Tour v526
ZS
ZSCALER INC
$178.37 -5.32%
$177.98 (-0.22%)🌙
as of 09/01 07:18 PM
9/1 19:18

Option Volume

Detail
Current (09/01) 14,182
Calls: 7,099 (50%)
Puts: 7,083 (50%)
Prior (08/31) 16,910
Calls: 9,184 (54%)
Puts: 7,726 (46%)
Current vs Prior -16.13%
Calls: -22.70% (Calls)
Puts: -8.32% (Puts)
Prior 7-Day Total 126,692
Calls: 74,197 (59%)
Puts: 52,495 (41%)
Prior 7-Day Average 18,098
Calls: 10,599 (59%)
Puts: 7,499 (41%)
Current vs Prior 7-Day Avg -21.64%
Calls: -33.03%
Puts: -5.55%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/01) $10.95M
Calls: $6.34M (58%)
Puts: $4.61M (42%)
Prior (08/31) $13.03M
Calls: $9.05M (69%)
Puts: $3.98M (31%)
Current vs Prior -15.94%
Calls: -29.90%
Puts: +15.83%
Prior 7-Day Total $82.81M
Calls: $57.57M (70%)
Puts: $25.23M (30%)
Prior 7-Day Average $11.83M
Calls: $8.22M (70%)
Puts: $3.60M (30%)
Current vs Prior 7-Day Avg -7.43%
Calls: -22.86%
Puts: +27.78%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/01) 1.00
Prior (08/31) 0.84
Current vs Prior +18.60%
Prior 7-Day Average 0.74
Current vs Prior 7-Day Avg +34.06%
Sentiment NEUTRAL

Open Interest

Detail
Current (09/01) 104,794
Calls: 61,055 (58%)
Puts: 43,739 (42%)
Prior (08/31) 109,807
Calls: 60,961 (56%)
Puts: 48,846 (44%)
Current vs Prior -4.57%
Prior 7-Day Total 747,266
Calls: 436,749 (58%)
Puts: 310,517 (42%)
Prior 7-Day Average 106,752
Calls: 62,392 (58%)
Puts: 44,359 (42%)
Current vs Prior 7-Day Avg -1.83%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/04) | Next (09/11)Expiry (09/18) | Next (10/16)
Current 14.27% | 15.09%16.04% | 20.22%
Prior 13.84% | 14.74%15.60% | 19.76%
Current vs Prior +3.07% | +2.42%+2.85% | +2.33%
Prior 7-Day Avg 7.18% | 13.70%12.52% | 19.90%
Current vs 7-Day Avg +98.63% | +10.17%+28.15% | +1.58%
Prior 7-Day Eod 13.84% | 14.74%15.60% | 19.76%
Current vs 7-Day Eod +3.07% | +2.42%+2.85% | +2.33%
Sentiment BEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 38.52% | 10.18%
Calls: 30.38% | 4.98%
Puts: 46.67% | 15.38%
Prior 38.52% | 10.18%
Calls: 30.38% | 4.98%
Puts: 46.67% | 15.38%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 19.67% | 9.12%
Calls: 16.36% | 6.53%
Puts: 23.00% | 11.72%
Current vs 7-Day Avg +95.79% | +11.59%
Liquidity Expensive
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🤖 AI Insights

Market showing bullish sentiment based on options flow analysis.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
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 19 of results (avg 8.1%, best 4.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Sep 44.604.80$4.704.3%2500.281.2K
$200.00Sep 185.906.30$6.106.6%850.312.3K
$180.00Sep 1812.4513.30$12.886.6%1460.521.4K
$182.50Sep 49.8010.50$10.156.9%620.48129
$180.00Sep 1111.8012.65$12.237.0%50.5152
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$195.00Oct 1625.8027.65$26.736.9%10.606
$160.00Sep 185.255.70$5.488.2%390.25819
$150.00Sep 41.711.86$1.798.4%1140.12581
$160.00Oct 167.608.30$7.958.8%1210.2834
$205.00Sep 1129.6032.35$30.988.9%100.761

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. 69 found (avg delta 0.65, highest 0.89)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$148.00Sep 430.4533.20$31.838.6%20.896
$145.00Sep 1834.1037.50$35.809.5%70.89185
$150.00Sep 428.8031.55$30.189.1%20.87--
$150.00Sep 1830.2532.90$31.588.4%50.84847
$150.00Sep 2530.1533.90$32.0311.7%20.846
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Sep 432.5535.85$34.209.6%30.8110
$205.00Sep 1129.6032.35$30.988.9%100.761
$200.00Sep 1826.2028.95$27.5810.0%70.69821
$195.00Sep 421.2023.95$22.5812.2%20.67--
$200.00Oct 1628.0031.45$29.7311.6%20.643

