Tour v528
ZS
ZSCALER INC
$193.89 +1.13%
$193.39 (-0.26%)🌙
as of 09/15 07:28 PM
9/15 19:28

Option Volume

Detail
Current (09/15) 35,183
Calls: 25,357 (72%)
Puts: 9,826 (28%)
Prior (09/11) 18,181
Calls: 10,029 (55%)
Puts: 8,152 (45%)
Current vs Prior +93.52%
Calls: +152.84% (Calls)
Puts: +20.53% (Puts)
Prior 7-Day Total 325,180
Calls: 202,737 (62%)
Puts: 122,443 (38%)
Prior 7-Day Average 46,454
Calls: 28,962 (62%)
Puts: 17,491 (38%)
Current vs Prior 7-Day Avg -24.26%
Calls: -12.45%
Puts: -43.83%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/15) $33.59M
Calls: $22.81M (68%)
Puts: $10.78M (32%)
Prior (09/11) $7.94M
Calls: $3.65M (46%)
Puts: $4.28M (54%)
Current vs Prior +323.35%
Calls: +524.71%
Puts: +151.68%
Prior 7-Day Total $177.01M
Calls: $104.67M (59%)
Puts: $72.34M (41%)
Prior 7-Day Average $25.29M
Calls: $14.95M (59%)
Puts: $10.33M (41%)
Current vs Prior 7-Day Avg +32.85%
Calls: +52.57%
Puts: +4.31%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/15) 0.39
Prior (09/11) 0.81
Current vs Prior -52.33%
Prior 7-Day Average 0.60
Current vs Prior 7-Day Avg -34.93%
Sentiment BULLISH

Open Interest

Detail
Current (09/15) 154,726
Calls: 99,156 (64%)
Puts: 55,570 (36%)
Prior (09/11) 120,587
Calls: 78,145 (65%)
Puts: 42,442 (35%)
Current vs Prior +28.31%
Prior 7-Day Total 1,178,922
Calls: 706,698 (60%)
Puts: 472,224 (40%)
Prior 7-Day Average 168,417
Calls: 100,956 (60%)
Puts: 67,460 (40%)
Current vs Prior 7-Day Avg -8.13%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/18) | Next (09/25)Expiry (09/18) | Next (10/16)
Current 5.28% | 8.37%5.28% | 14.56%
Prior 5.77% | 7.98%5.77% | 13.84%
Current vs Prior -8.62% | +4.90%-8.62% | +5.21%
Prior 7-Day Avg 7.72% | 9.93%9.90% | 16.16%
Current vs 7-Day Avg -31.62% | -15.67%-46.68% | -9.91%
Prior 7-Day Eod 5.77% | 7.98%5.77% | 13.84%
Current vs 7-Day Eod -8.62% | +4.90%-8.62% | +5.21%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 17.84% | 10.34%
Calls: 26.07% | 11.63%
Puts: 9.62% | 9.05%
Prior 5.28% | 7.58%
Calls: 4.82% | 7.48%
Puts: 5.73% | 7.68%
Current vs Prior +237.88% | +36.41%
Prior 7-Day Avg 5.54% | 7.24%
Calls: 5.03% | 7.00%
Puts: 6.05% | 7.47%
Current vs 7-Day Avg +221.86% | +42.87%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 68% call dollar volume ($22.81M). Massive premium surge with dollar volume up 323% vs prior. Above-average activity with volume up 94% vs prior. Extreme bullish P/C ratio of 0.39 - heavy call buying (25,357 calls vs 9,826 puts).

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
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 23 of results (avg 8.0%, best 4.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$195.00Oct 1612.0512.80$12.436.0%970.52151
$200.00Oct 1610.1010.75$10.436.2%5650.461.9K
$160.00Sep 1832.2534.65$33.457.2%160.99707
$162.50Sep 1829.7031.95$30.837.3%330.98160
$160.00Oct 1634.5537.25$35.907.5%10.88--
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$195.00Oct 1612.8013.40$13.104.6%4440.48355
$192.50Sep 183.854.05$3.955.1%1940.4352
$220.00Oct 1629.6531.70$30.676.7%10.742
$200.00Oct 1615.1516.50$15.838.5%330.5412

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.74, cheapest $0.74)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Sep 180.680.79$0.7414.9%2.4K0.125.5K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 79 found (avg delta 0.74, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Sep 1832.2534.65$33.457.2%160.99707
$165.00Sep 1826.9530.05$28.5010.9%200.99473
$167.50Sep 1824.8527.25$26.059.2%50.99276
$162.50Sep 1829.7031.95$30.837.3%330.98160
$170.00Sep 1822.3524.50$23.439.2%1640.971.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$215.00Sep 1820.3523.60$21.9814.8%30.92--
$210.00Sep 1815.7018.50$17.1016.4%30.89--
$205.00Sep 1811.8513.80$12.8315.2%100.80--
$220.00Oct 1629.6531.70$30.676.7%10.742
$200.00Sep 187.659.60$8.6322.6%1130.68373

