Tour v487
ZS
ZSCALER INC
$154.46 +2.16%
$154.70 (+0.16%)🌙
as of 08/03 07:06 PM
8/3 19:06

Option Volume

Detail
Current (08/03) 18,882
Calls: 9,059 (48%)
Puts: 9,823 (52%)
Prior (07/31) 14,602
Calls: 7,463 (51%)
Puts: 7,139 (49%)
Current vs Prior +29.31%
Calls: +21.39% (Calls)
Puts: +37.60% (Puts)
Prior 7-Day Total 88,001
Calls: 56,878 (65%)
Puts: 31,123 (35%)
Prior 7-Day Average 12,571
Calls: 8,125 (65%)
Puts: 4,446 (35%)
Current vs Prior 7-Day Avg +50.20%
Calls: +11.49%
Puts: +120.93%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/03) $8.78M
Calls: $5.05M (58%)
Puts: $3.73M (42%)
Prior (07/31) $7.59M
Calls: $3.27M (43%)
Puts: $4.32M (57%)
Current vs Prior +15.61%
Calls: +54.38%
Puts: -13.73%
Prior 7-Day Total $42.33M
Calls: $24.87M (59%)
Puts: $17.46M (41%)
Prior 7-Day Average $6.05M
Calls: $3.55M (59%)
Puts: $2.49M (41%)
Current vs Prior 7-Day Avg +45.13%
Calls: +42.08%
Puts: +49.47%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/03) 1.08
Prior (07/31) 0.96
Current vs Prior +13.35%
Prior 7-Day Average 0.57
Current vs Prior 7-Day Avg +91.13%
Sentiment BEARISH

Open Interest

Detail
Current (08/03) 115,631
Calls: 67,315 (58%)
Puts: 48,316 (42%)
Prior (07/31) 100,455
Calls: 57,703 (57%)
Puts: 42,752 (43%)
Current vs Prior +15.11%
Prior 7-Day Total 704,702
Calls: 429,947 (61%)
Puts: 274,755 (39%)
Prior 7-Day Average 100,671
Calls: 61,421 (61%)
Puts: 39,250 (39%)
Current vs Prior 7-Day Avg +14.86%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 6.59% | 9.17%11.17% | 22.76%
Prior 7.06% | 9.94%11.48% | 23.19%
Current vs Prior -6.61% | -7.78%-2.73% | -1.86%
Prior 7-Day Avg 5.34% | 8.81%12.85% | 23.62%
Current vs 7-Day Avg +23.51% | +4.00%-13.09% | -3.64%
Prior 7-Day Eod 7.06% | 9.94%11.48% | 23.19%
Current vs 7-Day Eod -6.61% | -7.78%-2.73% | -1.86%
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

Slightly bearish P/C ratio of 1.08.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
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 18 of results (avg 7.2%, best 5.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$155.00Aug 289.5010.00$9.755.1%60.5325
$155.00Aug 217.708.15$7.935.7%820.521.2K
$152.50Aug 147.307.75$7.536.0%100.57245
$160.00Aug 215.656.00$5.836.0%1840.422.8K
$170.00Aug 212.813.00$2.916.5%3700.261.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Aug 149.309.85$9.575.7%80.6131
$155.00Aug 146.406.85$6.636.8%1060.4918
$170.00Aug 2117.9019.20$18.557.0%10.74595
$155.00Aug 217.808.40$8.107.4%350.48405
$148.00Aug 71.651.80$1.738.7%50.2624

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. 62 found (avg delta 0.70, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$127.00Aug 725.8029.45$27.6313.2%21.00--
$137.00Aug 716.2019.65$17.9219.3%40.95--
$125.00Aug 2129.2032.30$30.7510.1%40.94277
$140.00Aug 713.8016.15$14.9815.7%30.93--
$141.00Aug 712.8515.55$14.2019.0%20.929
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$165.00Aug 710.0512.55$11.3022.1%40.826
$170.00Aug 1415.5518.55$17.0517.6%40.81--
$170.00Aug 2117.9019.20$18.557.0%10.74595
$167.50Aug 2816.9018.80$17.8510.6%60.66--
$165.00Aug 2814.7016.45$15.5811.2%40.623

