Tour v526
ZS
ZSCALER INC
$161.94 -4.63%
$161.85 (-0.06%)🌙
as of 09/08 07:10 PM
9/8 19:10

Option Volume

Detail
Current (09/08) 34,682
Calls: 23,313 (67%)
Puts: 11,369 (33%)
Prior (09/04) 88,310
Calls: 54,966 (62%)
Puts: 33,344 (38%)
Current vs Prior -60.73%
Calls: -57.59% (Calls)
Puts: -65.90% (Puts)
Prior 7-Day Total 283,348
Calls: 166,793 (59%)
Puts: 116,555 (41%)
Prior 7-Day Average 47,224
Calls: 23,827 (59%)
Puts: 16,650 (41%)
Current vs Prior 7-Day Avg -26.56%
Calls: -2.16%
Puts: -31.72%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/08) $18.68M
Calls: $12.06M (65%)
Puts: $6.63M (35%)
Prior (09/04) $23.02M
Calls: $14.68M (64%)
Puts: $8.34M (36%)
Current vs Prior -18.84%
Calls: -17.85%
Puts: -20.59%
Prior 7-Day Total $148.00M
Calls: $96.66M (65%)
Puts: $51.34M (35%)
Prior 7-Day Average $24.67M
Calls: $13.81M (65%)
Puts: $7.33M (35%)
Current vs Prior 7-Day Avg -24.25%
Calls: -12.67%
Puts: -9.66%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/08) 0.49
Prior (09/04) 0.61
Current vs Prior -19.61%
Prior 7-Day Average 0.81
Current vs Prior 7-Day Avg -39.96%
Sentiment BULLISH

Open Interest

Detail
Current (09/08) 147,531
Calls: 95,738 (65%)
Puts: 51,793 (35%)
Prior (09/04) 219,451
Calls: 127,977 (58%)
Puts: 91,474 (42%)
Current vs Prior -32.77%
Prior 7-Day Total 959,116
Calls: 537,401 (56%)
Puts: 421,715 (44%)
Prior 7-Day Average 159,852
Calls: 89,566 (56%)
Puts: 70,285 (44%)
Current vs Prior 7-Day Avg -7.71%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/11) | Next (09/18)Expiry (09/18) | Next (10/16)
Current 5.14% | 7.68%7.68% | 14.90%
Prior 6.14% | 8.07%8.07% | 14.96%
Current vs Prior -16.28% | -4.87%-4.87% | -0.39%
Prior 7-Day Avg 12.88% | 14.02%14.83% | 19.26%
Current vs 7-Day Avg -60.11% | -45.26%-48.25% | -22.65%
Prior 7-Day Eod 6.14% | 8.07%8.07% | 14.96%
Current vs 7-Day Eod -16.28% | -4.87%-4.87% | -0.39%
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 22.21% | 8.48%
Calls: 17.84% | 5.67%
Puts: 26.57% | 11.29%
Current vs 7-Day Avg -76.22% | -10.61%
Liquidity Pricy
+
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🤖 AI Insights

Moderately bullish flow with 65% call dollar volume ($12.06M). Below-average activity with volume down 61% vs prior. Extreme bullish P/C ratio of 0.49 - heavy call buying (23,313 calls vs 11,369 puts). Call-heavy open interest (95,738 calls vs 51,793 puts) suggests bullish 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 7.5%, best 5.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Oct 1611.8012.50$12.155.8%1270.5751
$162.50Oct 28.408.95$8.686.3%930.52--
$160.00Oct 910.9011.85$11.388.3%210.58--
$162.50Sep 185.005.50$5.259.5%1960.5016
$130.00Sep 1830.8533.95$32.409.6%421.00405
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$165.00Sep 258.609.05$8.825.1%920.5456
$150.00Oct 164.955.25$5.105.9%1210.29353
$145.00Oct 163.353.60$3.487.2%1630.22124
$160.00Sep 112.402.60$2.508.0%8660.40451
$162.50Sep 113.553.90$3.729.4%1150.51255

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.72, cheapest $0.48)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$175.00Sep 110.450.51$0.4812.5%4700.11803
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$155.00Sep 110.901.04$0.9714.4%6020.20324

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 82 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Sep 1830.8533.95$32.409.6%421.00405
$140.00Sep 1120.2523.80$22.0316.1%10.99--
$142.00Sep 1118.5021.85$20.1816.6%10.97142
$145.00Sep 1115.1517.55$16.3514.7%70.95--
$140.00Sep 1820.8524.20$22.5314.9%110.95340
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$187.50Sep 1123.9526.80$25.3811.2%51.00--
$190.00Sep 1126.3030.00$28.1513.1%11.00--
$185.00Sep 1121.3525.10$23.2316.1%10.9483
$182.50Sep 1118.9022.60$20.7517.8%100.9436
$180.00Sep 1116.4520.10$18.2720.0%440.94189

