ZS - Options Database

ZSCALER INC

$164.54 +0.65%

$164.80 (+0.16%)🌙

as of 09/11 07:14 PM

(9/10 19:17) ◀

Friday, September 11, 2026 (7:14pm)

▶ (9/15 09:35)

◀ 9/11 19:14 ▶

Option Volume

Detail

ℹ

Current (09/11) 18,181

Calls: 10,029 (55%)

Puts: 8,152 (45%)

Prior (09/10) 17,099

Calls: 10,199 (60%)

Puts: 6,900 (40%)

Current vs Prior +6.33%

Calls: -1.67% (Calls)

Puts: +18.14% (Puts)

Prior 7-Day Total 321,181

Calls: 199,807 (62%)

Puts: 121,374 (38%)

Prior 7-Day Average 45,883

Calls: 28,543 (62%)

Puts: 17,339 (38%)

Current vs Prior 7-Day Avg -60.38%

Calls: -64.86%

Puts: -52.98%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (09/11) $7.94M

Calls: $3.65M (46%)

Puts: $4.28M (54%)

Prior (09/10) $18.50M

Calls: $3.72M (20%)

Puts: $14.78M (80%)

Current vs Prior -57.11%

Calls: -1.90%

Puts: -71.01%

Prior 7-Day Total $180.03M

Calls: $107.36M (60%)

Puts: $72.67M (40%)

Prior 7-Day Average $25.72M

Calls: $15.34M (60%)

Puts: $10.38M (40%)

Current vs Prior 7-Day Avg -69.15%

Calls: -76.19%

Puts: -58.74%

Sentiment BEARISH

Put/Call Ratio

Detail

ℹ

Current (09/11) 0.81

Prior (09/10) 0.68

Current vs Prior +20.15%

Prior 7-Day Average 0.62

Current vs Prior 7-Day Avg +30.69%

Sentiment NEUTRAL

Open Interest

Detail

ℹ

Current (09/11) 120,587

Calls: 78,145 (65%)

Puts: 42,442 (35%)

Prior (09/10) 127,669

Calls: 81,771 (64%)

Puts: 45,898 (36%)

Current vs Prior -5.55%

Prior 7-Day Total 1,163,129

Calls: 689,608 (59%)

Puts: 473,521 (41%)

Prior 7-Day Average 166,161

Calls: 98,515 (59%)

Puts: 67,645 (41%)

Current vs Prior 7-Day Avg -27.43%

Sentiment BEARISH

Expected Move

Detail

ℹ

WKMO Expiry (09/11) | Next (09/18)Expiry (09/18) | Next (10/16)

Current 1.76% | 5.77%5.77% | 13.84%

Prior 3.41% | 7.05%7.05% | 14.13%

Current vs Prior +69.15% | +13.14%-18.14% | -2.06%

Prior 7-Day Avg 8.93% | 10.94%11.36% | 17.07%

Current vs 7-Day Avg -35.34% | -27.07%-49.19% | -18.94%

Prior 7-Day Eod 3.41% | 7.05%7.05% | 14.13%

Current vs 7-Day Eod +69.15% | +13.14%-18.14% | -2.06%

Sentiment BEARISHBULLISH

Relative Spread

Detail

ℹ

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 10.29% | 7.61%

Calls: 8.68% | 6.64%

Puts: 11.90% | 8.57%

Current vs 7-Day Avg -48.70% | -0.38%

Liquidity Pricy

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🤖 AI Insights

Light premium activity with dollar volume down 57% vs prior. Call-heavy open interest (78,145 calls vs 42,442 puts) suggests bullish positioning.

