ZS - Options Database

ZSCALER INC

$231.33 +7.84%

$231.10 (-0.10%)🌙

as of 10/21 06:55 PM

(10/20 18:51) ◀

Wednesday, October 21, 2026 (6:55pm)

▶ (10/22 19:06)

◀ 10/21 18:55 ▶

Option Volume

Detail

ℹ

Current (10/21) 18,116

Calls: 11,446 (63%)

Puts: 6,670 (37%)

Prior (10/20) 6,748

Calls: 2,827 (42%)

Puts: 3,921 (58%)

Current vs Prior +168.46%

Calls: +304.88% (Calls)

Puts: +70.11% (Puts)

Prior 7-Day Total 97,341

Calls: 52,574 (54%)

Puts: 44,767 (46%)

Prior 7-Day Average 13,905

Calls: 7,510 (54%)

Puts: 6,395 (46%)

Current vs Prior 7-Day Avg +30.28%

Calls: +52.40%

Puts: +4.30%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (10/21) $15.60M

Calls: $12.35M (79%)

Puts: $3.25M (21%)

Prior (10/20) $4.60M

Calls: $3.00M (65%)

Puts: $1.60M (35%)

Current vs Prior +238.72%

Calls: +311.07%

Puts: +102.89%

Prior 7-Day Total $87.09M

Calls: $54.91M (63%)

Puts: $32.18M (37%)

Prior 7-Day Average $12.44M

Calls: $7.84M (63%)

Puts: $4.60M (37%)

Current vs Prior 7-Day Avg +25.36%

Calls: +57.43%

Puts: -29.37%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (10/21) 0.58

Prior (10/20) 1.39

Current vs Prior -57.99%

Prior 7-Day Average 0.92

Current vs Prior 7-Day Avg -36.62%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (10/21) 108,379

Calls: 67,921 (63%)

Puts: 40,458 (37%)

Prior (10/20) 79,802

Calls: 49,245 (62%)

Puts: 30,557 (38%)

Current vs Prior +35.81%

Prior 7-Day Total 745,608

Calls: 455,909 (61%)

Puts: 289,699 (39%)

Prior 7-Day Average 106,515

Calls: 65,129 (61%)

Puts: 41,385 (39%)

Current vs Prior 7-Day Avg +1.75%

Sentiment BEARISH

Expected Move

Detail

ℹ

WKMO Expiry (10/23) | Next (10/30)Expiry (11/20) | Next (12/18)

Current 4.47% | 7.75%13.60% | 22.93%

Prior 4.89% | 7.87%12.97% | 23.05%

Current vs Prior -8.77% | -1.56%+4.86% | -0.52%

Prior 7-Day Avg 5.01% | 7.95%9.01% | 19.11%

Current vs 7-Day Avg -10.84% | -2.51%+51.02% | +20.03%

Prior 7-Day Eod 4.89% | 7.87%12.97% | 23.05%

Current vs 7-Day Eod -8.77% | -1.56%+4.86% | -0.52%

Sentiment BULLISHBEARISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 18.25% | 8.01%

Calls: 13.69% | 8.15%

Puts: 22.82% | 7.87%

Prior 18.25% | 8.01%

Calls: 13.69% | 8.15%

Puts: 22.82% | 7.87%

Current vs Prior +0.00% | +0.00%

Prior 7-Day Avg 18.25% | 8.01%

Calls: 13.69% | 8.15%

Puts: 22.82% | 7.87%

Current vs 7-Day Avg +0.00% | +0.00%

Liquidity Expensive

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🤖 AI Insights

Strong bullish conviction with 79% of dollar volume in calls ($12.35M) vs puts ($3.25M). Massive premium surge with dollar volume up 239% vs prior. Unusually high activity with volume up 168% vs prior - elevated interest. Bullish P/C ratio of 0.58.

