Tour v462
ZS
ZSCALER INC
$153.77 +1.41%
$154.70 (+0.60%)🌙
as of 07/29 07:37 PM
7/29 19:37

Option Volume

Detail
Current (07/29) 10,069
Calls: 7,912 (79%)
Puts: 2,157 (21%)
Prior (07/28) 16,555
Calls: 10,045 (61%)
Puts: 6,510 (39%)
Current vs Prior -39.18%
Calls: -21.23% (Calls)
Puts: -66.87% (Puts)
Prior 7-Day Total 85,728
Calls: 55,514 (65%)
Puts: 30,214 (35%)
Prior 7-Day Average 12,246
Calls: 7,930 (65%)
Puts: 4,316 (35%)
Current vs Prior 7-Day Avg -17.78%
Calls: -0.23%
Puts: -50.03%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/29) $7.72M
Calls: $6.20M (80%)
Puts: $1.52M (20%)
Prior (07/28) $7.13M
Calls: $4.16M (58%)
Puts: $2.97M (42%)
Current vs Prior +8.27%
Calls: +48.94%
Puts: -48.72%
Prior 7-Day Total $40.56M
Calls: $23.83M (59%)
Puts: $16.74M (41%)
Prior 7-Day Average $5.79M
Calls: $3.40M (59%)
Puts: $2.39M (41%)
Current vs Prior 7-Day Avg +33.30%
Calls: +82.17%
Puts: -36.27%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/29) 0.27
Prior (07/28) 0.65
Current vs Prior -57.93%
Prior 7-Day Average 0.55
Current vs Prior 7-Day Avg -49.98%
Sentiment BULLISH

Open Interest

Detail
Current (07/29) 106,358
Calls: 66,197 (62%)
Puts: 40,161 (38%)
Prior (07/28) 97,413
Calls: 61,184 (63%)
Puts: 36,229 (37%)
Current vs Prior +9.18%
Prior 7-Day Total 680,026
Calls: 420,471 (62%)
Puts: 259,555 (38%)
Prior 7-Day Average 97,146
Calls: 60,067 (62%)
Puts: 37,079 (38%)
Current vs Prior 7-Day Avg +9.48%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 5.68% | 9.03%13.09% | 22.83%
Prior 5.89% | 9.20%13.49% | 23.68%
Current vs Prior -3.60% | -1.89%-2.98% | -3.59%
Prior 7-Day Avg 5.41% | 8.77%14.05% | 24.42%
Current vs 7-Day Avg +4.94% | +2.94%-6.82% | -6.51%
Prior 7-Day Eod 5.89% | 9.20%13.49% | 23.68%
Current vs 7-Day Eod -3.60% | -1.89%-2.98% | -3.59%
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 80% of dollar volume in calls ($6.20M) vs puts ($1.52M). Extreme bullish P/C ratio of 0.27 - heavy call buying (7,912 calls vs 2,157 puts). P/C ratio dropping 58% - sentiment shifting bullish. Call-heavy open interest (66,197 calls vs 40,161 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 8 of results (avg 7.8%, best 5.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Aug 145.205.50$5.355.6%290.41176
$152.50Aug 148.208.80$8.507.1%60.55239
$162.50Aug 215.556.00$5.787.8%190.3930
$150.00Aug 149.5510.35$9.958.0%80.60--
$125.00Aug 2128.7031.50$30.109.3%90.90279
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$157.50Aug 2812.0512.90$12.486.8%10.53--
$155.00Aug 147.958.65$8.308.4%100.508
$150.00Aug 145.506.05$5.789.5%10.40--

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. 73 found (avg delta 0.73, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$128.00Jul 3124.4027.45$25.9211.8%10.99--
$125.00Jul 3127.3030.40$28.8510.7%60.98--
$130.00Jul 3122.2525.80$24.0314.8%20.97--
$135.00Jul 3117.5520.20$18.8814.0%520.95113
$130.00Aug 722.5026.10$24.3014.8%40.94--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Jul 3114.5018.45$16.4824.0%60.942
$180.00Aug 2126.5029.85$28.1811.9%10.82--
$162.50Jul 318.4011.05$9.7327.2%60.8118
$165.00Aug 712.0014.75$13.3820.6%10.74--
$160.00Aug 78.6511.05$9.8524.4%20.63--

