Tour v492
ZS
ZSCALER INC
$161.65 -0.96%
$160.86 (-0.49%)🌙
as of 08/05 07:25 PM
8/5 19:25

Option Volume

Detail
Current (08/05) 15,278
Calls: 12,030 (79%)
Puts: 3,248 (21%)
Prior (08/04) 25,515
Calls: 18,164 (71%)
Puts: 7,351 (29%)
Current vs Prior -40.12%
Calls: -33.77% (Calls)
Puts: -55.82% (Puts)
Prior 7-Day Total 109,055
Calls: 69,866 (64%)
Puts: 39,189 (36%)
Prior 7-Day Average 15,579
Calls: 9,980 (64%)
Puts: 5,598 (36%)
Current vs Prior 7-Day Avg -1.93%
Calls: +20.53%
Puts: -41.98%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/05) $8.88M
Calls: $7.28M (82%)
Puts: $1.60M (18%)
Prior (08/04) $17.72M
Calls: $15.30M (86%)
Puts: $2.42M (14%)
Current vs Prior -49.90%
Calls: -52.42%
Puts: -33.96%
Prior 7-Day Total $58.17M
Calls: $40.23M (69%)
Puts: $17.95M (31%)
Prior 7-Day Average $8.31M
Calls: $5.75M (69%)
Puts: $2.56M (31%)
Current vs Prior 7-Day Avg +6.81%
Calls: +26.67%
Puts: -37.72%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/05) 0.27
Prior (08/04) 0.40
Current vs Prior -33.29%
Prior 7-Day Average 0.59
Current vs Prior 7-Day Avg -54.44%
Sentiment BULLISH

Open Interest

Detail
Current (08/05) 116,609
Calls: 73,980 (63%)
Puts: 42,629 (37%)
Prior (08/04) 132,678
Calls: 82,977 (63%)
Puts: 49,701 (37%)
Current vs Prior -12.11%
Prior 7-Day Total 775,018
Calls: 466,298 (60%)
Puts: 308,720 (40%)
Prior 7-Day Average 110,716
Calls: 66,614 (60%)
Puts: 44,102 (40%)
Current vs Prior 7-Day Avg +5.32%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 4.98% | 7.73%10.07% | 21.53%
Prior 5.73% | 8.35%11.08% | 22.14%
Current vs Prior -13.07% | -7.40%-9.13% | -2.75%
Prior 7-Day Avg 5.71% | 8.87%12.07% | 23.11%
Current vs 7-Day Avg -12.77% | -12.85%-16.56% | -6.84%
Prior 7-Day Eod 5.73% | 8.35%11.08% | 22.14%
Current vs 7-Day Eod -13.07% | -7.40%-9.13% | -2.75%
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
+
Add Card

🤖 AI Insights

Strong bullish conviction with 82% of dollar volume in calls ($7.28M) vs puts ($1.60M). Below-average activity with volume down 40% vs prior. Extreme bullish P/C ratio of 0.27 - heavy call buying (12,030 calls vs 3,248 puts). P/C ratio dropping 33% - sentiment shifting bullish.

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 25 of results (avg 8.2%, best 4.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$190.00Sep 187.157.50$7.334.8%400.311.0K
$160.00Sep 1816.9517.80$17.384.9%210.57910
$130.00Sep 1835.3037.15$36.225.1%190.84440
$165.00Sep 1814.6015.50$15.056.0%880.52374
$175.00Sep 1810.9011.70$11.307.1%40.43--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Sep 189.7510.35$10.056.0%280.33314
$162.50Aug 217.308.00$7.659.2%360.4966
$155.00Aug 214.104.50$4.309.3%420.33435
$150.00Aug 284.104.50$4.309.3%10.28--
$152.50Aug 284.955.45$5.209.6%10.32--

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 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Aug 720.8023.80$22.3013.5%61.0084
$144.00Aug 716.3519.85$18.1019.3%20.9816
$135.00Aug 725.2028.45$26.8312.1%10.98--
$145.00Aug 715.1518.80$16.9821.5%60.9861
$143.00Aug 718.2520.80$19.5213.1%10.9612
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Aug 77.6010.15$8.8828.7%100.847
$180.00Aug 2118.5521.40$19.9814.3%20.80--
$175.00Aug 1413.3015.95$14.6318.1%200.801
$167.50Aug 75.757.75$6.7529.6%100.751
$170.00Aug 1410.6511.85$11.2510.7%200.70--