Most actively traded options today. High liquidity = easy entry/exit. 239 active (total vol 23.8K, top 1.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Sep 111.051.17$1.1110.8%1.9K0.21575
$190.00Sep 180.350.55$0.4544.4%1.7K0.072.6K
$180.00Sep 110.210.28$0.2528.0%1.5K0.06845
$170.00Sep 182.503.00$2.7518.2%1.3K0.31540
$165.00Sep 112.252.56$2.4112.9%7190.3960
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Sep 112.402.60$2.508.0%8660.40451
$152.50Sep 110.230.78$0.51107.8%6790.1254
$155.00Sep 110.901.04$0.9714.4%6020.20324
$150.00Sep 110.150.28$0.2259.1%3860.06278
$157.50Sep 111.401.73$1.5721.0%3430.29187

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 16 strikes (avg 20.3%, max 29.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$172.50Sep 11Oct 2367.9%52.6%29.0%233243
$162.50Sep 11Oct 2361.0%49.6%23.1%31117
$170.00Sep 11Oct 2365.1%53.4%21.9%1.9K600
$167.50Sep 11Oct 2363.4%52.8%20.0%330296
$157.50Sep 11Sep 2558.8%49.7%18.4%4617
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$172.50Sep 11Sep 2567.9%53.8%26.1%17102
$162.50Sep 11Oct 2361.0%49.6%23.1%123255
$170.00Sep 11Oct 2365.1%53.4%21.9%140658
$167.50Sep 11Oct 2363.4%52.8%20.0%183241
$160.00Sep 11Oct 2359.5%50.4%18.2%898455

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 158 found (best R:R 0.62, avg 3.82)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$145.00$160.00Oct 9$9.25$5.75$9.2580%0.62$154.25
$155.00$160.00Oct 23$2.05$2.95$2.0564%1.44$157.05
$150.00$160.00Oct 2$5.91$4.09$5.9175%0.69$155.91
$170.00$175.00Oct 16$1.08$3.92$1.0842%3.63$171.08
$180.00$185.00Oct 16$0.60$4.40$0.6029%7.33$180.60
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$167.50$165.00Sep 25$1.11$1.39$1.1159%1.25$166.39
$155.00$152.50Oct 9$0.55$1.95$0.5535%3.55$154.45
$157.50$155.00Oct 23$0.73$1.77$0.7340%2.42$156.77
$155.00$152.50Oct 2$0.62$1.88$0.6234%3.03$154.38
$177.50$175.00Oct 23$1.47$1.03$1.4765%0.70$176.03

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 118 found (best R:R 1.94, avg 0.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$190.00$192.50Oct 9$0.72$0.72$1.7881%0.40$190.72
$165.00$170.00Oct 16$2.55$2.55$2.4550%1.04$167.55
$182.50$185.00Sep 25$0.57$0.57$1.9382%0.30$183.07
$177.50$180.00Sep 25$0.68$0.68$1.8276%0.37$178.18
$175.00$180.00Oct 16$1.70$1.70$3.3064%0.52$176.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$152.50$150.00Oct 23$1.65$1.65$0.8567%1.94$150.85
$155.00$150.00Oct 16$2.35$2.35$2.6564%0.89$152.65
$152.50$150.00Oct 9$1.42$1.42$1.0869%1.31$151.08
$140.00$135.00Oct 23$1.27$1.27$3.7382%0.34$138.73
$140.00$135.00Oct 16$1.01$1.01$3.9984%0.25$138.99

