Tour v527
ZS
ZSCALER INC
$166.10 +2.57%
$165.95 (-0.09%)🌙
as of 09/09 07:14 PM
9/9 19:14

Option Volume

Detail
Current (09/09) 23,323
Calls: 18,301 (78%)
Puts: 5,022 (22%)
Prior (09/08) 34,682
Calls: 23,313 (67%)
Puts: 11,369 (33%)
Current vs Prior -32.75%
Calls: -21.50% (Calls)
Puts: -55.83% (Puts)
Prior 7-Day Total 318,030
Calls: 190,106 (60%)
Puts: 127,924 (40%)
Prior 7-Day Average 45,432
Calls: 27,158 (60%)
Puts: 18,274 (40%)
Current vs Prior 7-Day Avg -48.66%
Calls: -32.61%
Puts: -72.52%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/09) $19.34M
Calls: $10.53M (54%)
Puts: $8.81M (46%)
Prior (09/08) $18.68M
Calls: $12.06M (65%)
Puts: $6.63M (35%)
Current vs Prior +3.51%
Calls: -12.70%
Puts: +33.02%
Prior 7-Day Total $166.69M
Calls: $108.72M (65%)
Puts: $57.96M (35%)
Prior 7-Day Average $23.81M
Calls: $15.53M (65%)
Puts: $8.28M (35%)
Current vs Prior 7-Day Avg -18.78%
Calls: -32.22%
Puts: +6.43%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/09) 0.27
Prior (09/08) 0.49
Current vs Prior -43.73%
Prior 7-Day Average 0.77
Current vs Prior 7-Day Avg -64.17%
Sentiment BULLISH

Open Interest

Detail
Current (09/09) 131,472
Calls: 86,331 (66%)
Puts: 45,141 (34%)
Prior (09/08) 147,531
Calls: 95,738 (65%)
Puts: 51,793 (35%)
Current vs Prior -10.89%
Prior 7-Day Total 1,106,647
Calls: 633,139 (57%)
Puts: 473,508 (43%)
Prior 7-Day Average 158,092
Calls: 90,448 (57%)
Puts: 67,644 (43%)
Current vs Prior 7-Day Avg -16.84%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/11) | Next (09/18)Expiry (09/18) | Next (10/16)
Current 4.35% | 7.24%7.24% | 14.92%
Prior 5.14% | 7.68%7.68% | 14.90%
Current vs Prior -15.28% | -5.64%-5.64% | +0.12%
Prior 7-Day Avg 11.77% | 13.12%13.81% | 18.64%
Current vs 7-Day Avg -63.03% | -44.78%-47.56% | -19.97%
Prior 7-Day Eod 5.14% | 7.68%7.68% | 14.90%
Current vs 7-Day Eod -15.28% | -5.64%-5.64% | +0.12%
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 19.79% | 8.35%
Calls: 15.98% | 5.93%
Puts: 23.59% | 10.77%
Current vs 7-Day Avg -73.32% | -9.24%
Liquidity Pricy
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🤖 AI Insights

Extreme bullish P/C ratio of 0.27 - heavy call buying (18,301 calls vs 5,022 puts). P/C ratio dropping 44% - sentiment shifting bullish. Call-heavy open interest (86,331 calls vs 45,141 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 3 of results (avg 7.8%, best 6.8%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$155.00Sep 1111.0512.05$11.558.7%140.9365
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$195.00Sep 1128.3030.30$29.306.8%11.00--
$192.50Sep 1125.7527.85$26.807.8%10.94--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.82, cheapest $0.61)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$175.00Sep 110.550.67$0.6119.7%1.1K0.15828
$172.50Sep 110.881.03$0.9615.6%5120.22319
$185.00Sep 180.800.97$0.8919.1%1150.131.8K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 67 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$145.00Sep 1119.6522.95$21.3015.5%11.0062
$140.00Sep 1124.6528.15$26.4013.3%11.00--
$135.00Sep 1829.8033.10$31.4510.5%100.99--
$150.00Sep 1114.8017.45$16.1316.4%20.9844
$140.00Sep 1824.9028.15$26.5312.3%20.98329
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$185.00Sep 1117.7020.35$19.0213.9%11.00--
$187.50Sep 1120.2522.85$21.5512.1%21.0073
$195.00Sep 1128.3030.30$29.306.8%11.00--
$180.00Sep 1112.8515.50$14.1818.7%10.95--
$192.50Sep 1125.7527.85$26.807.8%10.94--

