.42% (Puts)
Prior 7-Day Total 89,341
Calls: 60,116 (67%)
Puts: 29,225 (33%)
Prior 7-Day Average 12,763
Calls: 8,588 (67%)
Puts: 4,175 (33%)
Current vs Prior 7-Day Avg +29.71%
Calls: +16.97%
Puts: +55.93%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/28) $7.13M
Calls: $4.16M (58%)
Puts: $2.97M (42%)
Prior (07/27) $3.78M
Calls: $2.81M (74%)
Puts: $970.8K (26%)
Current vs Prior +88.74%
Calls: +48.21%
Puts: +206.02%
Prior 7-Day Total $43.66M
Calls: $27.39M (63%)
Puts: $16.28M (37%)
Prior 7-Day Average $6.24M
Calls: $3.91M (63%)
Puts: $2.33M (37%)
Current vs Prior 7-Day Avg +14.38%
Calls: +6.42%
Puts: +27.77%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/28) 0.65
Prior (07/27) 0.48
Current vs Prior +33.87%
Prior 7-Day Average 0.51
Current vs Prior 7-Day Avg +28.01%
Sentiment BULLISH

Open Interest

Detail
Current (07/28) 97,413
Calls: 61,184 (63%)
Puts: 36,229 (37%)
Prior (07/27) 100,039
Calls: 59,173 (59%)
Puts: 40,866 (41%)
Current vs Prior -2.62%
Prior 7-Day Total 718,093
Calls: 446,397 (62%)
Puts: 271,696 (38%)
Prior 7-Day Average 102,584
Calls: 63,771 (62%)
Puts: 38,813 (38%)
Current vs Prior 7-Day Avg -5.04%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 5.89% | 9.20%13.49% | 23.68%
Prior 5.91% | 9.02%12.38% | 23.97%
Current vs Prior -0.29% | +2.05%+9.03% | -1.23%
Prior 7-Day Avg 5.61% | 8.86%12.28% | 23.52%
Current vs 7-Day Avg +5.01% | +3.84%+9.89% | +0.66%
Prior 7-Day Eod 5.91% | 9.02%12.38% | 23.97%
Current vs 7-Day Eod -0.29% | +2.05%+9.03% | -1.23%
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

Elevated premium activity with dollar volume up 89% vs prior. Above-average activity with volume up 93% vs prior. Bullish P/C ratio of 0.65. P/C ratio rising 34% - increased hedging/bearish 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 8.3%, best 5.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Aug 215.756.10$5.935.9%1890.392.8K
$155.00Aug 217.708.20$7.956.3%550.471.2K
$150.00Aug 148.509.20$8.857.9%80.5635
$150.00Aug 77.007.60$7.308.2%510.57190
$125.00Aug 2126.6528.95$27.808.3%100.89276
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Aug 2128.6531.20$29.928.5%30.85--
$152.50Aug 76.356.95$6.659.0%80.507

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. 71 found (avg delta 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$124.00Jul 3125.6528.65$27.1511.0%61.00--
$125.00Jul 3125.3027.70$26.509.1%51.00--
$136.00Jul 3114.5016.85$15.6815.0%220.9643
$135.00Jul 3115.4517.90$16.6714.7%10.95--
$129.00Aug 721.2024.70$22.9515.3%10.94--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$175.00Aug 722.5026.00$24.2514.4%50.90--
$170.00Aug 717.9021.10$19.5016.4%40.86--
$180.00Aug 2128.6531.20$29.928.5%30.85--
$170.00Aug 1419.0521.95$20.5014.1%40.79--
$165.00Aug 2116.5018.95$17.7313.8%70.67321

Most actively traded options today. High liquidity = easy entry/exit. 224 active (total vol 9.4K, top 693)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Jul 310.050.47$0.26161.5%6170.04181
$150.00Jul 314.105.10$4.6021.7%4150.57788
$160.00Jul 310.951.33$1.1433.3%3630.21945
$172.50Jul 310.000.41$0.21195.2%3430.04220
$152.50Jul 312.833.75$3.2928.0%3290.471.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$145.00Jul 311.121.57$1.3533.3%6930.23301
$124.00Jul 310.010.05$0.03133.3%5610.01118
$125.00Jul 310.030.06$0.0560.0%4090.01190
$122.00Jul 310.000.10$0.05200.0%2640.0157
$130.00Aug 211.932.39$2.1621.3%2570.151.7K