Most actively traded options today. High liquidity = easy entry/exit. 208 active (total vol 8.7K, top 557)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$205.00Sep 113.554.85$4.2031.0%2900.24105
$205.00Sep 43.004.30$3.6535.6%2890.23971
$200.00Sep 44.604.80$4.704.3%2500.281.2K
$210.00Sep 42.752.99$2.878.4%2480.19415
$175.00Sep 1114.1515.90$15.0311.6%2160.57138
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$152.50Sep 41.642.60$2.1245.3%5570.14130
$145.00Sep 111.142.38$1.7670.5%5300.11387
$160.00Sep 43.704.85$4.2826.9%3590.23630
$152.50Sep 112.043.60$2.8255.3%3150.16310
$148.00Sep 41.151.58$1.3731.4%2670.101.0K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 37 strikes (avg 148.3%, max 190.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$190.00Sep 4Oct 16191.2%65.8%190.5%118494
$175.00Sep 4Oct 16182.7%63.1%189.3%203201
$170.00Sep 4Oct 16188.3%65.2%189.0%32183
$165.00Sep 4Oct 16189.4%65.8%188.1%20163
$177.50Sep 4Oct 9191.6%67.4%184.1%2690
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$190.00Sep 4Oct 16191.2%65.8%190.5%8256
$175.00Sep 4Oct 16182.7%63.1%189.3%81320
$170.00Sep 4Oct 16188.3%65.2%189.0%121299
$165.00Sep 4Oct 16189.4%65.8%188.1%95647
$177.50Sep 4Oct 9191.6%67.4%184.1%12229

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 166 found (best R:R 0.71, avg 2.30)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$157.50$175.00Oct 9$10.25$7.25$10.2575%0.71$167.75
$195.00$210.00Oct 9$3.40$11.60$3.4038%3.41$198.40
$175.00$180.00Oct 16$1.78$3.22$1.7858%1.81$176.78
$170.00$175.00Sep 4$2.03$2.97$2.0364%1.46$172.03
$160.00$170.00Oct 2$5.93$4.07$5.9373%0.69$165.93
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$172.50$170.00Sep 11$0.67$1.83$0.6740%2.73$171.83
$157.50$155.00Sep 18$0.29$2.21$0.2922%7.62$157.21
$190.00$187.50Sep 11$1.28$1.22$1.2860%0.95$188.72
$175.00$172.50Sep 4$0.83$1.67$0.8342%2.01$174.17
$185.00$180.00Sep 25$2.35$2.65$2.3553%1.13$182.65

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 118 found (best R:R 1.48, avg 0.58)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$190.00$195.00Sep 18$2.48$2.48$2.5259%0.98$192.48
$180.00$185.00Oct 16$3.12$3.12$1.8846%1.66$183.12
$182.50$185.00Sep 18$1.60$1.60$0.9051%1.78$184.10
$192.50$195.00Sep 11$1.20$1.20$1.3063%0.92$193.70
$210.00$212.50Sep 11$0.75$0.75$1.7578%0.43$210.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$175.00$170.00Oct 2$2.98$2.98$2.0258%1.48$172.02
$160.00$155.00Oct 16$2.02$2.02$2.9872%0.68$157.98
$150.00$145.00Sep 18$1.38$1.38$3.6284%0.38$148.62
$170.00$167.50Sep 11$1.65$1.65$0.8563%1.94$168.35
$175.00$165.00Sep 25$4.37$4.37$5.6357%0.78$170.63

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 24 found (avg debit $0.98, cheapest $4.15)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$177.50Sep 4Sep 11$0.55191.6%109.3%
$190.00Sep 4Sep 11$0.68191.2%111.0%
$195.00Sep 4Sep 11$0.55187.9%108.3%
$197.50Sep 4Sep 11$0.83189.6%111.9%
$180.00Sep 4Sep 11$0.93190.1%112.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$195.00Sep 4Oct 16$4.15187.9%67.9%
$167.50Sep 4Sep 11$0.23192.9%105.6%
$177.50Sep 4Sep 11$0.80191.6%109.3%
$172.50Sep 4Sep 11$0.70188.4%107.1%
$190.00Sep 4Sep 11$0.30191.2%111.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 43 found (cheapest 13.47% of stock, avg 15.75%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$175.00Sep 4$14.10$9.93$24.03$150.97$199.0313.47%
$170.00Sep 4$16.13$8.00$24.13$145.87$194.1313.53%
$180.00Sep 4$11.30$12.85$24.15$155.85$204.1513.54%
$177.50Sep 4$12.60$11.75$24.35$153.15$201.8513.65%
$182.50Sep 4$10.15$14.27$24.42$158.08$206.9213.69%
$167.50Sep 4$17.58$7.25$24.83$142.67$192.3313.92%
$185.00Sep 4$8.93$16.08$25.01$159.99$210.0114.02%
$165.00Sep 4$19.15$6.13$25.28$139.72$190.2814.17%
$172.50Sep 11$15.68$9.80$25.48$147.02$197.9814.28%
$187.50Sep 4$8.03$17.68$25.71$161.79$213.2114.41%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 165 found (cheapest 6.53% of stock, avg 11.44%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$210.00$155.00Oct 9$6.05$5.60$11.65$143.35$221.65
$210.00$160.00Oct 9$6.05$7.30$13.35$146.65$223.35
$205.00$162.50Oct 2$6.28$7.50$13.78$148.72$218.78
$192.50$170.00Sep 4$6.68$8.00$14.68$155.32$207.18
$210.00$160.00Oct 16$6.60$7.95$14.55$145.45$224.55
$202.50$162.50Oct 2$7.00$7.50$14.50$148.00$217.00
$205.00$165.00Oct 2$6.28$8.35$14.63$150.37$219.63
$195.00$165.00Sep 18$6.95$7.48$14.43$150.57$209.43
$202.50$165.00Oct 2$7.00$8.35$15.35$149.65$217.85
$200.00$162.50Oct 2$7.55$7.50$15.05$147.45$215.05