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 BEARISH

7-Day Avg NEUTRAL

Current BULLISH

Prior BEARISH

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

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High Delta

⚖️

Ratio Spreads

🛡️

Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 28 of results (avg 7.9%, best 4.3%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$220.00	Nov 20	20.70	21.60	$21.15	4.3%	168	0.66	2.8K
$230.00	Nov 20	15.05	15.85	$15.45	5.2%	143	0.55	1.9K
$200.00	Nov 20	34.55	36.75	$35.65	6.2%	5	0.84	808
$190.00	Nov 20	42.95	45.75	$44.35	6.3%	2	0.90	--
$200.00	Oct 30	31.25	33.30	$32.28	6.4%	9	0.94	209

PUTS (4)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$240.00	Nov 20	18.25	19.15	$18.70	4.8%	33	0.56	205
$270.00	Oct 30	37.30	39.90	$38.60	6.7%	2	0.94	--
$230.00	Nov 20	12.65	13.65	$13.15	7.6%	82	0.45	166
$215.00	Nov 20	6.85	7.50	$7.18	9.1%	2	0.29	14

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. 81 found (avg delta 0.75, highest 0.99)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$190.00	Oct 23	40.50	43.60	$42.05	7.4%	12	0.99	--
$200.00	Oct 23	30.45	33.60	$32.03	9.8%	2	0.99	126
$202.50	Oct 23	27.95	30.90	$29.42	10.0%	6	0.98	21
$205.00	Oct 23	25.55	28.00	$26.78	9.1%	31	0.98	328
$190.00	Oct 30	40.05	43.70	$41.88	8.7%	10	0.98	--

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$270.00	Oct 30	37.30	39.90	$38.60	6.7%	2	0.94	--
$260.00	Oct 30	27.50	31.20	$29.35	12.6%	1	0.90	4
$245.00	Oct 30	15.60	18.00	$16.80	14.3%	2	0.72	6
$237.50	Oct 23	6.75	8.90	$7.83	27.5%	1	0.71	8
$240.00	Oct 30	12.05	14.00	$13.03	15.0%	1	0.64	--

Most actively traded options today. High liquidity = easy entry/exit. 224 active (total vol 13.4K, top 1.4K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$235.00	Oct 23	2.46	3.10	$2.78	23.0%	1.4K	0.38	225
$232.50	Oct 23	3.30	4.25	$3.78	25.1%	847	0.47	595
$237.50	Oct 23	1.59	2.47	$2.03	43.3%	575	0.30	136
$250.00	Oct 30	2.22	2.76	$2.49	21.7%	505	0.21	151
$230.00	Oct 23	4.70	5.50	$5.10	15.7%	445	0.56	519

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$200.00	Nov 20	3.00	3.60	$3.30	18.2%	594	0.16	1.9K
$190.00	Nov 20	1.72	2.09	$1.90	19.5%	367	0.10	1.6K
$195.00	Oct 30	0.19	0.56	$0.38	97.4%	316	0.04	64
$217.50	Oct 23	0.31	0.85	$0.58	93.1%	303	0.10	891
$217.50	Oct 30	2.53	3.35	$2.94	27.9%	294	0.23	--

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 12.2%, max 22.9%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$225.00	Oct 23	Nov 20	66.7%	54.2%	22.9%	346	491
$242.50	Oct 23	Oct 30	67.1%	56.6%	18.7%	101	312
$227.50	Oct 23	Nov 20	63.7%	54.8%	16.1%	190	216
$222.50	Oct 23	Nov 20	62.8%	54.5%	15.3%	84	219
$232.50	Oct 23	Nov 6	64.1%	57.6%	11.3%	850	595

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$227.50	Oct 23	Nov 20	63.7%	54.8%	16.1%	46	14
$222.50	Oct 23	Nov 20	62.8%	54.5%	15.3%	65	281
$235.00	Oct 23	Nov 20	64.5%	56.5%	14.1%	30	20
$225.00	Oct 23	Nov 27	66.7%	59.8%	11.5%	187	522
$232.50	Oct 23	Oct 30	64.1%	57.9%	10.8%	17	208

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 148 found (best R:R 3.00, avg 3.83)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$240.00	$245.00	Nov 20	$1.25	$3.75	$1.25	44%	3.00	$241.25
$270.00	$275.00	Nov 27	$0.30	$4.70	$0.30	23%	15.67	$270.30
$245.00	$250.00	Nov 27	$1.28	$3.72	$1.28	42%	2.91	$246.28
$250.00	$260.00	Nov 27	$2.63	$7.37	$2.63	38%	2.80	$252.63
$260.00	$270.00	Nov 20	$1.35	$8.65	$1.35	25%	6.41	$261.35