Most actively traded options today. High liquidity = easy entry/exit. 214 active (total vol 26.8K, top 7.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Sep 182.112.63$2.3721.9%7.4K0.323.7K
$210.00Sep 180.680.79$0.7414.9%2.4K0.125.5K
$195.00Sep 183.754.70$4.2222.5%9840.481.3K
$220.00Oct 164.605.20$4.9012.2%8990.26831
$205.00Sep 181.201.60$1.4028.6%6960.21553
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$190.00Sep 182.632.99$2.8112.8%1.1K0.35487
$190.00Sep 255.406.00$5.7010.5%7850.41224
$180.00Sep 180.500.65$0.5726.3%7740.101.8K
$185.00Sep 181.211.52$1.3722.6%5520.20635
$195.00Oct 1612.8013.40$13.104.6%4440.48355

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 17 strikes (avg 16.7%, max 24.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$192.50Sep 18Oct 3068.5%55.2%24.0%191274
$190.00Sep 18Oct 3066.9%54.0%23.8%4092.0K
$187.50Sep 18Oct 3067.8%54.9%23.4%35299
$205.00Sep 18Oct 3071.5%59.5%20.3%700758
$185.00Sep 18Oct 1667.2%56.9%18.2%2292.7K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$185.00Sep 18Oct 3067.2%54.0%24.6%553635
$187.50Sep 18Oct 3067.8%54.9%23.4%124456
$192.50Sep 18Oct 2368.5%56.3%21.7%19752
$190.00Sep 18Oct 2366.9%55.9%19.8%1.2K503
$200.00Sep 18Oct 1667.4%58.5%15.2%146385

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 149 found (best R:R 0.98, avg 3.53)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$180.00$190.00Oct 23$5.05$4.95$5.0569%0.98$185.05
$172.50$182.50Oct 30$6.30$3.70$6.3076%0.59$178.80
$180.00$182.50Sep 18$1.48$1.02$1.4890%0.69$181.48
$210.00$220.00Oct 16$2.08$7.92$2.0835%3.81$212.08
$197.50$200.00Oct 23$0.52$1.98$0.5249%3.81$198.02
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$192.50$190.00Sep 25$0.73$1.77$0.7346%2.42$191.77
$177.50$175.00Oct 9$0.28$2.22$0.2825%7.93$177.22
$192.50$190.00Oct 2$0.85$1.65$0.8546%1.94$191.65
$195.00$190.00Oct 16$2.02$2.98$2.0248%1.48$192.98
$192.50$190.00Oct 9$0.90$1.60$0.9046%1.78$191.60

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 109 found (best R:R 0.80, avg 0.43)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$220.00$225.00Oct 9$1.31$1.31$3.6976%0.36$221.31
$195.00$197.50Oct 23$1.58$1.58$0.9248%1.72$196.58
$225.00$230.00Oct 2$0.83$0.83$4.1784%0.20$225.83
$202.50$205.00Oct 2$1.12$1.12$1.3862%0.81$203.62
$210.00$215.00Oct 9$1.52$1.52$3.4867%0.44$211.52
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$190.00$180.00Oct 23$4.45$4.45$5.5558%0.80$185.55
$177.50$170.00Oct 23$2.33$2.33$5.1772%0.45$175.17
$182.50$177.50Oct 9$1.97$1.97$3.0368%0.65$180.53
$180.00$175.00Oct 16$1.83$1.83$3.1770%0.58$178.17
$190.00$185.00Oct 16$2.45$2.45$2.5558%0.96$187.55