Most actively traded options today. High liquidity = easy entry/exit. 217 active (total vol 16.8K, top 3.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Sep 111.501.73$1.6214.2%3.9K0.331.4K
$190.00Sep 110.010.07$0.04150.0%2.2K0.011.5K
$175.00Sep 110.550.67$0.6119.7%1.1K0.15828
$180.00Sep 110.160.25$0.2142.9%5710.061.1K
$170.00Sep 183.804.35$4.0713.5%5220.421.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$155.00Sep 110.140.33$0.2479.2%2650.07442
$165.00Sep 112.142.46$2.3013.9%2420.42244
$160.00Sep 181.903.35$2.6355.1%2020.301.5K
$162.50Sep 183.054.25$3.6532.9%1970.37112
$165.00Sep 183.805.45$4.6335.6%1610.44576

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 13 strikes (avg 20.8%, max 26.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$175.00Sep 11Oct 1666.6%52.9%26.0%1.2K1.2K
$160.00Sep 11Oct 2364.3%51.6%24.6%42253
$165.00Sep 11Oct 2360.3%49.7%21.3%139491
$170.00Sep 11Oct 2364.5%53.4%20.7%3.9K1.4K
$167.50Sep 11Oct 2362.8%53.0%18.5%315335
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$160.00Sep 11Oct 2364.3%51.6%24.6%137610
$165.00Sep 11Oct 2360.3%49.7%21.3%243288
$170.00Sep 11Oct 2364.5%53.4%20.7%35587
$172.50Sep 11Sep 1864.0%53.0%20.7%675
$162.50Sep 11Oct 2359.2%49.2%20.4%163273

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 146 found (best R:R 4.56, avg 4.46)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$165.00$167.50Sep 25$0.45$2.05$0.4554%4.56$165.45
$162.50$167.50Oct 9$2.00$3.00$2.0060%1.50$164.50
$185.00$195.00Oct 23$1.75$8.25$1.7532%4.71$186.75
$170.00$175.00Oct 2$1.35$3.65$1.3546%2.70$171.35
$180.00$185.00Oct 9$0.88$4.12$0.8834%4.68$180.88
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$162.50$160.00Oct 23$0.62$1.88$0.6241%3.03$161.88
$155.00$150.00Oct 16$0.97$4.03$0.9730%4.15$154.03
$150.00$148.00Oct 9$0.18$1.82$0.1821%10.11$149.82
$150.00$148.00Oct 23$0.24$1.76$0.2424%7.33$149.76
$175.00$172.50Sep 18$1.55$0.95$1.5572%0.61$173.45

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 115 found (best R:R 0.52, avg 0.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$175.00$177.50Oct 2$1.20$1.20$1.3061%0.92$176.20
$180.00$182.50Sep 18$0.66$0.66$1.8480%0.36$180.66
$167.50$170.00Sep 25$1.40$1.40$1.1051%1.27$168.90
$167.50$170.00Oct 9$1.47$1.47$1.0348%1.43$168.97
$192.50$195.00Sep 11$0.20$0.20$2.3096%0.09$192.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$150.00$145.00Oct 16$1.70$1.70$3.3076%0.52$148.30
$155.00$150.00Oct 23$2.03$2.03$2.9769%0.68$152.97
$160.00$155.00Oct 23$2.28$2.28$2.7262%0.84$157.72
$160.00$155.00Oct 16$2.23$2.23$2.7762%0.81$157.77
$152.50$150.00Oct 9$1.00$1.00$1.5074%0.67$151.50

