Tour v526
ZS
ZSCALER INC
$169.80 -4.50%
$169.04 (-0.45%)🌙
as of 09/04 07:13 PM
9/4 19:13

Option Volume

Detail
Current (09/04) 88,310
Calls: 54,966 (62%)
Puts: 33,344 (38%)
Prior (09/03) 123,680
Calls: 73,742 (60%)
Puts: 49,938 (40%)
Current vs Prior -28.60%
Calls: -25.46% (Calls)
Puts: -33.23% (Puts)
Prior 7-Day Total 304,813
Calls: 180,393 (59%)
Puts: 124,420 (41%)
Prior 7-Day Average 43,544
Calls: 25,770 (59%)
Puts: 17,774 (41%)
Current vs Prior 7-Day Avg +102.80%
Calls: +113.29%
Puts: +87.60%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/04) $23.02M
Calls: $14.68M (64%)
Puts: $8.34M (36%)
Prior (09/03) $75.01M
Calls: $51.59M (69%)
Puts: $23.42M (31%)
Current vs Prior -69.31%
Calls: -71.54%
Puts: -64.38%
Prior 7-Day Total $165.08M
Calls: $109.48M (66%)
Puts: $55.61M (34%)
Prior 7-Day Average $23.58M
Calls: $15.64M (66%)
Puts: $7.94M (34%)
Current vs Prior 7-Day Avg -2.37%
Calls: -6.14%
Puts: +5.03%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/04) 0.61
Prior (09/03) 0.68
Current vs Prior -10.42%
Prior 7-Day Average 0.77
Current vs Prior 7-Day Avg -21.65%
Sentiment BULLISH

Open Interest

Detail
Current (09/04) 219,451
Calls: 127,977 (58%)
Puts: 91,474 (42%)
Prior (09/03) 220,305
Calls: 120,774 (55%)
Puts: 99,531 (45%)
Current vs Prior -0.39%
Prior 7-Day Total 1,156,063
Calls: 648,686 (56%)
Puts: 507,377 (44%)
Prior 7-Day Average 165,151
Calls: 92,669 (56%)
Puts: 72,482 (44%)
Current vs Prior 7-Day Avg +32.88%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/04) | Next (09/11)Expiry (09/18) | Next (10/16)
Current 1.44% | 6.14%8.07% | 14.96%
Prior 15.60% | 16.69%17.58% | 20.70%
Current vs Prior -60.65% | -51.67%-54.09% | -27.73%
Prior 7-Day Avg 12.38% | 15.09%16.29% | 20.37%
Current vs 7-Day Avg -50.45% | -46.52%-50.48% | -26.55%
Prior 7-Day Eod 2.14% | 6.57%17.58% | 20.70%
Current vs 7-Day Eod +187.05% | +22.83%-54.09% | -27.73%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 5.28% | 7.58%
Calls: 4.82% | 7.48%
Puts: 5.73% | 7.68%
Prior 5.28% | 7.58%
Calls: 4.82% | 7.48%
Puts: 5.73% | 7.68%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 31.67% | 9.54%
Calls: 22.10% | 5.25%
Puts: 33.40% | 12.57%
Current vs 7-Day Avg -83.33% | -20.51%
Liquidity Pricy
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🤖 AI Insights

Moderately bullish flow with 64% call dollar volume ($14.68M). Light premium activity with dollar volume down 69% vs prior. Volume explosion - 103% above 7-day average (88,310 vs avg 43,544). Bullish P/C ratio of 0.61.

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 NEUTRAL
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 26 of results (avg 8.7%, best 6.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Oct 1616.3517.45$16.906.5%300.6733
$136.00Sep 432.2534.45$33.356.6%11.00--
$141.00Sep 427.3029.40$28.357.4%11.00--
$140.00Sep 428.1530.45$29.307.8%51.0026
$180.00Oct 167.207.80$7.508.0%1730.40572
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$202.50Sep 432.2034.35$33.286.5%11.0036
$200.00Sep 1830.0532.35$31.207.4%20.91858
$200.00Oct 1632.0034.80$33.408.4%30.794
$200.00Sep 429.6032.30$30.958.7%331.0036
$197.50Sep 2528.1530.75$29.458.8%10.88--

