Tour v492
ZS
ZSCALER INC
$162.60 +0.59%
$164.44 (+1.13%)🌙
as of 08/06 07:25 PM
8/6 19:25

Option Volume

Detail
Current (08/06) 8,279
Calls: 4,914 (59%)
Puts: 3,365 (41%)
Prior (08/05) 15,278
Calls: 12,030 (79%)
Puts: 3,248 (21%)
Current vs Prior -45.81%
Calls: -59.15% (Calls)
Puts: +3.60% (Puts)
Prior 7-Day Total 115,746
Calls: 76,110 (66%)
Puts: 39,636 (34%)
Prior 7-Day Average 16,535
Calls: 10,872 (66%)
Puts: 5,662 (34%)
Current vs Prior 7-Day Avg -49.93%
Calls: -54.80%
Puts: -40.57%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/06) $5.70M
Calls: $4.29M (75%)
Puts: $1.40M (25%)
Prior (08/05) $8.88M
Calls: $7.28M (82%)
Puts: $1.60M (18%)
Current vs Prior -35.82%
Calls: -41.02%
Puts: -12.14%
Prior 7-Day Total $63.27M
Calls: $44.70M (71%)
Puts: $18.57M (29%)
Prior 7-Day Average $9.04M
Calls: $6.39M (71%)
Puts: $2.65M (29%)
Current vs Prior 7-Day Avg -36.98%
Calls: -32.76%
Puts: -47.12%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/06) 0.68
Prior (08/05) 0.27
Current vs Prior +153.63%
Prior 7-Day Average 0.56
Current vs Prior 7-Day Avg +21.84%
Sentiment BULLISH

Open Interest

Detail
Current (08/06) 110,906
Calls: 64,476 (58%)
Puts: 46,430 (42%)
Prior (08/05) 116,609
Calls: 73,980 (63%)
Puts: 42,629 (37%)
Current vs Prior -4.89%
Prior 7-Day Total 791,588
Calls: 481,105 (61%)
Puts: 310,483 (39%)
Prior 7-Day Average 113,084
Calls: 68,729 (61%)
Puts: 44,354 (39%)
Current vs Prior 7-Day Avg -1.93%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 3.76% | 7.17%9.13% | 21.03%
Prior 4.98% | 7.73%10.07% | 21.53%
Current vs Prior -24.54% | -7.26%-9.32% | -2.30%
Prior 7-Day Avg 5.58% | 8.69%11.74% | 22.76%
Current vs 7-Day Avg -32.62% | -17.48%-22.21% | -7.58%
Prior 7-Day Eod 4.98% | 7.73%10.07% | 21.53%
Current vs 7-Day Eod -24.54% | -7.26%-9.32% | -2.30%
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 75% of dollar volume in calls ($4.29M) vs puts ($1.40M). Below-average activity with volume down 46% vs prior. Bullish P/C ratio of 0.68. P/C ratio rising 154% - increased hedging/bearish 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 10 of results (avg 8.0%, best 4.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$165.00Aug 144.204.40$4.304.7%1340.45195
$135.00Sep 1832.4034.10$33.255.1%20.81--
$175.00Sep 1811.0011.65$11.335.7%110.43637
$190.00Sep 186.757.35$7.058.5%90.311.0K
$175.00Sep 48.809.65$9.239.2%60.4130
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Sep 1819.2021.00$20.109.0%20.52195
$190.00Aug 2126.7029.40$28.059.6%10.90--

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. 82 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Aug 711.1014.05$12.5823.4%91.00293
$134.00Aug 1427.1030.00$28.5510.2%70.981
$140.00Aug 1421.2024.40$22.8014.0%40.96--
$140.00Aug 720.9024.00$22.4513.8%70.94--
$135.00Aug 725.9529.50$27.7312.8%20.94--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$190.00Aug 2126.7029.40$28.059.6%10.90--
$180.00Aug 2117.5520.45$19.0015.3%100.80185
$170.00Aug 148.5510.85$9.7023.7%10.6941
$165.00Aug 72.804.70$3.7550.7%40.6551
$170.00Aug 2110.1012.55$11.3321.6%30.64--

