Tour v473
ZS
ZSCALER INC
$148.39 -3.50%
$148.10 (-0.20%)🌙
as of 07/30 07:51 PM
7/30 19:51

Option Volume

Detail
Current (07/30) 14,845
Calls: 11,437 (77%)
Puts: 3,408 (23%)
Prior (07/29) 10,069
Calls: 7,912 (79%)
Puts: 2,157 (21%)
Current vs Prior +47.43%
Calls: +44.55% (Calls)
Puts: +58.00% (Puts)
Prior 7-Day Total 83,155
Calls: 55,117 (66%)
Puts: 28,038 (34%)
Prior 7-Day Average 11,879
Calls: 7,873 (66%)
Puts: 4,005 (34%)
Current vs Prior 7-Day Avg +24.97%
Calls: +45.25%
Puts: -14.92%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/30) $5.45M
Calls: $3.43M (63%)
Puts: $2.01M (37%)
Prior (07/29) $7.72M
Calls: $6.20M (80%)
Puts: $1.52M (20%)
Current vs Prior -29.47%
Calls: -44.62%
Puts: +32.23%
Prior 7-Day Total $42.42M
Calls: $26.57M (63%)
Puts: $15.85M (37%)
Prior 7-Day Average $6.06M
Calls: $3.80M (63%)
Puts: $2.26M (37%)
Current vs Prior 7-Day Avg -10.08%
Calls: -9.51%
Puts: -11.04%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/30) 0.30
Prior (07/29) 0.27
Current vs Prior +9.30%
Prior 7-Day Average 0.51
Current vs Prior 7-Day Avg -41.51%
Sentiment BULLISH

Open Interest

Detail
Current (07/30) 122,444
Calls: 71,749 (59%)
Puts: 50,695 (41%)
Prior (07/29) 106,358
Calls: 66,197 (62%)
Puts: 40,161 (38%)
Current vs Prior +15.12%
Prior 7-Day Total 684,589
Calls: 426,016 (62%)
Puts: 258,573 (38%)
Prior 7-Day Average 97,798
Calls: 60,859 (62%)
Puts: 36,939 (38%)
Current vs Prior 7-Day Avg +25.20%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 3.11% | 7.41%11.79% | 23.20%
Prior 5.68% | 9.03%13.09% | 22.83%
Current vs Prior -45.16% | -17.88%-9.91% | +1.65%
Prior 7-Day Avg 5.31% | 8.73%13.72% | 24.10%
Current vs 7-Day Avg -41.39% | -15.13%-14.04% | -3.72%
Prior 7-Day Eod 5.68% | 9.03%13.09% | 22.83%
Current vs 7-Day Eod -45.16% | -17.88%-9.91% | +1.65%
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 63% call dollar volume ($3.43M). Extreme bullish P/C ratio of 0.30 - heavy call buying (11,437 calls vs 3,408 puts).

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 20 of results (avg 7.5%, best 5.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Aug 2120.3521.40$20.885.0%60.831.3K
$140.00Sep 1118.8020.05$19.436.4%10.63--
$120.00Aug 2128.3530.75$29.558.1%40.9370
$146.00Aug 2811.0011.95$11.488.3%10.5712
$150.00Aug 146.056.60$6.328.7%150.4844
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$146.00Aug 216.807.15$6.985.0%20.424
$148.00Aug 289.109.60$9.355.3%20.46--
$147.00Aug 217.307.75$7.536.0%20.445
$146.00Aug 288.108.60$8.356.0%200.435
$142.00Aug 215.105.45$5.286.6%230.354

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. 77 found (avg delta 0.69, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Jul 3116.6520.05$18.3518.5%11.00--
$132.00Jul 3114.6517.95$16.3020.2%21.0024
$134.00Jul 3112.6515.50$14.0820.2%71.0017
$136.00Jul 3110.6013.55$12.0824.4%10.9526
$130.00Aug 717.1020.05$18.5815.9%10.94--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$175.00Aug 725.3528.50$26.9311.7%51.00--
$160.00Jul 3110.6512.75$11.7017.9%20.9476
$155.00Jul 315.858.00$6.9331.0%20.87--
$152.50Jul 313.905.50$4.7034.0%40.7792
$160.00Aug 1413.1015.45$14.2716.5%20.7226