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $2.44, cheapest $2.28)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$170.00Sep 11Sep 18$2.4564.5%53.5%
$167.50Sep 11Sep 18$2.7762.8%54.4%
$165.00Sep 11Sep 18$2.7860.3%52.1%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$170.00Sep 11Sep 18$2.2864.5%53.5%
$167.50Sep 11Sep 18$2.0262.8%54.4%
$165.00Sep 11Sep 18$2.3360.3%52.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 52 found (cheapest 3.55% of stock, avg 9.92%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$165.00Sep 11$3.60$2.30$5.90$159.10$170.903.55%
$167.50Sep 11$2.46$3.63$6.09$161.41$173.593.67%
$162.50Sep 11$5.15$1.33$6.48$156.02$168.983.90%
$170.00Sep 11$1.62$5.20$6.82$163.18$176.824.11%
$160.00Sep 11$7.08$0.88$7.96$152.04$167.964.79%
$172.50Sep 11$0.96$7.10$8.06$164.44$180.564.85%
$157.50Sep 11$9.20$0.39$9.59$147.91$167.095.77%
$175.00Sep 11$0.61$9.50$10.11$164.89$185.116.09%
$167.50Sep 18$5.23$5.65$10.88$156.62$178.386.55%
$165.00Sep 18$6.38$4.63$11.01$153.99$176.016.63%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.38% of stock, avg 6.12%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$177.50$155.00Sep 11$0.39$0.24$0.63$154.37$178.13
$177.50$157.50Sep 11$0.39$0.39$0.78$156.72$178.28
$175.00$155.00Sep 11$0.61$0.24$0.85$154.15$175.85
$175.00$157.50Sep 11$0.61$0.39$1.00$156.50$176.00
$177.50$160.00Sep 11$0.39$0.88$1.27$158.73$178.77
$172.50$155.00Sep 11$0.96$0.24$1.20$153.80$173.70
$172.50$157.50Sep 11$0.96$0.39$1.35$156.15$173.85
$175.00$160.00Sep 11$0.61$0.88$1.49$158.51$176.49
$172.50$160.00Sep 11$0.96$0.88$1.84$158.16$174.34
$177.50$162.50Sep 11$0.39$1.33$1.72$160.78$179.22

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 243 found (best R:R 0.24, avg credit $0.98)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
140/141192/195Sep 11$0.48$2.0292%0.24$140.52$192.98
150/152185/188Oct 9$1.61$0.8946%1.81$150.89$186.61
152/155180/182Sep 18$1.16$1.3462%0.87$153.84$181.16
135/139192/195Sep 11$0.56$3.4491%0.16$138.44$193.06
155/158192/195Oct 2$1.37$1.1352%1.21$156.13$193.87
140/141182/185Sep 11$0.40$2.1091%0.19$140.60$182.90
150/152188/190Oct 9$1.44$1.0649%1.36$151.06$188.94
158/160178/180Sep 25$1.76$0.7436%2.38$158.24$179.26
152/155192/195Oct 2$1.24$1.2657%0.98$153.76$193.74
155/158188/190Oct 2$1.48$1.0247%1.45$156.02$188.98

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 93 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$180.00$185.00$190.00Oct 16$0.05$4.9511%99.00
$167.50$170.00$172.50Sep 11$0.18$2.3222%12.89
$170.00$172.50$175.00Sep 18$0.08$2.4214%30.25
$150.00$155.00$160.00Oct 23$0.30$4.7014%15.67
$157.50$160.00$162.50Sep 11$0.19$2.3118%12.16
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$175.00$180.00$185.00Sep 11$0.16$4.8414%30.25
$155.00$160.00$165.00Oct 16$0.24$4.7615%19.83
$165.00$170.00$175.00Oct 16$0.23$4.7714%20.74
$165.00$167.50$170.00Sep 11$0.24$2.2625%9.42
$150.00$155.00$160.00Oct 23$0.25$4.7514%19.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 107 found (best net $-0.41, 97 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$150.00$160.001:2Oct 2-$5.02$4.98
$170.00$180.001:2Oct 9-$1.68$8.32
$185.00$195.001:2Oct 23-$2.18$7.82
$170.00$172.501:2Sep 11-$0.30$2.20
$180.00$182.501:2Sep 18-$0.20$2.30
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$182.50$167.501:2Oct 9-$0.41$14.59
$165.00$162.501:2Sep 11-$0.36$2.14
$145.00$140.001:2Oct 2-$0.19$4.81
$167.50$165.001:2Sep 11-$0.97$1.53
$140.00$135.001:2Sep 25-$0.01$4.99

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 60 found (best yield 5.63%, avg 1.91%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$170.00Oct 23$9.350.492.4%5.63%7.98%427
$167.50Oct 23$10.300.530.8%6.20%7.04%1--
$177.50Oct 23$6.450.406.9%3.88%10.75%14
$180.00Oct 23$5.800.378.4%3.49%11.86%719
$170.00Oct 16$8.650.482.4%5.21%7.56%163294
$182.50Oct 23$4.950.349.9%2.98%12.85%2--
$175.00Oct 16$6.650.415.4%4.00%9.36%91359
$185.00Oct 23$4.200.3211.4%2.53%13.91%611
$180.00Oct 16$5.150.358.4%3.10%11.47%257659
$195.00Oct 23$3.100.2317.4%1.87%19.27%13

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 18,301
Total Puts 5,022
Put/Call Ratio 0.27
Net Difference 13,279

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 190,106
Total Puts 127,924
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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