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 11 found (avg debit $2.68, cheapest $2.48)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$192.50Sep 18Sep 25$2.9368.5%54.4%
$190.00Sep 18Sep 25$2.9566.9%58.0%
$195.00Sep 18Sep 25$2.5666.9%58.8%
$200.00Sep 18Sep 25$2.6667.4%60.8%
$197.50Sep 18Sep 25$2.8966.9%61.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$192.50Sep 18Sep 25$2.4868.5%54.4%
$190.00Sep 18Sep 25$2.8966.9%58.0%
$195.00Sep 18Sep 25$3.0766.9%58.8%
$200.00Sep 18Sep 25$2.3067.4%60.8%
$197.50Sep 18Sep 25$2.7566.9%61.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 50 found (cheapest 4.72% of stock, avg 10.24%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$192.50Sep 18$5.20$3.95$9.15$183.35$201.654.72%
$195.00Sep 18$4.22$5.03$9.25$185.75$204.254.77%
$190.00Sep 18$6.60$2.81$9.41$180.59$199.414.85%
$197.50Sep 18$3.18$6.85$10.03$187.47$207.535.17%
$187.50Sep 18$8.38$2.04$10.42$177.08$197.925.37%
$200.00Sep 18$2.37$8.63$11.00$189.00$211.005.67%
$185.00Sep 18$10.05$1.37$11.42$173.58$196.425.89%
$182.50Sep 18$12.45$0.87$13.32$169.18$195.826.87%
$205.00Sep 18$1.40$12.83$14.23$190.77$219.237.34%
$180.00Sep 18$13.93$0.57$14.50$165.50$194.507.48%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 170 found (cheapest 0.83% of stock, avg 7.34%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$210.00$182.50Sep 18$0.74$0.87$1.61$180.89$211.61
$210.00$185.00Sep 18$0.74$1.37$2.11$182.89$212.11
$205.00$182.50Sep 18$1.40$0.87$2.27$180.23$207.27
$205.00$185.00Sep 18$1.40$1.37$2.77$182.23$207.77
$210.00$187.50Sep 18$0.74$2.04$2.78$184.72$212.78
$205.00$187.50Sep 18$1.40$2.04$3.44$184.06$208.44
$200.00$182.50Sep 18$2.37$0.87$3.24$179.26$203.24
$200.00$185.00Sep 18$2.37$1.37$3.74$181.26$203.74
$210.00$190.00Sep 18$0.74$2.81$3.55$186.45$213.55
$200.00$187.50Sep 18$2.37$2.04$4.41$183.09$204.41

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 179 found (best R:R 1.91, avg credit $1.44)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
178/182220/225Oct 9$3.28$1.7245%1.91$179.22$223.28
178/182210/215Oct 9$3.49$1.5135%2.31$179.01$213.49
182/185208/210Oct 2$1.88$0.6234%3.03$183.12$209.38
178/180208/210Oct 2$1.67$0.8342%2.01$178.33$209.17
180/182205/208Sep 25$1.62$0.8844%1.84$180.88$206.62
180/182208/210Sep 25$1.42$1.0848%1.31$181.08$208.92
158/160205/208Sep 25$0.89$1.6166%0.55$159.11$205.89
165/170225/230Oct 2$1.46$3.5471%0.41$168.54$226.46
158/160220/225Oct 9$1.59$3.4168%0.47$158.41$221.59
175/180215/220Oct 30$3.30$1.7034%1.94$176.70$218.30

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 93 found (best R:R 29.30, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$210.00$220.00$230.00Oct 16$0.33$9.6716%29.30
$200.00$205.00$210.00Sep 18$0.31$4.6920%15.13
$210.00$215.00$220.00Oct 2$0.07$4.9310%70.43
$200.00$205.00$210.00Oct 30$0.10$4.909%49.00
$165.00$172.50$180.00Oct 9$0.55$6.9516%12.64
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$200.00$205.00$210.00Sep 18$0.07$4.9320%70.43
$175.00$180.00$185.00Oct 16$0.07$4.9312%70.43
$160.00$165.00$170.00Oct 16$0.05$4.958%99.00
$185.00$187.50$190.00Sep 18$0.10$2.4015%24.00
$175.00$177.50$180.00Sep 25$0.06$2.447%40.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 79 found (best net $-0.99, 76 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$160.00$180.001:2Oct 23-$7.12$12.88
$200.00$205.001:2Sep 18-$0.43$4.57
$220.00$230.001:2Oct 16-$1.40$8.60
$205.00$210.001:2Sep 18-$0.08$4.92
$200.00$210.001:2Oct 16-$3.53$6.47
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$220.00$200.001:2Oct 16-$0.99$19.01
$170.00$162.501:2Oct 9-$0.20$7.30
$175.00$170.001:2Sep 25-$0.09$4.91
$190.00$180.001:2Oct 23-$3.18$6.82
$170.00$165.001:2Sep 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 5.18%, avg 2.68%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$205.00Oct 30$10.050.435.7%5.18%10.91%4205
$200.00Oct 30$11.750.483.1%6.06%9.21%8469
$210.00Oct 30$8.400.398.3%4.33%12.64%1--
$195.00Oct 30$13.950.530.6%7.19%7.77%5929
$215.00Oct 30$7.100.3410.9%3.66%14.55%52
$220.00Oct 30$6.100.3013.5%3.15%16.61%31
$200.00Oct 23$10.450.473.1%5.39%8.54%19--
$205.00Oct 23$8.600.425.7%4.44%10.17%11226
$197.50Oct 23$11.450.491.9%5.91%7.77%2--
$195.00Oct 23$12.550.520.6%6.47%7.05%40117

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 25,357
Total Puts 9,826
Put/Call Ratio 0.39
Net Difference 15,531

Prior's Put/Call Breakdown

Total Calls 10,029
Total Puts 8,152
Put/Call Ratio 0.81
Net Difference 1,877

Prior 7-Day Put/Call Summary

Total Calls 202,737
Total Puts 122,443
Average Put/Call Ratio 0.60
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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