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 22.2%, max 101.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$180.00Jul 31Sep 4110.2%72.6%51.9%635183
$125.00Jul 31Aug 2194.2%63.2%48.9%15276
$172.50Jul 31Aug 2184.1%62.4%34.8%345301
$141.00Jul 31Aug 2877.7%60.2%29.0%32109
$135.00Jul 31Aug 2181.0%64.0%26.6%11--
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$134.00Jul 31Aug 21126.4%62.9%101.0%559
$128.00Jul 31Aug 7112.9%67.4%67.6%39122
$129.00Jul 31Aug 2897.7%62.2%57.2%75147
$131.00Jul 31Aug 2191.8%62.7%46.3%1448
$125.00Jul 31Aug 2894.2%67.5%39.5%418203

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 151 found (best R:R 19.83, avg 3.42)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$170.00$172.50Aug 7$0.12$2.38$0.1219.83$170.12
$167.50$170.00Jul 31$0.13$2.37$0.1318.23$167.63
$172.50$175.00Jul 31$0.13$2.37$0.1318.23$172.63
$172.50$175.00Aug 14$0.15$2.35$0.1515.67$172.65
$162.50$165.00Jul 31$0.17$2.33$0.1713.71$162.67
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$129.00$125.00Aug 28$0.25$3.75$0.2515.00$128.75
$129.00$125.00Aug 14$0.28$3.72$0.2813.29$128.72
$128.00$125.00Jul 31$0.23$2.77$0.2312.04$127.77
$133.00$130.00Aug 7$0.27$2.73$0.2710.11$132.73
$137.00$135.00Aug 21$0.18$1.82$0.1810.11$136.82

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 181 found (best R:R 41.11, avg 1.44)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$127.00$135.00Jul 31$7.81$7.81$0.1941.11$134.81
$146.00$147.00Jul 31$0.87$0.87$0.136.69$146.87
$148.00$149.00Jul 31$0.87$0.87$0.136.69$148.87
$139.00$140.00Aug 14$0.86$0.86$0.146.14$139.86
$135.00$140.00Aug 7$4.25$4.25$0.755.67$139.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$175.00$170.00Aug 7$4.75$4.75$0.2519.00$170.25
$134.00$133.00Jul 31$0.90$0.90$0.109.00$133.10
$150.00$149.00Aug 14$0.85$0.85$0.155.67$149.15
$180.00$165.00Aug 21$12.19$12.19$2.814.34$167.81
$170.00$160.00Aug 14$7.45$7.45$2.552.92$162.55

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 52 found (avg debit $2.00, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$180.00Jul 31Aug 7$0.08110.2%62.1%
$175.00Jul 31Aug 7$0.6977.5%65.3%
$172.50Jul 31Aug 7$0.7984.1%65.2%
$170.00Jul 31Aug 7$0.9077.3%62.0%
$167.50Jul 31Aug 7$1.0577.2%61.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$128.00Jul 31Aug 7$0.14112.9%67.4%
$129.00Jul 31Aug 7$0.3197.7%66.8%
$130.00Jul 31Aug 7$0.5581.1%68.7%
$133.00Jul 31Aug 7$0.6489.0%67.2%
$136.00Jul 31Aug 7$0.8971.8%62.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 60 found (cheapest 5.01% of stock, avg 11.83%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$150.00Jul 31$4.60$3.00$7.60$142.40$157.605.01%
$152.50Jul 31$3.29$4.33$7.62$144.88$160.125.03%
$149.00Jul 31$5.13$2.64$7.77$141.23$156.775.12%
$155.00Jul 31$2.40$5.60$8.00$147.00$163.005.28%
$147.00Jul 31$6.45$1.75$8.20$138.80$155.205.41%
$148.00Jul 31$6.00$2.34$8.34$139.66$156.345.50%
$146.00Jul 31$7.32$1.56$8.88$137.12$154.885.86%
$145.00Jul 31$8.07$1.35$9.42$135.58$154.426.21%
$144.00Jul 31$8.75$1.09$9.84$134.16$153.846.49%
$143.00Jul 31$9.45$0.93$10.38$132.62$153.386.85%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 141 found (cheapest 1.49% of stock, avg 7.28%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$162.50$146.00Jul 31$0.70$1.56$2.26$143.74$164.76
$162.50$147.00Jul 31$0.70$1.75$2.45$144.55$164.95
$160.00$146.00Jul 31$1.14$1.56$2.70$143.30$162.70
$160.00$147.00Jul 31$1.14$1.75$2.89$144.11$162.89
$162.50$148.00Jul 31$0.70$2.34$3.04$144.96$165.54
$157.50$146.00Jul 31$1.52$1.56$3.08$142.92$160.58
$157.50$147.00Jul 31$1.52$1.75$3.27$143.73$160.77
$162.50$149.00Jul 31$0.70$2.64$3.34$145.66$165.84
$160.00$148.00Jul 31$1.14$2.34$3.48$144.52$163.48
$162.50$150.00Jul 31$0.70$3.00$3.70$146.30$166.20