Most actively traded options today. High liquidity = easy entry/exit. 225 active (total vol 11.5K, top 2.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$190.00Aug 70.020.15$0.09144.4%2.1K0.0277
$170.00Aug 70.630.94$0.7839.7%1.1K0.181.1K
$170.00Aug 142.512.82$2.6711.6%9150.311.2K
$165.00Aug 71.652.09$1.8723.5%6130.361.1K
$157.50Aug 147.209.20$8.2024.4%5530.64501
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$138.00Sep 114.206.15$5.1837.6%1620.21--
$162.50Aug 72.814.35$3.5843.0%1500.5236
$162.50Aug 145.656.35$6.0011.7%1480.4994
$135.00Aug 210.420.65$0.5442.6%1070.061.4K
$160.00Aug 72.002.50$2.2522.2%850.39432

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 34 strikes (avg 34.1%, max 112.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$142.00Aug 7Aug 28117.1%58.4%100.4%347
$182.50Aug 7Aug 14110.8%59.5%86.2%265
$135.00Aug 7Sep 18127.5%72.5%75.9%120595
$190.00Aug 7Sep 18104.6%74.4%40.5%2.2K1.1K
$148.00Aug 7Aug 2181.8%58.5%39.9%3188
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$130.00Aug 7Sep 18155.0%73.1%112.1%172.3K
$137.00Aug 7Aug 14133.1%64.1%107.5%850
$142.00Aug 7Aug 21117.1%59.4%97.0%6125
$143.00Aug 7Aug 21102.7%57.8%77.7%423
$135.00Aug 7Sep 18127.5%72.5%75.9%29713

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 142 found (best R:R 19.83, avg 3.09)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$172.50$175.00Aug 28$0.12$2.38$0.1219.83$172.62
$172.50$175.00Aug 7$0.14$2.36$0.1416.86$172.64
$160.00$162.50Sep 11$0.20$2.30$0.2011.50$160.20
$182.50$185.00Aug 14$0.21$2.29$0.2110.90$182.71
$185.00$190.00Aug 21$0.43$4.57$0.4310.63$185.43
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$152.50$150.00Aug 7$0.16$2.34$0.1614.62$152.34
$140.00$135.00Aug 21$0.45$4.55$0.4510.11$139.55
$133.00$131.00Aug 14$0.19$1.81$0.199.53$132.81
$144.00$143.00Aug 14$0.13$0.87$0.136.69$143.87
$145.00$144.00Aug 14$0.13$0.87$0.136.69$144.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 173 found (best R:R 22.81, avg 1.61)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$130.00$135.00Aug 21$4.79$4.79$0.2122.81$134.79
$139.00$142.00Aug 14$2.87$2.87$0.1322.08$141.87
$150.00$152.50Aug 14$2.32$2.32$0.1812.89$152.32
$148.00$150.00Aug 7$1.84$1.84$0.1611.50$149.84
$152.50$155.00Aug 7$2.30$2.30$0.2011.50$154.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$170.00$167.50Aug 7$2.13$2.13$0.375.76$167.87
$170.00$165.00Aug 14$3.95$3.95$1.053.76$166.05
$180.00$167.50Aug 21$9.50$9.50$3.003.17$170.50
$167.50$165.00Aug 7$1.70$1.70$0.802.13$165.80
$175.00$170.00Aug 14$3.38$3.38$1.622.09$171.62

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 49 found (avg debit $1.65, cheapest $0.16)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$190.00Aug 7Aug 14$0.29104.6%62.4%
$182.50Aug 7Aug 14$0.36110.8%59.5%
$185.00Aug 7Aug 14$0.4594.7%59.6%
$180.00Aug 7Aug 14$0.8582.0%59.0%
$135.00Aug 7Aug 21$1.05127.5%58.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$135.00Aug 7Aug 14$0.16127.5%68.9%
$142.00Aug 7Aug 14$0.18117.1%60.5%
$140.00Aug 7Aug 14$0.2875.8%57.3%
$130.00Aug 7Aug 14$0.31155.0%88.4%
$143.00Aug 7Aug 14$0.34102.7%59.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 64 found (cheapest 4.13% of stock, avg 12.84%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$162.50Aug 7$3.10$3.58$6.68$155.82$169.184.13%
$160.00Aug 7$4.47$2.25$6.72$153.28$166.724.16%
$165.00Aug 7$1.87$5.05$6.92$158.08$171.924.28%
$157.50Aug 7$6.08$1.34$7.42$150.08$164.924.59%
$167.50Aug 7$1.23$6.75$7.98$159.52$175.484.94%
$155.00Aug 7$7.80$0.87$8.67$146.33$163.675.36%
$170.00Aug 7$0.78$8.88$9.66$160.34$179.665.98%
$152.50Aug 7$10.10$0.40$10.50$142.00$163.006.50%
$160.00Aug 14$6.50$4.65$11.15$148.85$171.156.90%
$165.00Aug 14$4.38$7.30$11.68$153.32$176.687.23%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 170 found (cheapest 0.58% of stock, avg 8.16%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$172.50$152.50Aug 7$0.53$0.40$0.93$151.57$173.43
$170.00$152.50Aug 7$0.78$0.40$1.18$151.32$171.18
$172.50$155.00Aug 7$0.53$0.87$1.40$153.60$173.90
$172.50$132.00Aug 7$0.53$1.07$1.60$130.40$174.10
$167.50$152.50Aug 7$1.23$0.40$1.63$150.87$169.13
$170.00$155.00Aug 7$0.78$0.87$1.65$153.35$171.65
$170.00$132.00Aug 7$0.78$1.07$1.85$130.15$171.85
$172.50$157.50Aug 7$0.53$1.34$1.87$155.63$174.37
$167.50$155.00Aug 7$1.23$0.87$2.10$152.90$169.60
$170.00$157.50Aug 7$0.78$1.34$2.12$155.38$172.12