Most actively traded options today. High liquidity = easy entry/exit. 254 active (total vol 8.5K, top 1.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Jul 310.010.05$0.03133.3%1.5K0.01537
$155.00Jul 310.200.49$0.3582.9%6600.121.0K
$150.00Jul 311.211.68$1.4432.6%5840.38799
$175.00Jul 310.010.15$0.08175.0%5770.02622
$160.00Jul 310.050.30$0.18138.9%3200.061.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$138.00Aug 213.704.90$4.3027.9%2090.2917
$140.00Aug 214.405.15$4.7815.7%1490.322.3K
$145.00Jul 310.600.93$0.7742.9%1420.25835
$150.00Sep 1113.9517.50$15.7322.6%1270.47--
$144.00Jul 310.450.68$0.5740.4%1090.20199

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 50 strikes (avg 72.5%, max 259.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$177.50Jul 31Aug 21186.0%59.4%213.0%12142
$172.50Jul 31Aug 21165.0%58.3%182.8%9589
$135.00Jul 31Aug 28138.9%57.1%143.3%20--
$130.00Jul 31Aug 28138.6%58.6%136.4%2--
$175.00Jul 31Sep 4156.8%69.8%124.5%578622
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$119.00Jul 31Aug 14277.9%77.4%259.2%1382
$120.00Jul 31Sep 4216.0%71.7%201.5%12186
$125.00Jul 31Sep 4206.7%69.9%195.8%50545
$129.00Jul 31Aug 28166.4%57.3%190.5%12172
$131.00Jul 31Aug 21143.4%59.8%139.6%1856

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 170 found (best R:R 26.27, avg 3.26)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$160.00$162.50Jul 31$0.11$2.39$0.1121.73$160.11
$165.00$167.50Aug 7$0.18$2.32$0.1812.89$165.18
$155.00$157.50Jul 31$0.19$2.31$0.1912.16$155.19
$167.50$170.00Aug 21$0.20$2.30$0.2011.50$167.70
$175.00$177.50Aug 21$0.20$2.30$0.2011.50$175.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$126.00$120.00Aug 14$0.22$5.78$0.2226.27$125.78
$125.00$122.00Jul 31$0.20$2.80$0.2014.00$124.80
$125.00$120.00Aug 21$0.50$4.50$0.509.00$124.50
$130.00$126.00Aug 14$0.44$3.56$0.448.09$129.56
$137.00$135.00Aug 14$0.23$1.77$0.237.70$136.77

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 196 found (best R:R 20.74, avg 1.29)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$120.00$125.00Aug 21$4.65$4.65$0.3513.29$124.65
$140.00$142.00Jul 31$1.85$1.85$0.1512.33$141.85
$125.00$129.00Aug 21$3.62$3.62$0.389.53$128.62
$142.00$143.00Jul 31$0.87$0.87$0.136.69$142.87
$130.00$133.00Aug 7$2.60$2.60$0.406.50$132.60
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$160.00$155.00Jul 31$4.77$4.77$0.2320.74$155.23
$155.00$152.50Jul 31$2.23$2.23$0.278.26$152.77
$175.00$155.00Aug 7$17.80$17.80$2.208.09$157.20
$142.00$140.00Sep 11$1.78$1.78$0.228.09$140.22
$157.50$155.00Aug 21$1.97$1.97$0.533.72$155.53

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 55 found (avg debit $1.92, cheapest $0.11)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$175.00Jul 31Aug 7$0.11156.8%60.5%
$130.00Jul 31Aug 7$0.23138.6%61.6%
$172.50Jul 31Aug 7$0.29165.0%67.5%
$170.00Jul 31Aug 7$0.32116.5%58.4%
$167.50Jul 31Aug 7$0.60109.8%61.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$129.00Jul 31Aug 7$0.11166.4%62.4%
$128.00Jul 31Aug 7$0.23135.1%62.7%
$131.00Jul 31Aug 7$0.26143.4%60.7%
$130.00Jul 31Aug 7$0.28138.6%61.6%
$119.00Jul 31Aug 14$0.30277.9%77.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 65 found (cheapest 2.77% of stock, avg 10.46%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$147.00Jul 31$2.70$1.41$4.11$142.89$151.112.77%
$149.00Jul 31$1.76$2.37$4.13$144.87$153.132.78%
$148.00Jul 31$2.25$1.99$4.24$143.76$152.242.86%
$150.00Jul 31$1.44$3.10$4.54$145.46$154.543.06%
$146.00Jul 31$3.62$1.06$4.68$141.32$150.683.15%
$145.00Jul 31$4.33$0.77$5.10$139.90$150.103.44%
$152.50Jul 31$0.76$4.70$5.46$147.04$157.963.68%
$144.00Jul 31$4.90$0.57$5.47$138.53$149.473.69%
$143.00Jul 31$5.83$0.43$6.26$136.74$149.264.22%
$142.00Jul 31$6.70$0.28$6.98$135.02$148.984.70%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 148 found (cheapest 0.49% of stock, avg 7.13%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$157.50$144.00Jul 31$0.16$0.57$0.73$143.27$158.23
$155.00$144.00Jul 31$0.35$0.57$0.92$143.08$155.92
$157.50$145.00Jul 31$0.16$0.77$0.93$144.07$158.43
$155.00$145.00Jul 31$0.35$0.77$1.12$143.88$156.12
$157.50$146.00Jul 31$0.16$1.06$1.22$144.78$158.72
$152.50$144.00Jul 31$0.76$0.57$1.33$142.67$153.83
$155.00$146.00Jul 31$0.35$1.06$1.41$144.59$156.41
$152.50$145.00Jul 31$0.76$0.77$1.53$143.47$154.03
$157.50$147.00Jul 31$0.16$1.41$1.57$145.43$159.07
$155.00$147.00Jul 31$0.35$1.41$1.76$145.24$156.76