Smart Money BEARISH

Retail Flow BULLISH

Overall BULLISH

Dollar Volume

Option Volume

Put/Call Ratio

Open Interest

Expected Move

Current BEARISH

Prior BEARISH

7-Day Avg BULLISH

Current BULLISH

Prior BULLISH

7-Day Avg NEUTRAL

Current NEUTRAL

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

🎯

Tightest Spreads

💰

Best Value <$1

📊

High Delta

⚖️

Ratio Spreads

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Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 3 of results (avg 8.5%, best 8.2%)

CALLS (2)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$170.00	Oct 16	7.60	8.25	$7.93	8.2%	89	0.45	467
$170.00	Sep 25	3.80	4.15	$3.98	8.8%	89	0.39	60

PUTS (1)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$165.00	Oct 16	9.65	10.50	$10.07	8.4%	30	0.47	239

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.59, cheapest $0.32)

CALLS (3)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$185.00	Sep 18	0.29	0.35	$0.32	18.8%	49	0.06	1.8K
$180.00	Sep 18	0.56	0.66	$0.61	16.4%	449	0.11	2.0K
$177.50	Sep 18	0.79	0.90	$0.85	12.9%	81	0.15	376

PUTS (0)

No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 65 found (avg delta 0.77, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$135.00	Sep 11	28.00	31.55	$29.78	11.9%	1	1.00	2
$150.00	Sep 11	12.85	16.70	$14.77	26.1%	31	1.00	39
$135.00	Sep 18	28.00	31.05	$29.53	10.3%	3	0.99	--
$140.00	Sep 18	23.40	26.10	$24.75	10.9%	1	0.99	--
$155.00	Sep 11	7.85	10.90	$9.38	32.5%	58	0.99	56

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$167.50	Sep 11	1.59	3.50	$2.55	74.9%	133	1.00	247
$170.00	Sep 11	4.05	6.50	$5.28	46.4%	114	1.00	563
$172.50	Sep 11	7.45	9.00	$8.23	18.8%	11	1.00	51
$175.00	Sep 11	9.90	11.50	$10.70	15.0%	46	1.00	724
$177.50	Sep 11	12.40	14.00	$13.20	12.1%	81	1.00	91

Most actively traded options today. High liquidity = easy entry/exit. 207 active (total vol 14.7K, top 1.2K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$167.50	Sep 11	0.00	0.02	$0.01	200.0%	1.2K	0.02	442
$182.50	Sep 18	0.39	0.58	$0.49	38.8%	1.0K	0.09	303
$170.00	Sep 11	0.00	0.01	$0.01	100.0%	793	0.01	1.2K
$170.00	Sep 18	2.13	2.46	$2.30	14.3%	558	0.33	1.4K
$180.00	Sep 18	0.56	0.66	$0.61	16.4%	449	0.11	2.0K

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$145.00	Sep 18	0.09	0.14	$0.12	41.7%	1.0K	0.03	757
$162.50	Sep 25	4.15	5.10	$4.63	20.5%	813	0.42	51
$155.00	Sep 25	1.50	3.00	$2.25	66.7%	805	0.24	249
$162.50	Sep 11	0.00	0.09	$0.05	180.0%	532	0.07	312
$165.00	Sep 18	3.80	4.50	$4.15	16.9%	379	0.50	604

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 83.5%, max 83.5%)

CALLS (1)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$165.00	Sep 11	Oct 16	89.9%	49.0%	83.5%	486	569

PUTS (1)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$165.00	Sep 11	Oct 16	89.9%	49.0%	83.5%	181	590

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 116 found (best R:R 1.23, avg 4.08)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$160.00	$170.00	Oct 23	$4.48	$5.52	$4.48	60%	1.23	$164.48
$180.00	$185.00	Oct 23	$0.72	$4.28	$0.72	34%	5.94	$180.72
$170.00	$175.00	Oct 16	$1.25	$3.75	$1.25	45%	3.00	$171.25
$150.00	$157.50	Oct 23	$4.60	$2.90	$4.60	74%	0.63	$154.60
$160.00	$165.00	Oct 16	$2.25	$2.75	$2.25	61%	1.22	$162.25

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$162.50	$160.00	Oct 2	$0.78	$1.72	$0.78	43%	2.21	$161.72
$145.00	$140.00	Oct 2	$0.29	$4.71	$0.29	12%	16.24	$144.71
$167.50	$165.00	Oct 2	$1.17	$1.33	$1.17	53%	1.14	$166.33
$157.50	$155.00	Sep 25	$0.54	$1.96	$0.54	29%	3.63	$156.96
$162.50	$160.00	Sep 25	$0.88	$1.62	$0.88	42%	1.84	$161.62