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 246 found (best R:R 19.83, avg credit $2.77)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
148/150160/162Sep 4$2.38$0.1219.83$147.62$162.38
150/155160/165Sep 18$4.76$0.2419.83$150.24$164.76
130/135145/150Sep 18$4.74$0.2618.23$130.26$149.74
158/160162/165Aug 28$2.36$0.1416.86$157.64$164.86
165/170175/180Sep 18$4.71$0.2916.24$165.29$179.71
136/137150/152Aug 7$2.31$0.1912.16$134.69$152.31
144/149150/155Sep 11$4.58$0.4210.90$144.42$154.58
145/146150/152Aug 7$2.28$0.2210.36$143.72$152.28
145/150155/160Sep 18$4.55$0.4510.11$145.45$159.55
144/149155/160Sep 11$4.53$0.479.64$144.47$159.53

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 82 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$150.00$155.00$160.00Sep 11$0.05$4.9599.00
$155.00$157.50$160.00Aug 14$0.05$2.4549.00
$177.50$180.00$182.50Aug 14$0.05$2.4549.00
$170.00$175.00$180.00Sep 18$0.13$4.8737.46
$170.00$172.50$175.00Aug 14$0.07$2.4334.71
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$140.00$145.00$150.00Sep 18$0.08$4.9261.50
$135.00$137.00$139.00Aug 14$0.07$1.9327.57
$155.00$157.50$160.00Aug 21$0.10$2.4024.00
$155.00$160.00$165.00Sep 18$0.20$4.8024.00
$130.00$135.00$140.00Sep 18$0.26$4.7418.23

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 87 found (best net $-1.16, 79 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$180.00$190.001:2Sep 11-$4.00$6.00
$185.00$190.001:2Aug 7-$0.06$4.94
$185.00$190.001:2Aug 21-$0.55$4.45
$180.00$185.001:2Aug 21-$0.77$4.23
$185.00$190.001:2Aug 28-$1.26$3.74
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$165.00$150.001:2Sep 4-$1.16$13.84
$180.00$167.501:2Aug 21-$0.98$11.52
$162.50$150.001:2Sep 11-$3.49$9.01
$140.00$135.001:2Aug 28-$0.02$4.98
$140.00$135.001:2Aug 21-$0.09$4.91

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 57 found (best yield 9.03%, avg 3.24%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$165.00Sep 18$14.600.522.1%9.03%11.10%88374
$162.50Sep 11$14.350.550.5%8.88%9.40%3--
$165.00Sep 11$12.800.522.1%7.92%9.99%272
$170.00Sep 18$12.550.475.2%7.76%12.93%17465
$162.50Sep 4$11.750.530.5%7.27%7.79%3716
$165.00Sep 4$11.300.502.1%6.99%9.06%865
$175.00Sep 18$10.900.438.3%6.74%15.00%4--
$170.00Sep 11$10.600.475.2%6.56%11.72%10--
$167.50Sep 4$9.400.473.6%5.82%9.43%22
$170.00Sep 4$9.300.445.2%5.75%10.92%1275

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 12,030
Total Puts 3,248
Put/Call Ratio 0.27
Net Difference 8,782

Prior's Put/Call Breakdown

Total Calls 18,164
Total Puts 7,351
Put/Call Ratio 0.40
Net Difference 10,813

Prior 7-Day Put/Call Summary

Total Calls 69,866
Total Puts 39,189
Average Put/Call Ratio 0.59
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All