Tour v477
ZS
ZSCALER INC
$151.20 +1.89%
$150.50 (-0.46%)🌙
as of 07/31 07:21 PM
7/31 19:21

Option Volume

Detail
Current (07/31) 14,602
Calls: 7,463 (51%)
Puts: 7,139 (49%)
Prior (07/30) 14,845
Calls: 11,437 (77%)
Puts: 3,408 (23%)
Current vs Prior -1.64%
Calls: -34.75% (Calls)
Puts: +109.48% (Puts)
Prior 7-Day Total 87,941
Calls: 59,049 (67%)
Puts: 28,892 (33%)
Prior 7-Day Average 12,563
Calls: 8,435 (67%)
Puts: 4,127 (33%)
Current vs Prior 7-Day Avg +16.23%
Calls: -11.53%
Puts: +72.96%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/31) $7.59M
Calls: $3.27M (43%)
Puts: $4.32M (57%)
Prior (07/30) $5.45M
Calls: $3.43M (63%)
Puts: $2.01M (37%)
Current vs Prior +39.34%
Calls: -4.77%
Puts: +114.52%
Prior 7-Day Total $41.49M
Calls: $25.18M (61%)
Puts: $16.30M (39%)
Prior 7-Day Average $5.93M
Calls: $3.60M (61%)
Puts: $2.33M (39%)
Current vs Prior 7-Day Avg +28.10%
Calls: -9.10%
Puts: +85.56%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/31) 0.96
Prior (07/30) 0.30
Current vs Prior +221.02%
Prior 7-Day Average 0.50
Current vs Prior 7-Day Avg +90.02%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/31) 100,455
Calls: 57,703 (57%)
Puts: 42,752 (43%)
Prior (07/30) 122,444
Calls: 71,749 (59%)
Puts: 50,695 (41%)
Current vs Prior -17.96%
Prior 7-Day Total 717,006
Calls: 442,787 (62%)
Puts: 274,219 (38%)
Prior 7-Day Average 102,429
Calls: 63,255 (62%)
Puts: 39,174 (38%)
Current vs Prior 7-Day Avg -1.93%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 1.96% | 7.06%11.48% | 23.19%
Prior 3.11% | 7.41%11.79% | 23.20%
Current vs Prior +126.66% | +34.10%-2.64% | -0.06%
Prior 7-Day Avg 4.99% | 8.55%13.30% | 23.87%
Current vs 7-Day Avg +41.40% | +16.20%-13.69% | -2.87%
Prior 7-Day Eod 3.11% | 7.41%11.79% | 23.20%
Current vs 7-Day Eod +126.66% | +34.10%-2.64% | -0.06%
Sentiment BEARISHBULLISH

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

P/C ratio rising 221% - increased hedging/bearish positioning. Declining open interest (down 18%) indicates positions being closed.

Smart Money BEARISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 7.3%, best 5.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$152.50Aug 217.557.95$7.755.2%170.5163
$155.00Aug 216.506.85$6.685.2%240.461.2K
$150.00Aug 2810.5011.10$10.805.6%160.5530
$157.50Aug 215.555.90$5.736.1%100.4111
$152.50Aug 289.309.95$9.636.7%1290.524
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$155.00Aug 219.6510.30$9.986.5%10.54--
$147.00Aug 215.806.20$6.006.7%30.397
$145.00Aug 215.055.40$5.236.7%20.35--
$148.00Aug 216.206.65$6.437.0%30.41--
$150.00Aug 217.107.65$7.387.5%230.451.2K

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. 93 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$122.00Jul 3127.5031.10$29.3012.3%21.003
$125.00Jul 3124.5027.55$26.0311.7%51.00116
$130.00Jul 3119.5023.10$21.3016.9%41.00--
$132.00Jul 3117.5021.10$19.3018.7%21.0024
$145.00Jul 315.906.75$6.3313.4%571.00199
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Jul 3117.6519.90$18.7712.0%151.00--
$165.00Jul 3112.4015.50$13.9522.2%41.00--
$160.00Jul 316.959.85$8.4034.5%30.9712
$155.00Jul 312.504.85$3.6863.9%250.97450
$180.00Aug 2128.3030.80$29.558.5%10.88--