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 336 found (best R:R 19.00, avg credit $1.72)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
130/135140/145Sep 4$4.75$0.2519.00$130.25$144.75
125/129130/135Aug 21$4.65$0.3513.29$124.35$134.65
136/138147/149Aug 28$1.85$0.1512.33$136.15$148.85
131/132134/136Aug 7$1.83$0.1710.76$130.17$135.83
132/133138/140Jul 31$1.82$0.1810.11$131.18$139.82
138/139147/149Aug 28$1.81$0.199.53$137.19$148.81
140/143150/152Aug 14$2.70$0.309.00$140.30$152.70
125/130140/145Sep 4$4.49$0.518.80$125.51$144.49
132/133134/136Aug 7$1.79$0.218.52$131.21$135.79
130/132147/149Aug 28$1.79$0.218.52$130.21$148.79

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 78 found (best R:R 30.25, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$155.00$157.50$160.00Aug 21$0.08$2.4230.25
$172.50$175.00$177.50Aug 21$0.08$2.4230.25
$155.00$157.50$160.00Aug 7$0.10$2.4024.00
$160.00$162.50$165.00Jul 31$0.11$2.3921.73
$162.50$165.00$167.50Aug 7$0.11$2.3921.73
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$125.00$130.00$135.00Sep 4$0.26$4.7418.23
$143.00$144.00$145.00Jul 31$0.06$0.9415.67
$145.00$146.00$147.00Jul 31$0.06$0.9415.67
$136.00$137.00$138.00Jul 31$0.07$0.9313.29
$148.00$149.00$150.00Aug 7$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. 99 found (best net $-0.26, 87 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$160.00$175.001:2Sep 4-$0.26$14.74
$145.00$160.001:2Sep 11-$3.52$11.48
$170.00$175.001:2Aug 28-$1.70$3.30
$165.00$170.001:2Aug 28-$2.04$2.96
$165.00$167.501:2Jul 31-$0.01$2.49
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$160.00$150.001:2Aug 14-$0.49$9.51
$126.00$120.001:2Aug 14-$0.19$5.81
$125.00$120.001:2Aug 21-$0.19$4.81
$125.00$120.001:2Aug 28-$0.60$4.40
$124.00$120.001:2Aug 7-$0.14$3.86

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 55 found (best yield 7.51%, avg 2.28%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$150.00Sep 4$11.150.521.1%7.51%8.60%67
$149.00Aug 28$8.900.520.4%6.00%6.41%37
$160.00Sep 11$8.650.427.8%5.83%13.65%1--
$150.00Aug 28$8.050.501.1%5.42%6.51%1022
$157.50Sep 4$7.850.436.1%5.29%11.43%31
$150.00Aug 21$7.350.501.1%4.95%6.04%291.0K
$152.50Aug 28$7.350.472.8%4.95%7.72%1--
$160.00Sep 4$7.150.417.8%4.82%12.64%27
$165.00Sep 11$7.000.3811.2%4.72%15.91%1--
$155.00Aug 28$6.150.434.5%4.14%8.60%4--

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 11,437
Total Puts 3,408
Put/Call Ratio 0.30
Net Difference 8,029

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 55,117
Total Puts 28,038
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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