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. 119 found (avg delta 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$136.00Sep 432.2534.45$33.356.6%11.00--
$138.00Sep 429.7532.65$31.209.3%11.0040
$140.00Sep 428.1530.45$29.307.8%51.0026
$141.00Sep 427.3029.40$28.357.4%11.00--
$143.00Sep 425.2527.65$26.459.1%11.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$197.50Sep 427.1029.80$28.459.5%221.0058
$200.00Sep 429.6032.30$30.958.7%331.0036
$202.50Sep 432.2034.35$33.286.5%11.0036
$185.00Sep 415.0016.85$15.9311.6%291.00222
$187.50Sep 417.0519.35$18.2012.6%201.0062

Most actively traded options today. High liquidity = easy entry/exit. 301 active (total vol 68.7K, top 4.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$175.00Sep 40.000.01$0.01100.0%4.0K0.01697
$180.00Sep 40.000.01$0.01100.0%4.0K0.001.6K
$170.00Sep 40.080.44$0.26138.5%2.4K0.40258
$190.00Sep 110.380.53$0.4632.6%2.0K0.08324
$190.00Sep 181.061.60$1.3340.6%1.8K0.152.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Sep 40.000.01$0.01100.0%2.5K0.002.3K
$170.00Sep 40.200.83$0.52121.2%2.3K0.61590
$150.00Sep 40.000.01$0.01100.0%1.8K0.002.9K
$165.00Sep 40.000.15$0.08187.5%1.4K0.06952
$167.50Sep 40.000.18$0.09200.0%1.3K0.10368

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 2 strikes (avg 50.3%, max 50.3%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$170.00Sep 4Oct 1672.9%48.5%50.3%2.6K374
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$170.00Sep 4Oct 1672.9%48.5%50.3%2.4K751

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 144 found (best R:R 2.47, avg 3.57)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$167.50$170.00Sep 25$0.72$1.78$0.7256%2.47$168.22
$167.50$170.00Sep 18$0.80$1.70$0.8058%2.13$168.30
$155.00$160.00Oct 16$3.00$2.00$3.0073%0.67$158.00
$175.00$177.50Oct 2$0.52$1.98$0.5243%3.81$175.52
$167.50$170.00Oct 9$0.85$1.65$0.8556%1.94$168.35
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$165.00$162.50Oct 9$0.50$2.00$0.5040%4.00$164.50
$170.00$167.50Sep 18$0.70$1.80$0.7048%2.57$169.30
$152.50$150.00Oct 2$0.16$2.34$0.1620%14.62$152.34
$175.00$172.50Sep 11$1.27$1.23$1.2766%0.97$173.73
$165.00$162.50Oct 2$0.70$1.80$0.7040%2.57$164.30

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 108 found (best R:R 3.31, avg 0.44)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$170.00$172.50Oct 9$1.60$1.60$0.9048%1.78$171.60
$172.50$175.00Sep 25$1.33$1.33$1.1754%1.14$173.83
$180.00$182.50Sep 25$0.98$0.98$1.5266%0.64$180.98
$180.00$185.00Oct 2$1.75$1.75$3.2564%0.54$181.75
$180.00$185.00Oct 9$1.80$1.80$3.2062%0.56$181.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$167.50$165.00Oct 9$1.92$1.92$0.5856%3.31$165.58
$167.50$165.00Sep 25$1.58$1.58$0.9256%1.72$165.92
$157.50$155.00Oct 9$1.20$1.20$1.3071%0.92$156.30
$165.00$160.00Oct 16$2.32$2.32$2.6860%0.87$162.68
$167.50$165.00Sep 18$1.42$1.42$1.0858%1.31$166.08

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $4.25, cheapest $4.20)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$170.00Sep 4Sep 11$4.3172.9%50.5%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$170.00Sep 4Sep 11$4.2072.9%50.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 68 found (cheapest 0.46% of stock, avg 9.10%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$170.00Sep 4$0.26$0.52$0.78$169.22$170.780.46%
$167.50Sep 4$1.93$0.09$2.02$165.48$169.521.19%
$172.50Sep 4$0.02$3.34$3.36$169.14$175.861.98%
$165.00Sep 4$4.28$0.08$4.36$160.64$169.362.57%
$175.00Sep 4$0.01$5.73$5.74$169.26$180.743.38%
$162.50Sep 4$6.80$0.01$6.81$155.69$169.314.01%
$177.50Sep 4$0.01$8.10$8.11$169.39$185.614.78%
$170.00Sep 11$4.57$4.72$9.29$160.71$179.295.47%
$167.50Sep 11$5.70$3.65$9.35$158.15$176.855.51%
$160.00Sep 4$9.40$0.01$9.41$150.59$169.415.54%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 152 found (cheapest 0.21% of stock, avg 6.42%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$170.00$167.50Sep 4$0.26$0.09$0.35$167.15$170.35
$170.00$165.00Sep 4$0.26$0.08$0.34$164.66$170.34
$182.50$160.00Sep 11$1.11$1.19$2.30$157.70$184.80
$180.00$160.00Sep 11$1.42$1.19$2.61$157.39$182.61
$182.50$162.50Sep 11$1.11$1.63$2.74$159.76$185.24
$180.00$162.50Sep 11$1.42$1.63$3.05$159.45$183.05
$177.50$160.00Sep 11$1.95$1.19$3.14$156.86$180.64
$177.50$162.50Sep 11$1.95$1.63$3.58$158.92$181.08
$182.50$165.00Sep 11$1.11$2.53$3.64$161.36$186.14
$180.00$165.00Sep 11$1.42$2.53$3.95$161.05$183.95