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $1.97, cheapest $1.85)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$160.00Sep 11Sep 18$2.0559.5%49.2%
$165.00Sep 11Sep 18$1.9463.5%54.0%
$162.50Sep 11Sep 18$1.9561.0%52.4%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$160.00Sep 11Sep 18$1.8559.5%49.2%
$165.00Sep 11Sep 18$1.9863.5%54.0%
$162.50Sep 11Sep 18$2.0661.0%52.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 58 found (cheapest 4.33% of stock, avg 10.32%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$162.50Sep 11$3.30$3.72$7.02$155.48$169.524.33%
$160.00Sep 11$4.60$2.50$7.10$152.90$167.104.38%
$157.50Sep 11$5.98$1.57$7.55$149.95$165.054.66%
$165.00Sep 11$2.41$5.30$7.71$157.29$172.714.76%
$167.50Sep 11$1.61$7.08$8.69$158.81$176.195.37%
$155.00Sep 11$7.83$0.97$8.80$146.20$163.805.43%
$170.00Sep 11$1.11$9.23$10.34$159.66$180.346.39%
$160.00Sep 18$6.65$4.35$11.00$149.00$171.006.79%
$162.50Sep 18$5.25$5.78$11.03$151.47$173.536.81%
$157.50Sep 18$8.07$3.35$11.42$146.08$168.927.05%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.72% of stock, avg 6.57%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$172.50$146.00Sep 11$0.80$0.37$1.17$144.83$173.67
$172.50$152.50Sep 11$0.80$0.51$1.31$151.19$173.81
$170.00$146.00Sep 11$1.11$0.37$1.48$144.52$171.48
$170.00$152.50Sep 11$1.11$0.51$1.62$150.88$171.62
$172.50$155.00Sep 11$0.80$0.97$1.77$153.23$174.27
$170.00$155.00Sep 11$1.11$0.97$2.08$152.92$172.08
$167.50$146.00Sep 11$1.61$0.37$1.98$144.02$169.48
$167.50$152.50Sep 11$1.61$0.51$2.12$150.38$169.62
$172.50$157.50Sep 11$0.80$1.57$2.37$155.13$174.87
$167.50$155.00Sep 11$1.61$0.97$2.58$152.42$170.08

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 179 found (best R:R 5.94, avg credit $1.07)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
150/152190/192Oct 9$2.14$0.3649%5.94$150.36$192.14
150/152182/185Sep 25$1.53$0.9754%1.58$150.97$184.03
150/152178/180Sep 25$1.64$0.8648%1.91$150.86$179.14
150/152172/175Sep 25$1.71$0.7941%2.16$150.79$174.21
152/155182/185Sep 18$1.24$1.2658%0.98$153.76$183.74
146/148190/192Oct 9$1.22$1.2857%0.95$146.78$191.22
152/155185/188Sep 18$1.11$1.3961%0.80$153.89$186.11
152/155188/190Sep 18$1.02$1.4863%0.69$153.98$188.52
152/155178/180Sep 18$1.27$1.2353%1.03$153.73$178.77
152/155175/178Sep 18$1.32$1.1849%1.12$153.68$176.32

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 104 found (best R:R 61.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$145.00$150.00$155.00Sep 11$0.08$4.9215%61.50
$157.50$160.00$162.50Sep 11$0.08$2.4222%30.25
$175.00$180.00$185.00Oct 9$0.12$4.8812%40.67
$162.50$165.00$167.50Sep 11$0.09$2.4120%26.78
$155.00$160.00$165.00Oct 16$0.28$4.7214%16.86
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$140.00$145.00$150.00Sep 18$0.15$4.8512%32.33
$135.00$140.00$145.00Oct 16$0.17$4.8312%28.41
$160.00$162.50$165.00Sep 18$0.07$2.4314%34.71
$170.00$175.00$180.00Oct 16$0.21$4.7912%22.81
$152.50$155.00$157.50Sep 11$0.14$2.3617%16.86

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 96 found (best net $-2.13, 91 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$145.00$160.001:2Oct 9-$2.13$12.87
$150.00$160.001:2Oct 2-$3.91$6.09
$180.00$192.501:2Oct 23-$1.01$11.49
$150.00$155.001:2Sep 11-$3.61$1.39
$172.50$175.001:2Sep 11-$0.16$2.34
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$180.00$170.001:2Oct 2-$5.68$4.32
$150.00$145.001:2Sep 18-$0.05$4.95
$155.00$152.501:2Sep 11-$0.05$2.45
$140.00$135.001:2Oct 16-$0.28$4.72
$145.00$140.001:2Sep 25-$0.28$4.72

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 69 found (best yield 4.94%, avg 2.14%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$170.00Oct 23$8.000.445.0%4.94%9.92%725
$165.00Oct 23$9.950.501.9%6.14%8.03%58
$175.00Oct 23$6.200.388.1%3.83%11.89%97
$180.00Oct 23$5.100.3311.2%3.15%14.30%217
$167.50Oct 23$8.250.473.4%5.09%8.53%14
$172.50Oct 23$6.400.416.5%3.95%10.47%133
$162.50Oct 23$10.400.530.3%6.42%6.77%1--
$165.00Oct 16$9.000.491.9%5.56%7.45%18228
$175.00Oct 16$5.600.368.1%3.46%11.52%34288
$170.00Oct 16$6.700.425.0%4.14%9.11%112243

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 23,313
Total Puts 11,369
Put/Call Ratio 0.49
Net Difference 11,944

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 166,793
Total Puts 116,555
Average Put/Call Ratio 0.81
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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