Most actively traded options today. High liquidity = easy entry/exit. 217 active (total vol 6.5K, top 799)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Aug 71.241.52$1.3820.3%7990.17160
$155.00Jul 312.474.00$3.2447.2%5420.461.1K
$147.00Jul 316.859.20$8.0229.3%4280.79508
$160.00Jul 311.111.58$1.3534.8%3870.261.1K
$170.00Jul 310.080.37$0.23126.1%2910.06632
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Jul 310.020.27$0.15166.7%1370.03723
$140.00Jul 310.200.75$0.48114.6%620.09394
$152.50Jul 312.263.95$3.1154.3%520.4355
$134.00Jul 310.042.21$1.13192.0%490.1261
$140.00Aug 71.092.06$1.5861.4%410.17443

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 51 strikes (avg 52.6%, max 184.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$125.00Jul 31Aug 21143.8%65.1%120.7%15279
$180.00Jul 31Aug 28126.9%61.5%106.4%248665
$130.00Jul 31Aug 28123.3%61.8%99.3%31
$135.00Jul 31Aug 21112.8%61.4%83.6%68542
$138.00Jul 31Aug 2899.3%56.0%77.2%2--
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$134.00Jul 31Aug 28168.2%59.1%184.6%6565
$137.00Jul 31Aug 28149.1%56.2%165.4%161
$129.00Jul 31Aug 28130.2%61.7%111.0%29160
$125.00Jul 31Sep 4143.8%70.6%103.7%20550
$136.00Jul 31Aug 28117.5%58.9%99.3%162

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 133 found (best R:R 24.00, avg 3.39)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$170.00$172.50Jul 31$0.10$2.40$0.1024.00$170.10
$165.00$167.50Jul 31$0.13$2.37$0.1318.23$165.13
$177.50$180.00Jul 31$0.13$2.37$0.1318.23$177.63
$175.00$180.00Aug 14$0.42$4.58$0.4210.90$175.42
$167.50$170.00Jul 31$0.23$2.27$0.239.87$167.73
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$132.00$130.00Aug 7$0.11$1.89$0.1117.18$131.89
$130.00$125.00Aug 14$0.34$4.66$0.3413.71$129.66
$135.00$133.00Aug 7$0.14$1.86$0.1413.29$134.86
$129.00$125.00Aug 21$0.35$3.65$0.3510.43$128.65
$134.00$131.00Aug 21$0.30$2.70$0.309.00$133.70

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 168 found (best R:R 17.18, avg 1.53)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$128.00$130.00Jul 31$1.89$1.89$0.1117.18$129.89
$130.00$135.00Aug 7$4.67$4.67$0.3314.15$134.67
$127.00$130.00Aug 7$2.80$2.80$0.2014.00$129.80
$143.00$145.00Jul 31$1.80$1.80$0.209.00$144.80
$125.00$130.00Aug 21$4.42$4.42$0.587.62$129.42
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$170.00$162.50Jul 31$6.75$6.75$0.759.00$163.25
$134.00$133.00Jul 31$0.81$0.81$0.194.26$133.19
$148.00$147.00Aug 21$0.80$0.80$0.204.00$147.20
$150.00$149.00Aug 21$0.80$0.80$0.204.00$149.20
$180.00$155.00Aug 21$18.28$18.28$6.722.72$161.72

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 52 found (avg debit $1.70, cheapest $0.23)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$130.00Jul 31Aug 7$0.27123.3%72.3%
$135.00Jul 31Aug 7$0.75112.8%67.3%
$172.50Jul 31Aug 7$0.8285.1%62.2%
$175.00Jul 31Aug 7$0.8791.8%68.2%
$170.00Jul 31Aug 7$1.1585.3%64.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$125.00Jul 31Aug 7$0.23143.8%80.6%
$136.00Jul 31Aug 7$0.27117.5%62.3%
$132.00Jul 31Aug 7$0.29129.2%70.5%
$133.00Jul 31Aug 7$0.31127.1%69.3%
$130.00Jul 31Aug 7$0.32123.3%72.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 56 found (cheapest 4.87% of stock, avg 11.44%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$152.50Jul 31$4.38$3.11$7.49$145.01$159.994.87%
$155.00Jul 31$3.24$4.35$7.59$147.41$162.594.94%
$150.00Jul 31$5.88$1.82$7.70$142.30$157.705.01%
$149.00Jul 31$6.55$1.81$8.36$140.64$157.365.44%
$147.00Jul 31$8.02$1.09$9.11$137.89$156.115.92%
$146.00Jul 31$8.70$1.07$9.77$136.23$155.776.35%
$145.00Jul 31$9.53$0.89$10.42$134.58$155.426.78%
$162.50Jul 31$0.93$9.73$10.66$151.84$173.166.93%
$143.00Jul 31$11.33$0.56$11.89$131.11$154.897.73%
$149.00Aug 7$8.57$4.05$12.62$136.38$161.628.21%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 140 found (cheapest 1.09% of stock, avg 6.94%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$165.00$147.00Jul 31$0.59$1.09$1.68$145.32$166.68
$162.50$147.00Jul 31$0.93$1.09$2.02$144.98$164.52
$165.00$148.00Jul 31$0.59$1.61$2.20$145.80$167.20
$165.00$149.00Jul 31$0.59$1.81$2.40$146.60$167.40
$165.00$150.00Jul 31$0.59$1.82$2.41$147.59$167.41
$160.00$147.00Jul 31$1.35$1.09$2.44$144.56$162.44
$162.50$148.00Jul 31$0.93$1.61$2.54$145.46$165.04
$162.50$149.00Jul 31$0.93$1.81$2.74$146.26$165.24
$162.50$150.00Jul 31$0.93$1.82$2.75$147.25$165.25
$160.00$148.00Jul 31$1.35$1.61$2.96$145.04$162.96