Most actively traded options today. High liquidity = easy entry/exit. 212 active (total vol 5.7K, top 499)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Aug 213.754.50$4.1318.2%4990.361.9K
$190.00Aug 70.000.05$0.03166.7%4370.012.2K
$170.00Aug 70.240.44$0.3458.8%3250.121.5K
$165.00Sep 1813.7516.45$15.1017.9%2070.53380
$172.50Aug 70.040.35$0.19163.2%1850.07177
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Aug 210.310.59$0.4562.2%2130.051.4K
$160.00Sep 1813.3015.35$14.3314.3%1990.42404
$162.50Aug 216.207.30$6.7516.3%1710.4892
$145.00Aug 210.992.04$1.5269.1%1650.15555
$139.00Aug 140.001.33$0.67198.5%1180.0815

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 36 strikes (avg 99.4%, max 375.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$134.00Aug 7Aug 14300.5%68.5%338.6%148
$141.00Aug 7Aug 28239.2%59.9%299.2%37
$135.00Aug 7Sep 18218.3%71.0%207.5%4--
$145.00Aug 7Sep 18204.3%69.6%193.4%12185
$146.00Aug 7Sep 11195.5%71.8%172.3%2--
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$139.00Aug 7Aug 21256.6%54.0%375.4%736
$135.00Aug 7Sep 18218.3%71.0%207.5%18880
$145.00Aug 7Sep 18204.3%69.6%193.4%14799
$147.00Aug 7Sep 11187.0%72.3%158.7%51138
$149.00Aug 7Aug 14145.3%56.8%156.0%3132

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 131 found (best R:R 21.73, avg 3.43)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$172.50$175.00Aug 7$0.11$2.39$0.1121.73$172.61
$170.00$172.50Aug 7$0.15$2.35$0.1515.67$170.15
$177.50$180.00Aug 7$0.16$2.34$0.1614.63$177.66
$187.50$190.00Aug 14$0.16$2.34$0.1614.63$187.66
$177.50$180.00Aug 14$0.20$2.30$0.2011.50$177.70
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$140.00$135.00Aug 28$0.29$4.71$0.2916.24$139.71
$152.50$150.00Aug 7$0.17$2.33$0.1713.71$152.33
$160.00$157.50Aug 7$0.17$2.33$0.1713.71$159.83
$144.00$140.00Aug 21$0.28$3.72$0.2813.29$143.72
$138.00$135.00Aug 21$0.24$2.76$0.2411.50$137.76

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 159 found (best R:R 19.00, avg 1.51)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$134.00$137.00Aug 14$2.85$2.85$0.1519.00$136.85
$140.00$144.00Aug 14$3.80$3.80$0.2019.00$143.80
$150.00$152.50Aug 7$2.33$2.33$0.1713.71$152.33
$155.00$157.50Aug 7$2.30$2.30$0.2011.50$157.30
$135.00$138.00Aug 28$2.75$2.75$0.2511.00$137.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$190.00$180.00Aug 21$9.05$9.05$0.959.53$180.95
$180.00$170.00Aug 21$7.67$7.67$2.333.29$172.33
$170.00$165.00Sep 18$3.40$3.40$1.602.13$166.60
$167.50$165.00Aug 21$1.70$1.70$0.802.12$165.80
$170.00$167.50Aug 14$1.65$1.65$0.851.94$168.35

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 40 found (avg debit $1.85, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$190.00Aug 7Aug 14$0.23126.8%60.4%
$140.00Aug 7Aug 14$0.35180.1%57.8%
$145.00Aug 7Aug 14$0.60204.3%58.3%
$146.00Aug 7Aug 14$0.78195.5%58.5%
$180.00Aug 7Aug 14$0.7996.4%57.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$131.00Aug 14Aug 21$0.0891.3%68.5%
$143.00Aug 7Aug 14$0.23159.0%62.2%
$149.00Aug 7Aug 14$0.33145.3%56.8%
$144.00Aug 14Aug 21$0.7059.0%54.7%
$150.00Aug 7Aug 14$1.0775.9%56.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 61 found (cheapest 2.94% of stock, avg 12.23%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$162.50Aug 7$2.36$2.42$4.78$157.72$167.282.94%
$160.00Aug 7$4.08$1.00$5.08$154.92$165.083.12%
$165.00Aug 7$1.39$3.75$5.14$159.86$170.143.16%
$157.50Aug 7$5.93$0.83$6.76$150.74$164.264.16%
$155.00Aug 7$8.23$0.24$8.47$146.53$163.475.21%
$162.50Aug 14$5.28$4.97$10.25$152.25$172.756.30%
$152.50Aug 7$10.25$0.21$10.46$142.04$162.966.43%
$160.00Aug 14$6.65$3.83$10.48$149.52$170.486.45%
$157.50Aug 14$8.32$2.99$11.31$146.19$168.816.96%
$167.50Aug 14$3.33$8.05$11.38$156.12$178.887.00%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.63% of stock, avg 7.13%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$172.50$157.50Aug 7$0.19$0.83$1.02$156.48$173.52
$177.50$157.50Aug 7$0.21$0.83$1.04$156.46$178.54
$170.00$157.50Aug 7$0.34$0.83$1.17$156.33$171.17
$172.50$160.00Aug 7$0.19$1.00$1.19$158.81$173.69
$177.50$160.00Aug 7$0.21$1.00$1.21$158.79$178.71
$172.50$148.00Aug 7$0.19$1.07$1.26$146.74$173.76
$172.50$147.00Aug 7$0.19$1.07$1.26$145.74$173.76
$177.50$148.00Aug 7$0.21$1.07$1.28$146.72$178.78
$177.50$147.00Aug 7$0.21$1.07$1.28$145.72$178.78
$170.00$160.00Aug 7$0.34$1.00$1.34$158.66$171.34