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 87 found (best R:R 0.60, avg 0.38)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$167.50	$170.00	Oct 9	$1.85	$1.85	$0.65	51%	2.85	$169.35
$185.00	$190.00	Oct 23	$1.64	$1.64	$3.36	71%	0.49	$186.64
$192.50	$195.00	Sep 11	$0.31	$0.31	$2.19	95%	0.14	$192.81
$172.50	$175.00	Oct 9	$1.20	$1.20	$1.30	58%	0.92	$173.70
$175.00	$177.50	Sep 25	$0.80	$0.80	$1.70	71%	0.47	$175.80

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$160.00	$149.00	Oct 23	$4.12	$4.12	$6.88	60%	0.60	$155.88
$148.00	$145.00	Oct 23	$1.25	$1.25	$1.75	76%	0.71	$146.75
$155.00	$150.00	Oct 16	$1.88	$1.88	$3.12	68%	0.60	$153.12
$160.00	$157.50	Oct 9	$1.28	$1.28	$1.22	62%	1.05	$158.72
$155.00	$150.00	Oct 2	$1.44	$1.44	$3.56	72%	0.40	$153.56

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $3.63, cheapest $3.55)

CALLS (1)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$165.00	Sep 11	Sep 18	$3.71	89.9%	45.8%

PUTS (1)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$165.00	Sep 11	Sep 18	$3.55	89.9%	45.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 52 found (cheapest 0.56% of stock, avg 8.60%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$165.00	Sep 11	$0.32	$0.60	$0.92	$164.08	$165.92	0.56%
$162.50	Sep 11	$2.30	$0.05	$2.35	$160.15	$164.85	1.43%
$167.50	Sep 11	$0.01	$2.55	$2.56	$164.94	$170.06	1.56%
$160.00	Sep 11	$4.75	$0.11	$4.86	$155.14	$164.86	2.95%
$170.00	Sep 11	$0.01	$5.28	$5.29	$164.71	$175.29	3.22%
$165.00	Sep 18	$4.03	$4.15	$8.18	$156.82	$173.18	4.97%
$172.50	Sep 11	$0.01	$8.23	$8.24	$164.26	$180.74	5.01%
$162.50	Sep 18	$5.35	$3.09	$8.44	$154.06	$170.94	5.13%
$167.50	Sep 18	$3.13	$5.50	$8.63	$158.87	$176.13	5.24%
$160.00	Sep 18	$6.93	$2.03	$8.96	$151.04	$168.96	5.45%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 151 found (cheapest 0.24% of stock, avg 5.49%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$192.50	$162.50	Sep 11	$0.34	$0.05	$0.39	$162.11	$192.89
$192.50	$160.00	Sep 11	$0.34	$0.11	$0.45	$159.55	$192.95
$165.00	$162.50	Sep 11	$0.32	$0.05	$0.37	$162.13	$165.37
$192.50	$152.50	Sep 11	$0.34	$0.23	$0.57	$151.93	$193.07
$165.00	$160.00	Sep 11	$0.32	$0.11	$0.43	$159.57	$165.43
$165.00	$152.50	Sep 11	$0.32	$0.23	$0.55	$151.95	$165.55
$177.50	$155.00	Sep 18	$0.85	$0.87	$1.72	$153.28	$179.22
$175.00	$155.00	Sep 18	$1.18	$0.87	$2.05	$152.95	$177.05
$177.50	$157.50	Sep 18	$0.85	$1.35	$2.20	$155.30	$179.70
$175.00	$157.50	Sep 18	$1.18	$1.35	$2.53	$154.97	$177.53

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 145 found (best R:R 0.97, avg credit $1.06)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
135/140	185/190	Oct 23	$2.46	$2.54	56%	0.97	$137.54	$187.46
150/152	192/195	Sep 11	$0.53	$1.97	88%	0.27	$151.97	$193.03
145/148	185/190	Oct 23	$2.89	$2.11	47%	1.37	$145.11	$187.89
140/142	192/195	Sep 11	$0.42	$2.08	92%	0.20	$141.58	$192.92
139/140	175/178	Sep 25	$1.04	$1.46	66%	0.71	$138.96	$176.04
140/145	185/190	Oct 23	$2.61	$2.39	51%	1.09	$142.39	$187.61
148/150	175/178	Sep 25	$1.21	$1.29	56%	0.94	$148.79	$176.21
150/152	188/190	Sep 11	$0.32	$2.18	91%	0.15	$152.18	$187.82
139/140	182/185	Sep 25	$0.65	$1.85	77%	0.35	$139.35	$183.15
144/145	175/178	Sep 25	$1.03	$1.47	62%	0.70	$143.97	$176.03