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$230.00	$227.50	Nov 20	$0.72	$1.78	$0.72	45%	2.47	$229.28
$237.50	$235.00	Oct 23	$1.38	$1.12	$1.38	71%	0.81	$236.12
$235.00	$232.50	Oct 23	$1.22	$1.28	$1.22	62%	1.05	$233.78
$212.50	$210.00	Oct 30	$0.17	$2.33	$0.17	16%	13.71	$212.33
$222.50	$220.00	Oct 23	$0.20	$2.30	$0.20	18%	11.50	$222.30

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 113 found (best R:R 0.34, avg 0.40)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$257.50	$260.00	Oct 23	$0.64	$0.64	$1.86	91%	0.34	$258.14
$260.00	$265.00	Nov 27	$1.84	$1.84	$3.16	69%	0.58	$261.84
$240.00	$245.00	Nov 27	$2.62	$2.62	$2.38	53%	1.10	$242.62
$235.00	$240.00	Nov 20	$2.65	$2.65	$2.35	50%	1.13	$237.65
$247.50	$250.00	Oct 30	$0.85	$0.85	$1.65	74%	0.52	$248.35

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$230.00	$225.00	Nov 13	$2.68	$2.68	$2.32	55%	1.16	$227.32
$222.50	$220.00	Nov 20	$1.35	$1.35	$1.15	63%	1.17	$221.15
$210.00	$205.00	Nov 27	$1.67	$1.67	$3.33	72%	0.50	$208.33
$207.50	$205.00	Oct 30	$0.62	$0.62	$1.88	87%	0.33	$206.88
$225.00	$220.00	Nov 27	$2.23	$2.23	$2.77	60%	0.81	$222.77

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $4.09, cheapest $4.00)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$230.00	Oct 23	Oct 30	$4.22	64.5%	57.9%
$227.50	Oct 23	Oct 30	$3.95	63.7%	57.1%
$232.50	Oct 23	Oct 30	$4.10	64.1%	57.9%
$235.00	Oct 23	Oct 30	$4.07	64.5%	58.4%
$237.50	Oct 23	Oct 30	$4.02	65.4%	59.7%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$230.00	Oct 23	Oct 30	$4.00	64.5%	57.9%
$227.50	Oct 23	Oct 30	$3.80	63.7%	57.1%
$232.50	Oct 23	Oct 30	$3.37	64.1%	57.9%
$235.00	Oct 23	Oct 30	$3.70	64.5%	58.4%
$240.00	Oct 30	Nov 20	$5.67	57.4%	54.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 54 found (cheapest 3.75% of stock, avg 10.08%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$230.00	Oct 23	$5.10	$3.58	$8.68	$221.32	$238.68	3.75%
$232.50	Oct 23	$3.78	$5.23	$9.01	$223.49	$241.51	3.89%
$235.00	Oct 23	$2.78	$6.45	$9.23	$225.77	$244.23	3.99%
$227.50	Oct 23	$6.75	$2.50	$9.25	$218.25	$236.75	4.00%
$237.50	Oct 23	$2.03	$7.83	$9.86	$227.64	$247.36	4.26%
$225.00	Oct 23	$8.40	$1.87	$10.27	$214.73	$235.27	4.44%
$222.50	Oct 23	$10.38	$1.08	$11.46	$211.04	$233.96	4.95%
$220.00	Oct 23	$12.50	$0.88	$13.38	$206.62	$233.38	5.78%
$217.50	Oct 23	$14.75	$0.58	$15.33	$202.17	$232.83	6.63%
$232.50	Oct 30	$7.88	$8.60	$16.48	$216.02	$248.98	7.12%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.82% of stock, avg 6.33%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$242.50	$220.00	Oct 23	$1.02	$0.88	$1.90	$218.10	$244.40
$242.50	$222.50	Oct 23	$1.02	$1.08	$2.10	$220.40	$244.60
$240.00	$220.00	Oct 23	$1.41	$0.88	$2.29	$217.71	$242.29
$240.00	$222.50	Oct 23	$1.41	$1.08	$2.49	$220.01	$242.49
$242.50	$225.00	Oct 23	$1.02	$1.87	$2.89	$222.11	$245.39
$240.00	$225.00	Oct 23	$1.41	$1.87	$3.28	$221.72	$243.28
$237.50	$220.00	Oct 23	$2.03	$0.88	$2.91	$217.09	$240.41
$237.50	$222.50	Oct 23	$2.03	$1.08	$3.11	$219.39	$240.61
$237.50	$225.00	Oct 23	$2.03	$1.87	$3.90	$221.10	$241.40
$242.50	$227.50	Oct 23	$1.02	$2.50	$3.52	$223.98	$246.02