Most actively traded options today. High liquidity = easy entry/exit. 263 active (total vol 11.8K, top 611)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Aug 71.601.93$1.7718.6%6110.25316
$170.00Jul 310.000.01$0.01100.0%5220.001.7K
$155.00Jul 310.000.04$0.02200.0%5200.031.5K
$157.50Aug 144.054.65$4.3513.8%5040.3921
$165.00Aug 70.661.03$0.8543.5%4490.14201
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$129.00Aug 140.580.97$0.7750.6%4980.097
$123.00Aug 70.000.95$0.48197.9%4930.0532
$124.00Aug 70.000.36$0.18200.0%4910.038
$150.00Aug 73.754.30$4.0313.6%4680.44139
$125.00Aug 210.801.10$0.9531.6%2880.091.2K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 61 strikes (avg 1034.0%, max 2870.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$133.00Jul 31Aug 71513.1%59.0%2466.6%54
$180.00Jul 31Sep 41804.3%70.6%2456.4%4472
$134.00Jul 31Aug 141449.9%60.8%2284.9%217
$138.00Jul 31Aug 141195.8%58.0%1963.3%6--
$137.00Jul 31Aug 211259.5%61.4%1952.6%2528
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$129.00Jul 31Aug 211765.5%59.4%2870.6%21160
$128.00Jul 31Aug 141828.7%62.1%2842.8%55160
$131.00Jul 31Aug 281639.3%59.7%2648.0%2154
$127.00Jul 31Aug 141675.6%63.1%2554.1%469
$134.00Jul 31Aug 281449.9%59.3%2344.8%1742

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 139 found (best R:R 28.41, avg 3.32)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$175.00$180.00Aug 14$0.17$4.83$0.1728.41$175.17
$170.00$172.50Aug 14$0.13$2.37$0.1318.23$170.13
$165.00$167.50Aug 7$0.16$2.34$0.1614.62$165.16
$152.50$155.00Jul 31$0.18$2.32$0.1812.89$152.68
$167.50$170.00Jul 31$0.21$2.29$0.2110.90$167.71
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$129.00$125.00Aug 21$0.34$3.66$0.3410.76$128.66
$142.00$141.00Jul 31$0.10$0.90$0.109.00$141.90
$140.00$139.00Aug 7$0.10$0.90$0.109.00$139.90
$135.00$132.00Aug 21$0.31$2.69$0.318.68$134.69
$134.00$131.00Aug 14$0.32$2.68$0.328.37$133.68

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 179 found (best R:R 26.78, avg 1.79)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$125.00$130.00Jul 31$4.73$4.73$0.2717.52$129.73
$135.00$137.00Aug 21$1.85$1.85$0.1512.33$136.85
$125.00$130.00Aug 21$4.60$4.60$0.4011.50$129.60
$133.00$135.00Aug 7$1.80$1.80$0.209.00$134.80
$135.00$139.00Aug 7$3.58$3.58$0.428.52$138.58
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$170.00$165.00Jul 31$4.82$4.82$0.1826.78$165.18
$160.00$155.00Jul 31$4.72$4.72$0.2816.86$155.28
$180.00$170.00Aug 21$8.52$8.52$1.485.76$171.48
$155.00$152.50Jul 31$2.07$2.07$0.434.81$152.93
$165.00$160.00Aug 7$4.13$4.13$0.874.75$160.87

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 52 found (avg debit $1.91, cheapest $0.13)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$130.00Jul 31Aug 7$0.33837.0%67.8%
$133.00Jul 31Aug 7$0.351513.1%59.0%
$170.00Jul 31Aug 7$0.42553.6%58.9%
$167.50Jul 31Aug 7$0.47831.5%60.3%
$135.00Jul 31Aug 7$0.55949.3%63.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$124.00Jul 31Aug 7$0.131163.5%77.6%
$126.00Jul 31Aug 7$0.181094.5%75.8%
$132.00Jul 31Aug 7$0.22761.6%60.3%
$125.00Aug 7Aug 14$0.2374.9%62.0%
$130.00Jul 31Aug 7$0.26837.0%67.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 72 found (cheapest 1.01% of stock, avg 10.05%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$150.00Jul 31$1.35$0.17$1.52$148.48$151.521.01%
$152.50Jul 31$0.20$1.61$1.81$150.69$154.311.20%
$149.00Jul 31$2.37$0.10$2.47$146.53$151.471.63%
$148.00Jul 31$3.35$0.12$3.47$144.53$151.472.29%
$155.00Jul 31$0.02$3.68$3.70$151.30$158.702.45%
$147.00Jul 31$4.40$0.14$4.54$142.46$151.543.00%
$146.00Jul 31$5.45$0.27$5.72$140.28$151.723.78%
$145.00Jul 31$6.33$0.02$6.35$138.65$151.354.20%
$144.00Jul 31$7.28$0.12$7.40$136.60$151.404.89%
$143.00Jul 31$7.95$0.42$8.37$134.63$151.375.54%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 147 found (cheapest 0.24% of stock, avg 6.88%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$152.50$150.00Jul 31$0.20$0.17$0.37$149.63$152.87
$167.50$150.00Jul 31$0.22$0.17$0.39$149.61$167.89
$175.00$150.00Jul 31$0.51$0.17$0.68$149.32$175.68
$180.00$150.00Jul 31$1.07$0.17$1.24$148.76$181.24
$152.50$140.00Jul 31$0.20$1.07$1.27$138.73$153.77
$152.50$139.00Jul 31$0.20$1.07$1.27$137.73$153.77
$152.50$138.00Jul 31$0.20$1.07$1.27$136.73$153.77
$152.50$136.00Jul 31$0.20$1.07$1.27$134.73$153.77
$167.50$140.00Jul 31$0.22$1.07$1.29$138.71$168.79
$167.50$139.00Jul 31$0.22$1.07$1.29$137.71$168.79