Most actively traded options today. High liquidity = easy entry/exit. 228 active (total vol 13.2K, top 1.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Aug 72.002.28$2.1413.1%1.0K0.31524
$165.00Aug 70.931.09$1.0115.8%8350.18520
$167.50Aug 70.580.74$0.6624.2%5840.1384
$170.00Aug 70.350.54$0.4542.2%5090.09633
$170.00Aug 212.813.00$2.916.5%3700.261.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$126.00Aug 70.001.60$0.80200.0%1.6K0.0796
$130.00Aug 70.010.05$0.03133.3%1.4K0.01101
$150.00Aug 215.606.40$6.0013.3%5380.391.2K
$125.00Aug 210.450.77$0.6152.5%3140.061.1K
$126.00Aug 140.000.71$0.36197.2%2900.043

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 29 strikes (avg 21.6%, max 99.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$182.50Aug 7Aug 1494.5%62.3%51.8%40--
$185.00Aug 7Sep 4104.2%72.2%44.4%19277
$177.50Aug 7Aug 2178.2%60.8%28.8%97
$140.00Aug 7Aug 2167.5%61.4%9.9%141.0K
$141.00Aug 7Aug 2866.4%60.7%9.4%39
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$126.00Aug 7Aug 14142.2%71.3%99.3%1.9K99
$129.00Aug 7Aug 28101.0%62.8%60.7%288236
$127.00Aug 7Aug 14107.4%68.3%57.4%125265
$128.00Aug 7Aug 14103.8%72.9%42.5%2414
$131.00Aug 7Aug 2887.6%63.7%37.6%4084

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 146 found (best R:R 21.73, avg 3.21)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$177.50$180.00Aug 7$0.11$2.39$0.1121.73$177.61
$170.00$172.50Aug 7$0.14$2.36$0.1416.86$170.14
$172.50$175.00Aug 14$0.15$2.35$0.1515.67$172.65
$167.50$170.00Aug 7$0.21$2.29$0.2110.90$167.71
$180.00$182.50Aug 14$0.23$2.27$0.239.87$180.23
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$129.00$125.00Aug 21$0.24$3.76$0.2415.67$128.76
$139.00$137.00Aug 14$0.14$1.86$0.1413.29$138.86
$136.00$135.00Sep 4$0.10$0.90$0.109.00$135.90
$129.00$125.00Aug 28$0.42$3.58$0.428.52$128.58
$140.00$138.00Sep 11$0.22$1.78$0.228.09$139.78

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 171 found (best R:R 33.48, avg 1.32)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$127.00$137.00Aug 7$9.71$9.71$0.2933.48$136.71
$135.00$138.00Aug 14$2.78$2.78$0.2212.64$137.78
$130.00$135.00Aug 21$4.42$4.42$0.587.62$134.42
$141.00$143.00Aug 7$1.70$1.70$0.305.67$142.70
$138.00$139.00Aug 28$0.85$0.85$0.155.67$138.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$167.50$165.00Aug 28$2.27$2.27$0.239.87$165.23
$170.00$160.00Aug 14$7.48$7.48$2.522.97$162.52
$126.00$125.00Aug 7$0.74$0.74$0.262.85$125.26
$170.00$160.00Aug 21$7.05$7.05$2.952.39$162.95
$150.00$149.00Aug 28$0.70$0.70$0.302.33$149.30

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 56 found (avg debit $1.59, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$185.00Aug 7Aug 14$0.06104.2%64.1%
$182.50Aug 7Aug 14$0.1994.5%62.3%
$177.50Aug 7Aug 14$0.4578.2%59.1%
$180.00Aug 7Aug 14$0.5875.2%63.9%
$135.00Aug 14Aug 21$0.5863.7%60.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$127.00Aug 7Aug 14$0.08107.4%68.3%
$129.00Aug 7Aug 14$0.13101.0%66.0%
$131.00Aug 7Aug 14$0.2587.6%62.8%
$128.00Aug 7Aug 14$0.27103.8%72.9%
$132.00Aug 7Aug 14$0.3778.6%62.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 51 found (cheapest 5.75% of stock, avg 11.86%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$155.00Aug 7$4.08$4.80$8.88$146.12$163.885.75%
$152.50Aug 7$5.38$3.60$8.98$143.52$161.485.81%
$157.50Aug 7$3.07$6.15$9.22$148.28$166.725.97%
$150.00Aug 7$7.10$2.49$9.59$140.41$159.596.21%
$147.00Aug 7$8.70$1.33$10.03$136.97$157.036.49%
$148.00Aug 7$8.35$1.73$10.08$137.92$158.086.53%
$145.00Aug 7$10.80$1.04$11.84$133.16$156.847.67%
$144.00Aug 7$11.58$0.70$12.28$131.72$156.287.95%
$165.00Aug 7$1.01$11.30$12.31$152.69$177.317.97%
$155.00Aug 14$6.23$6.63$12.86$142.14$167.868.33%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.51% of stock, avg 8.66%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$165.00$147.00Aug 7$1.01$1.33$2.34$144.66$167.34
$165.00$148.00Aug 7$1.01$1.73$2.74$145.26$167.74
$162.50$147.00Aug 7$1.49$1.33$2.82$144.18$165.32
$165.00$149.00Aug 7$1.01$2.10$3.11$145.89$168.11
$162.50$148.00Aug 7$1.49$1.73$3.22$144.78$165.72
$160.00$147.00Aug 7$2.14$1.33$3.47$143.53$163.47
$165.00$150.00Aug 7$1.01$2.49$3.50$146.50$168.50
$162.50$149.00Aug 7$1.49$2.10$3.59$145.41$166.09
$160.00$148.00Aug 7$2.14$1.73$3.87$144.13$163.87
$162.50$150.00Aug 7$1.49$2.49$3.98$146.02$166.48