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 275 found (best R:R 20.05, avg credit $1.88)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
125/129131/135Aug 21$3.81$0.1920.05$125.19$134.81
131/133140/143Aug 21$2.80$0.2014.00$130.20$142.80
136/137138/140Jul 31$1.81$0.199.53$135.19$139.81
130/133135/140Aug 7$4.52$0.489.42$128.48$139.52
134/135147/148Aug 7$0.90$0.109.00$134.10$147.90
130/135140/145Sep 4$4.46$0.548.26$130.54$144.46
130/131138/140Jul 31$1.78$0.228.09$129.22$139.78
130/131140/141Jul 31$0.89$0.118.09$130.11$140.89
140/141142/143Jul 31$0.89$0.118.09$140.11$142.89
136/137147/148Aug 7$0.89$0.118.09$136.11$147.89

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 63 found (best R:R 49.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$165.00$167.50$170.00Jul 31$0.05$2.4549.00
$175.00$177.50$180.00Jul 31$0.06$2.4440.67
$170.00$172.50$175.00Aug 21$0.06$2.4440.67
$167.50$170.00$172.50Jul 31$0.12$2.3819.83
$157.50$160.00$162.50Aug 7$0.14$2.3616.86
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$148.00$149.00$150.00Jul 31$0.06$0.9415.67
$141.00$142.00$143.00Aug 7$0.06$0.9415.67
$130.00$135.00$140.00Aug 28$0.36$4.6412.89
$133.00$134.00$135.00Aug 7$0.08$0.9211.50
$142.00$143.00$144.00Aug 7$0.08$0.9211.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 80 found (best net $-5.54, 74 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$160.00$170.001:2Sep 4-$4.20$5.80
$175.00$180.001:2Aug 14-$0.47$4.53
$175.00$180.001:2Aug 21-$0.77$4.23
$175.00$180.001:2Aug 28-$2.08$2.92
$170.00$175.001:2Aug 28-$2.49$2.51
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$180.00$165.001:2Aug 21-$5.54$9.46
$165.00$155.001:2Aug 21-$4.57$5.43
$135.00$130.001:2Aug 14-$0.60$4.40
$170.00$160.001:2Aug 14-$5.60$4.40
$160.00$152.501:2Aug 14-$3.45$4.05

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 53 found (best yield 8.05%, avg 2.44%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$152.50Sep 4$12.200.540.6%8.05%8.62%51
$155.00Sep 4$11.150.512.2%7.35%9.58%1--
$160.00Sep 4$9.050.455.5%5.97%11.49%24
$155.00Aug 28$8.750.492.2%5.77%7.99%1219
$152.50Aug 21$8.300.520.6%5.47%6.05%349
$155.00Aug 21$7.700.472.2%5.08%7.30%551.2K
$157.50Aug 28$7.300.453.9%4.81%8.69%4--
$152.50Aug 14$7.250.510.6%4.78%5.36%3239
$160.00Aug 28$6.400.425.5%4.22%9.74%549
$170.00Sep 4$6.350.3512.1%4.19%16.30%434

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 10,045
Total Puts 6,510
Put/Call Ratio 0.65
Net Difference 3,535

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 60,116
Total Puts 29,225
Average Put/Call Ratio 0.51
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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