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 213 found (best R:R 2.36, avg credit $1.39)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
205/210	260/265	Nov 27	$3.51	$1.49	42%	2.36	$206.49	$263.51
222/225	258/260	Oct 23	$1.43	$1.07	64%	1.34	$223.57	$258.93
205/208	248/250	Oct 30	$1.47	$1.03	61%	1.43	$206.03	$248.97
205/208	252/255	Oct 30	$1.27	$1.23	68%	1.03	$206.23	$253.77
210/212	258/260	Oct 23	$0.81	$1.69	85%	0.48	$211.69	$258.31
200/205	260/265	Nov 27	$3.15	$1.85	46%	1.70	$201.85	$263.15
215/218	258/260	Oct 23	$0.85	$1.65	81%	0.52	$216.65	$258.35
205/208	258/260	Oct 30	$1.04	$1.46	73%	0.71	$206.46	$258.54
218/220	258/260	Oct 23	$0.94	$1.56	77%	0.60	$219.06	$258.44
190/192	248/250	Oct 30	$1.08	$1.42	70%	0.76	$191.42	$248.58

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 88 found (best R:R 37.46, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$240.00	$245.00	$250.00	Nov 6	$0.13	$4.87	12%	37.46
$245.00	$250.00	$255.00	Nov 6	$0.20	$4.80	12%	24.00
$235.00	$237.50	$240.00	Oct 23	$0.13	$2.37	15%	18.23
$260.00	$265.00	$270.00	Oct 30	$0.11	$4.89	6%	44.45
$250.00	$255.00	$260.00	Nov 13	$0.20	$4.80	9%	24.00

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$220.00	$225.00	$230.00	Nov 27	$0.06	$4.94	9%	82.33
$232.50	$235.00	$237.50	Oct 23	$0.16	$2.34	17%	14.62
$215.00	$217.50	$220.00	Oct 23	$0.09	$2.41	8%	26.78
$205.00	$207.50	$210.00	Nov 13	$0.06	$2.44	5%	40.67
$215.00	$217.50	$220.00	Nov 6	$0.10	$2.40	6%	24.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 84 found (best net $-4.25, 81 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$260.00	$270.00	1:2	Nov 6	-$0.03	$9.97
$260.00	$270.00	1:2	Nov 13	-$0.56	$9.44
$245.00	$247.50	1:2	Oct 23	-$0.12	$2.38
$247.50	$250.00	1:2	Oct 23	-$0.09	$2.41
$265.00	$270.00	1:2	Oct 30	-$0.24	$4.76

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$260.00	$245.00	1:2	Oct 30	-$4.25	$10.75
$225.00	$222.50	1:2	Oct 23	-$0.29	$2.21
$212.50	$210.00	1:2	Oct 23	-$0.02	$2.48
$205.00	$200.00	1:2	Oct 30	-$0.27	$4.73
$217.50	$215.00	1:2	Oct 23	-$0.16	$2.34

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 53 found (best yield 5.58%, avg 2.05%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$240.00	Nov 27	$12.90	0.47	3.8%	5.58%	9.32%	6	17
$235.00	Nov 27	$14.90	0.51	1.6%	6.44%	8.03%	2	--
$245.00	Nov 27	$10.95	0.42	5.9%	4.73%	10.64%	2	--
$250.00	Nov 27	$9.35	0.38	8.1%	4.04%	12.11%	8	101
$260.00	Nov 27	$6.80	0.31	12.4%	2.94%	15.33%	2	--
$245.00	Nov 20	$8.85	0.39	5.9%	3.83%	9.74%	29	13
$240.00	Nov 20	$10.35	0.44	3.8%	4.47%	8.22%	154	1.5K
$235.00	Nov 20	$12.25	0.50	1.6%	5.30%	6.88%	56	6
$265.00	Nov 27	$5.15	0.26	14.6%	2.23%	16.78%	17	1
$270.00	Nov 27	$4.30	0.23	16.7%	1.86%	18.58%	17	4

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 11,446

Total Puts 6,670

Put/Call Ratio 0.58

Net Difference 4,776

Prior's Put/Call Breakdown

Total Calls 2,827

Total Puts 3,921

Put/Call Ratio 1.39

Net Difference -1,094

Prior 7-Day Put/Call Summary

Total Calls 52,574

Total Puts 44,767

Average Put/Call Ratio 0.92

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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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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