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 74 found (best R:R 14.87, cheapest $0.06)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$160.00	$170.00	$180.00	Oct 23	$0.63	$9.37	27%	14.87
$150.00	$155.00	$160.00	Sep 18	$0.28	$4.72	24%	16.86
$160.00	$162.50	$165.00	Sep 11	$0.47	$2.03	52%	4.32
$165.00	$167.50	$170.00	Sep 11	$0.31	$2.19	40%	7.06
$162.50	$165.00	$167.50	Sep 11	$1.67	$0.83	91%	0.50

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$162.50	$165.00	$167.50	Sep 11	$1.40	$1.10	93%	0.79
$160.00	$162.50	$165.00	Sep 11	$0.61	$1.89	56%	3.10
$135.00	$140.00	$145.00	Oct 16	$0.06	$4.94	9%	82.33
$135.00	$140.00	$145.00	Oct 23	$0.15	$4.85	10%	32.33
$170.00	$172.50	$175.00	Sep 18	$0.12	$2.38	14%	19.83

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 120 found (best net $-1.02, 106 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$134.00	$150.00	1:2	Sep 25	-$1.02	$14.98
$138.00	$150.00	1:2	Sep 11	-$2.69	$9.31
$155.00	$160.00	1:2	Sep 11	-$0.12	$4.88
$170.00	$180.00	1:2	Oct 23	-$1.90	$8.10
$155.00	$160.00	1:2	Sep 18	-$2.91	$2.09

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$160.00	$149.00	1:2	Oct 23	-$0.33	$10.67
$175.00	$165.00	1:2	Oct 9	-$2.82	$7.18
$155.00	$150.00	1:2	Oct 2	-$0.72	$4.28
$172.50	$170.00	1:2	Sep 11	-$2.33	$0.17
$140.00	$135.00	1:2	Oct 16	-$0.26	$4.74

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 51 found (best yield 5.17%, avg 1.93%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$170.00	Oct 23	$8.50	0.47	3.3%	5.17%	8.48%	3	--
$180.00	Oct 23	$4.95	0.34	9.4%	3.01%	12.40%	3	--
$170.00	Oct 16	$7.60	0.45	3.3%	4.62%	7.94%	89	467
$185.00	Oct 23	$4.10	0.29	12.4%	2.49%	14.93%	3	--
$175.00	Oct 16	$5.90	0.39	6.4%	3.59%	9.94%	63	455
$165.00	Oct 16	$9.45	0.53	0.3%	5.74%	6.02%	58	125
$180.00	Oct 16	$4.60	0.32	9.4%	2.80%	12.19%	113	664
$185.00	Oct 16	$3.45	0.27	12.4%	2.10%	14.53%	18	698
$165.00	Oct 9	$8.70	0.54	0.3%	5.29%	5.57%	5	8
$167.50	Oct 9	$7.50	0.49	1.8%	4.56%	6.36%	1	16

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 10,029

Total Puts 8,152

Put/Call Ratio 0.81

Net Difference 1,877

Prior's Put/Call Breakdown

Total Calls 10,199

Total Puts 6,900

Put/Call Ratio 0.68

Net Difference 3,299

Prior 7-Day Put/Call Summary

Total Calls 199,807

Total Puts 121,374

Average Put/Call Ratio 0.62

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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Option Volume

Dollar Volume

Put/Call Ratio

Open Interest

Expected Move

Relative Spread

🤖 AI Insights

📈 Options Analysis

Current 5-Minute Volume Snapshots

Prior's 5-Minute Volume Snapshots

Current Put/Call Breakdown

Prior's Put/Call Breakdown

Prior 7-Day Put/Call Summary

Daily Put/Call History (Last 7 Days)

Upcoming Earnings - 2 Weeks Prior

Upcoming Earnings - 1 Week Prior

Earnings This Week

Earnings - Day Before / Day After

Options Activity Around Earnings

Chart Title

Price — Past 7 Days

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