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 304 found (best R:R 19.00, avg credit $2.07)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
143/145146/148Sep 4$1.90$0.1019.00$143.10$147.90
135/138145/149Sep 11$3.80$0.2019.00$134.20$148.80
127/128138/140Aug 14$1.88$0.1215.67$126.12$139.88
135/136139/141Aug 28$1.87$0.1314.38$134.13$140.87
125/129130/135Aug 21$4.66$0.3413.71$124.34$134.66
130/131141/143Aug 7$1.86$0.1413.29$129.14$142.86
130/131140/142Aug 21$1.86$0.1413.29$129.14$141.86
129/130139/141Aug 28$1.86$0.1413.29$128.14$140.86
135/136138/140Aug 14$1.82$0.1810.11$134.18$139.82
130/131139/141Aug 28$1.81$0.199.53$129.19$140.81

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 70 found (best R:R 49.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$170.00$172.50$175.00Aug 7$0.05$2.4549.00
$162.50$165.00$167.50Aug 14$0.06$2.4440.67
$167.50$170.00$172.50Aug 7$0.07$2.4334.71
$167.50$170.00$172.50Aug 28$0.07$2.4334.71
$155.00$157.50$160.00Aug 7$0.08$2.4230.25
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$150.00$152.50$155.00Aug 7$0.09$2.4126.78
$157.50$160.00$162.50Aug 28$0.12$2.3819.83
$136.00$137.00$138.00Aug 7$0.06$0.9415.67
$152.50$155.00$157.50Aug 7$0.15$2.3515.67
$133.00$134.00$135.00Aug 21$0.06$0.9415.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 91 found (best net $-2.09, 89 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$180.00$185.001:2Aug 21-$0.26$4.74
$180.00$185.001:2Aug 28-$1.09$3.91
$175.00$180.001:2Aug 28-$1.80$3.20
$172.50$180.001:2Sep 11-$4.82$2.68
$177.50$180.001:2Aug 7-$0.01$2.49
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$170.00$160.001:2Aug 14-$2.09$7.91
$165.00$157.501:2Aug 7-$1.00$6.50
$170.00$160.001:2Aug 21-$4.45$5.55
$143.00$136.001:2Sep 4-$2.58$4.42
$129.00$125.001:2Aug 21-$0.37$3.63

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 59 found (best yield 8.42%, avg 2.78%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$155.00Sep 4$13.000.550.3%8.42%8.77%159
$160.00Sep 11$11.650.493.6%7.54%11.13%321
$157.50Sep 4$10.600.522.0%6.86%8.83%43
$162.50Sep 11$10.550.475.2%6.83%12.04%32
$160.00Sep 4$9.550.493.6%6.18%9.77%68
$155.00Aug 28$9.500.530.3%6.15%6.50%625
$170.00Sep 11$9.000.4010.1%5.83%15.89%3--
$157.50Aug 28$8.000.492.0%5.18%7.15%1--
$165.00Sep 4$7.750.436.8%5.02%11.84%124
$155.00Aug 21$7.700.520.3%4.99%5.33%821.2K

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 9,059
Total Puts 9,823
Put/Call Ratio 1.08
Net Difference -764

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 56,878
Total Puts 31,123
Average Put/Call Ratio 0.57
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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