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 232 found (best R:R 32.33, avg credit $2.70)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
135/140145/150Sep 18$4.85$0.1532.33$135.15$149.85
165/170180/185Sep 18$4.76$0.2419.83$165.24$184.76
139/140147/150Aug 21$2.84$0.1617.75$137.16$149.84
135/137145/146Aug 14$1.89$0.1117.18$135.11$146.89
144/145147/150Aug 21$2.83$0.1716.65$142.17$149.83
150/152155/158Aug 28$2.33$0.1713.71$150.17$157.33
135/137144/145Aug 14$1.86$0.1413.29$135.14$145.86
150/152158/160Aug 28$2.31$0.1912.16$150.19$159.81
135/137149/150Aug 14$1.84$0.1611.50$135.16$150.84
150/152155/158Aug 21$2.30$0.2011.50$150.20$157.30

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 64 found (best R:R 54.56, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$180.00$185.00$190.00Sep 18$0.09$4.9154.56
$172.50$175.00$177.50Aug 14$0.05$2.4549.00
$150.00$155.00$160.00Sep 18$0.14$4.8634.71
$180.00$185.00$190.00Aug 21$0.15$4.8532.33
$165.00$167.50$170.00Aug 28$0.08$2.4230.25
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$152.50$155.00$157.50Aug 14$0.08$2.4230.25
$144.00$145.00$146.00Aug 14$0.06$0.9415.67
$155.00$157.50$160.00Aug 14$0.18$2.3212.89
$152.50$160.00$167.50Sep 4$0.57$6.9312.16
$143.00$144.00$145.00Aug 14$0.08$0.9211.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 89 found (best net $-0.01, 77 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$180.00$190.001:2Aug 7-$0.01$9.99
$146.00$160.001:2Sep 11-$8.29$5.71
$185.00$190.001:2Aug 21-$0.35$4.65
$180.00$185.001:2Aug 21-$0.69$4.31
$185.00$190.001:2Aug 28-$0.98$4.02
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$162.50$152.501:2Aug 28-$0.70$9.30
$180.00$170.001:2Aug 21-$3.66$6.34
$160.00$150.001:2Sep 18-$4.87$5.13
$145.00$140.001:2Aug 28-$0.45$4.55
$140.00$135.001:2Aug 28-$0.87$4.13

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 49 found (best yield 8.46%, avg 2.99%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$165.00Sep 18$13.750.531.5%8.46%9.93%207380
$165.00Sep 11$12.550.521.5%7.72%9.19%118
$170.00Sep 18$12.450.484.5%7.66%12.21%36464
$165.00Sep 4$11.150.511.5%6.86%8.33%669
$175.00Sep 18$11.000.437.6%6.77%14.39%11637
$167.50Sep 4$10.450.483.0%6.43%9.44%354
$170.00Sep 11$10.450.474.5%6.43%10.98%39
$175.00Sep 4$8.800.417.6%5.41%13.04%630
$180.00Sep 18$8.400.3910.7%5.17%15.87%361.1K
$180.00Sep 11$8.200.3810.7%5.04%15.74%1--

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 4,914
Total Puts 3,365
Put/Call Ratio 0.68
Net Difference 1,549

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 76,110
Total Puts 39,636
Average Put/Call Ratio 0.56
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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