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 117 found (best R:R 3.39, avg credit $1.52)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
162/165202/205Sep 11$1.93$0.5743%3.39$163.07$204.43
158/160202/205Sep 4$1.59$0.9152%1.75$158.41$204.09
160/162202/205Sep 4$1.62$0.8848%1.84$160.88$204.12
160/162202/205Sep 11$1.66$0.8446%1.98$160.84$204.16
158/160198/200Sep 4$1.64$0.8647%1.91$158.36$199.14
162/165198/200Sep 11$1.85$0.6538%2.85$163.15$199.35
162/165200/202Sep 11$1.77$0.7340%2.42$163.23$201.77
158/160198/200Sep 18$1.74$0.7642%2.29$158.26$199.24
160/162198/200Sep 4$1.67$0.8343%2.01$160.83$199.17
165/168202/205Sep 4$1.69$0.8142%2.09$165.81$204.19

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 73 found (best R:R 49.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$155.00$160.00$165.00Sep 11$0.10$4.9012%49.00
$160.00$165.00$170.00Sep 11$0.20$4.8013%24.00
$162.50$165.00$167.50Sep 4$0.06$2.446%40.67
$160.00$165.00$170.00Sep 25$0.27$4.7311%17.52
$160.00$162.50$165.00Sep 4$0.07$2.436%34.71
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$155.00$160.00$165.00Oct 9$0.15$4.8510%32.33
$160.00$165.00$170.00Oct 16$0.16$4.849%30.25
$185.00$192.50$200.00Sep 18$0.56$6.9415%12.39
$172.50$175.00$177.50Sep 11$0.05$2.456%49.00
$145.00$150.00$155.00Oct 16$0.16$4.847%30.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 39 found (best net $-7.45, 39 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$157.50$175.001:2Oct 9-$7.45$10.05
$195.00$210.001:2Oct 9-$2.65$12.35
$187.50$200.001:2Oct 2-$3.62$8.88
$200.00$210.001:2Sep 25-$2.49$7.51
$200.00$210.001:2Oct 16-$4.05$5.95
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$205.00$190.001:2Sep 11-$8.28$6.72
$210.00$195.001:2Sep 4-$10.96$4.04
$150.00$145.001:2Sep 18-$0.43$4.57
$175.00$165.001:2Sep 25-$3.56$6.44
$146.00$145.001:2Sep 4-$0.60$0.40

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 62 found (best yield 8.86%, avg 4.01%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$180.00Oct 16$15.800.540.9%8.86%9.77%3824
$195.00Oct 16$9.150.409.3%5.13%14.45%428
$190.00Oct 16$10.450.446.5%5.86%12.38%7--
$185.00Oct 16$12.100.493.7%6.78%10.50%1131
$200.00Oct 16$7.500.3612.1%4.20%16.33%25137
$185.00Oct 9$11.350.483.7%6.36%10.08%88
$180.00Oct 2$13.650.530.9%7.65%8.57%115
$195.00Oct 9$7.900.399.3%4.43%13.75%214
$210.00Oct 16$5.400.2817.7%3.03%20.76%18--
$187.50Oct 2$10.050.455.1%5.63%10.75%24

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 7,099
Total Puts 7,083
Put/Call Ratio 1.00
Net Difference 16

Prior's Put/Call Breakdown

Total Calls 9,184
Total Puts 7,726
Put/Call Ratio 0.84
Net Difference 1,458

Prior 7-Day Put/Call Summary

Total Calls 74,197
Total Puts 52,495
Average Put/Call Ratio 0.74
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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