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 276 found (best R:R 30.25, avg credit $1.99)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
125/129133/138Aug 28$4.84$0.1630.25$124.16$137.84
125/126130/135Aug 7$4.81$0.1925.32$121.19$134.81
135/140150/155Sep 4$4.75$0.2519.00$135.25$154.75
129/130140/142Aug 21$1.87$0.1314.38$128.13$141.87
134/135140/142Aug 21$1.87$0.1314.38$133.13$141.87
128/129140/142Jul 31$1.85$0.1512.33$127.15$141.85
135/136140/142Jul 31$1.85$0.1512.33$134.15$141.85
135/136140/142Aug 21$1.83$0.1710.76$134.17$141.83
125/129130/135Aug 21$4.55$0.4510.11$124.45$134.55
136/137138/140Aug 21$1.80$0.209.00$135.20$139.80

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 54 found (best R:R 36.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$160.00$162.50$165.00Jul 31$0.08$2.4230.25
$170.00$172.50$175.00Jul 31$0.08$2.4230.25
$157.50$160.00$162.50Aug 21$0.08$2.4230.25
$165.00$167.50$170.00Aug 7$0.10$2.4024.00
$157.50$160.00$162.50Sep 4$0.10$2.4024.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$137.00$140.00$143.00Aug 21$0.08$2.9236.50
$150.00$152.50$155.00Aug 7$0.07$2.4334.71
$150.00$152.50$155.00Aug 21$0.07$2.4334.71
$155.00$157.50$160.00Aug 7$0.09$2.4126.78
$144.00$145.00$146.00Jul 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. 82 found (best net $-0.53, 74 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$165.00$172.501:2Aug 14-$0.53$6.97
$167.50$175.001:2Aug 28-$1.92$5.58
$175.00$180.001:2Aug 14-$0.86$4.14
$175.00$180.001:2Aug 21-$1.21$3.79
$175.00$180.001:2Aug 28-$2.09$2.91
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$150.00$143.001:2Aug 14-$0.88$6.12
$130.00$125.001:2Aug 14-$0.31$4.69
$170.00$162.501:2Jul 31-$2.98$4.52
$148.00$142.001:2Aug 28-$1.97$4.03
$129.00$125.001:2Aug 28-$0.47$3.53

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 47 found (best yield 7.93%, avg 2.66%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$155.00Sep 4$12.200.530.8%7.93%8.73%45
$157.50Sep 4$11.050.502.4%7.19%9.61%1--
$160.00Sep 4$9.900.474.0%6.44%10.49%2--
$155.00Aug 28$9.350.510.8%6.08%6.88%619
$162.50Sep 4$8.900.455.7%5.79%11.47%171
$155.00Aug 21$8.500.510.8%5.53%6.33%301.1K
$165.00Sep 4$8.000.427.3%5.20%12.51%10--
$157.50Aug 28$7.800.472.4%5.07%7.50%38
$160.00Aug 28$7.000.444.0%4.55%8.60%253
$155.00Aug 14$6.950.500.8%4.52%5.32%12464

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 7,912
Total Puts 2,157
Put/Call Ratio 0.27
Net Difference 5,755

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 55,514
Total Puts 30,214
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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