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 230 found (best R:R 18.05, avg credit $2.05)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
133/134135/139Aug 7$3.79$0.2118.05$130.21$138.79
132/134138/139Jul 31$1.89$0.1117.18$132.11$139.89
141/144147/150Aug 28$2.82$0.1815.67$141.18$149.82
150/152165/168Aug 28$2.33$0.1713.71$150.17$167.33
127/128135/139Aug 7$3.72$0.2813.29$124.28$138.72
150/152160/162Aug 28$2.28$0.2210.36$150.22$162.28
121/122130/134Aug 14$3.61$0.399.26$118.39$133.61
126/127130/134Aug 14$3.61$0.399.26$123.39$133.61
133/134139/140Aug 7$0.90$0.109.00$133.10$139.90
139/140145/146Aug 7$0.90$0.109.00$139.10$145.90

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 75 found (best R:R 82.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$170.00$175.00$180.00Jul 31$0.06$4.9482.33
$155.00$157.50$160.00Aug 14$0.05$2.4549.00
$150.00$152.50$155.00Aug 7$0.07$2.4334.71
$155.00$157.50$160.00Aug 7$0.08$2.4230.25
$130.00$134.00$138.00Aug 14$0.13$3.8729.77
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$155.00$157.50$160.00Aug 7$0.14$2.3616.86
$124.00$125.00$126.00Aug 7$0.06$0.9415.67
$139.00$140.00$141.00Aug 7$0.06$0.9415.67
$146.00$147.00$148.00Aug 21$0.06$0.9415.67
$125.00$126.00$127.00Aug 14$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. 100 found (best net $-4.22, 86 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$130.00$145.001:2Aug 28-$4.22$10.78
$152.50$165.001:2Sep 4-$2.80$9.70
$162.50$175.001:2Sep 11-$3.57$8.93
$170.00$180.001:2Sep 4-$1.85$8.15
$148.00$160.001:2Sep 11-$6.00$6.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$140.00$130.001:2Sep 11-$2.33$7.67
$130.00$125.001:2Aug 28-$0.41$4.59
$170.00$160.001:2Aug 21-$5.87$4.13
$129.00$125.001:2Aug 21-$0.61$3.39
$138.00$134.001:2Aug 14-$0.77$3.23

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 48 found (best yield 7.44%, avg 2.40%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$152.50Sep 4$11.250.520.9%7.44%8.30%1--
$160.00Sep 11$10.050.465.8%6.65%12.47%11
$152.50Aug 28$9.300.520.9%6.15%7.01%1294
$162.50Sep 11$8.600.437.5%5.69%13.16%2--
$155.00Aug 28$8.200.482.5%5.42%7.94%324
$152.50Aug 21$7.550.510.9%4.99%5.85%1763
$155.00Aug 21$6.500.462.5%4.30%6.81%241.2K
$160.00Aug 28$6.250.405.8%4.13%9.95%3168
$165.00Sep 4$6.250.389.1%4.13%13.26%123
$152.50Aug 14$6.050.500.9%4.00%4.86%4243

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 7,463
Total Puts 7,139
Put/Call Ratio 0.96
Net Difference 324

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 59,049
Total Puts 28,892
Average Put/Call Ratio 0.50
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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