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 209 found (best R:R 2.12, avg credit $1.02)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
150/152180/182Sep 25$1.70$0.8049%2.12$150.80$181.70
155/158195/198Oct 9$1.64$0.8650%1.91$155.86$196.64
158/160180/182Sep 25$1.94$0.5637%3.46$158.06$181.94
158/160195/198Oct 2$1.54$0.9650%1.60$158.46$196.54
150/152190/192Sep 25$1.20$1.3063%0.92$151.30$191.20
155/158188/190Oct 9$1.69$0.8143%2.09$155.81$189.19
158/160185/188Oct 2$1.75$0.7540%2.33$158.25$186.75
155/158198/200Oct 9$1.44$1.0652%1.36$156.06$198.94
152/155195/198Oct 2$1.27$1.2358%1.03$153.73$196.27
160/162182/185Sep 18$1.62$0.8844%1.84$160.88$184.12

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 112 found (best R:R 4.95, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$170.00$172.50$175.00Sep 4$0.23$2.2739%9.87
$167.50$170.00$172.50Sep 4$1.43$1.0787%0.75
$165.00$167.50$170.00Sep 4$0.68$1.8255%2.68
$165.00$170.00$175.00Oct 16$0.25$4.7514%19.00
$175.00$177.50$180.00Sep 11$0.08$2.4213%30.25
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$165.00$167.50$170.00Sep 4$0.42$2.0855%4.95
$160.00$165.00$170.00Oct 16$0.08$4.9214%61.50
$177.50$187.50$197.50Sep 25$1.18$8.8226%7.47
$170.00$172.50$175.00Sep 25$0.05$2.4510%49.00
$145.00$150.00$155.00Oct 16$0.21$4.7911%22.81

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 112 found (best net $-0.87, 103 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$140.00$160.001:2Oct 9-$0.87$19.13
$162.50$165.001:2Sep 4-$1.76$0.74
$187.50$190.001:2Sep 11-$0.14$2.36
$172.50$175.001:2Sep 4$0.00$2.50
$197.50$200.001:2Sep 11-$0.05$2.45
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$187.50$177.501:2Sep 25-$5.11$4.89
$175.00$172.501:2Sep 4-$0.95$1.55
$157.50$155.001:2Sep 11-$0.03$2.47
$167.50$165.001:2Sep 4-$0.07$2.43
$147.00$146.001:2Sep 11$0.00$1.00

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 66 found (best yield 4.24%, avg 1.93%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$180.00Oct 16$7.200.406.0%4.24%10.25%173572
$175.00Oct 16$8.850.463.1%5.21%8.27%6361
$170.00Oct 16$10.350.520.1%6.10%6.21%197116
$185.00Oct 16$5.150.348.9%3.03%11.98%79887
$190.00Oct 16$4.250.2911.9%2.50%14.40%95159
$180.00Oct 9$6.000.386.0%3.53%9.54%55
$195.00Oct 16$3.500.2514.8%2.06%16.90%58101
$170.00Oct 9$9.300.520.1%5.48%5.59%19--
$175.00Oct 9$6.700.453.1%3.95%7.01%711
$172.50Oct 9$7.700.481.6%4.53%6.12%12

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 54,966
Total Puts 33,344
Put/Call Ratio 0.61
Net Difference 21,622

Prior's Put/Call Breakdown

Total Calls 73,742
Total Puts 49,938
Put/Call Ratio 0.68
Net Difference 23,804

Prior 7-Day Put/Call Summary

Total Calls 180,393
Total Puts 124,420
Average Put/Call Ratio 0.77
Ratio Trend Falling

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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