Tour v531
ZS
ZSCALER INC
$237.76 +2.78%
$237.70 (-0.03%)🌙
as of 10/22 07:06 PM
◀ 10/22 19:06 ▶

Option Volume

Detail
ℹ
Current (10/22) 16,782
Calls: 11,232 (67%)
Puts: 5,550 (33%)
Prior (10/21) 18,116
Calls: 11,446 (63%)
Puts: 6,670 (37%)
Current vs Prior -7.36%
Calls: -1.87% (Calls)
Puts: -16.79% (Puts)
Prior 7-Day Total 97,862
Calls: 52,567 (54%)
Puts: 45,295 (46%)
Prior 7-Day Average 13,980
Calls: 7,509 (54%)
Puts: 6,470 (46%)
Current vs Prior 7-Day Avg +20.04%
Calls: +49.57%
Puts: -14.23%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/22) $16.75M
Calls: $13.75M (82%)
Puts: $2.99M (18%)
Prior (10/21) $15.60M
Calls: $12.35M (79%)
Puts: $3.25M (21%)
Current vs Prior +7.38%
Calls: +11.37%
Puts: -7.81%
Prior 7-Day Total $89.24M
Calls: $55.54M (62%)
Puts: $33.70M (38%)
Prior 7-Day Average $12.75M
Calls: $7.93M (62%)
Puts: $4.81M (38%)
Current vs Prior 7-Day Avg +31.36%
Calls: +73.35%
Puts: -37.83%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/22) 0.49
Prior (10/21) 0.58
Current vs Prior -15.21%
Prior 7-Day Average 0.93
Current vs Prior 7-Day Avg -46.64%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/22) 122,072
Calls: 73,644 (60%)
Puts: 48,428 (40%)
Prior (10/21) 108,379
Calls: 67,921 (63%)
Puts: 40,458 (37%)
Current vs Prior +12.63%
Prior 7-Day Total 727,791
Calls: 445,234 (61%)
Puts: 282,557 (39%)
Prior 7-Day Average 103,970
Calls: 63,604 (61%)
Puts: 40,365 (39%)
Current vs Prior 7-Day Avg +17.41%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/23) | Next (10/30)Expiry (11/20) | Next (12/18)
Current 3.41% | 7.77%14.25% | 23.35%
Prior 4.47% | 7.75%13.60% | 22.93%
Current vs Prior -23.71% | +0.28%+4.75% | +1.83%
Prior 7-Day Avg 5.24% | 8.15%10.04% | 20.07%
Current vs 7-Day Avg -35.02% | -4.64%+41.87% | +16.32%
Prior 7-Day Eod 4.47% | 7.75%13.60% | 22.93%
Current vs 7-Day Eod -23.71% | +0.28%+4.75% | +1.83%
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
+
Add Card

🤖 AI Insights

Strong bullish conviction with 82% of dollar volume in calls ($13.75M) vs puts ($2.99M). Extreme bullish P/C ratio of 0.49 - heavy call buying (11,232 calls vs 5,550 puts). Call-heavy open interest (73,644 calls vs 48,428 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 33 of results (avg 8.0%, best 4.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$195.00Nov 1344.1546.30$45.224.8%20.90--
$217.50Oct 2319.7521.05$20.406.4%160.93--
$220.00Oct 3019.7521.05$20.406.4%610.80987
$210.00Nov 2031.7033.80$32.756.4%460.791.0K
$195.00Oct 2341.1043.85$42.486.5%21.00--
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$285.00Oct 3046.2549.25$47.756.3%140.95--
$275.00Oct 3036.5539.60$38.088.0%20.93--
$270.00Oct 3031.8534.90$33.389.1%30.912
$260.00Nov 2027.8530.70$29.289.7%420.68--

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. 88 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$195.00Oct 2341.1043.85$42.486.5%21.00--
$200.00Oct 2336.1038.80$37.457.2%11.00--
$202.50Oct 2333.4536.75$35.109.4%11.00--
$205.00Oct 2330.8533.85$32.359.3%31.00300
$207.50Oct 2328.5031.35$29.939.5%51.0023
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$285.00Oct 3046.2549.25$47.756.3%140.95--
$275.00Oct 3036.5539.60$38.088.0%20.93--
$252.50Oct 2313.8516.40$15.1316.9%10.91--
$270.00Oct 3031.8534.90$33.389.1%30.912
$250.00Oct 2311.5513.80$12.6817.7%480.89--

Most actively traded options today. High liquidity = easy entry/exit. 222 active (total vol 11.5K, top 923)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$245.00Oct 231.001.20$1.1018.2%9230.22296
$235.00Oct 234.505.15$4.8313.5%8040.621.0K
$240.00Oct 231.982.92$2.4538.4%7140.40459
$250.00Nov 209.3511.85$10.6023.6%4640.411.7K
$250.00Oct 303.504.40$3.9522.8%4300.30565
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$222.50Oct 301.824.25$3.0479.9%4480.2389
$220.00Oct 230.050.40$0.23152.2%3720.05308
$220.00Oct 301.663.80$2.7378.4%3360.20146
$240.00Oct 308.4011.25$9.8229.0%2130.5314
$235.00Oct 231.683.05$2.3658.1%2110.3820

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 11 strikes (avg 14.4%, max 21.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$245.00Oct 23Nov 2777.6%64.2%21.0%927296
$237.50Oct 23Nov 670.8%60.0%17.9%169599
$240.00Oct 23Nov 2775.1%64.6%16.3%723475
$232.50Oct 23Nov 668.0%60.3%12.8%58985
$242.50Oct 23Oct 3071.9%64.6%11.2%91335
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$230.00Oct 23Nov 2776.2%62.6%21.6%75118
$240.00Oct 23Nov 2775.1%64.6%16.3%3597
$232.50Oct 23Oct 3068.0%61.5%10.6%36315
$235.00Oct 23Dec 476.0%68.9%10.4%21620

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 137 found (best R:R 0.57, avg 4.99)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$200.00$230.00Dec 4$19.05$10.95$19.0580%0.57$219.05
$235.00$270.00Dec 4$13.00$22.00$13.0057%1.69$248.00
$240.00$245.00Nov 13$1.39$3.61$1.3950%2.60$241.39
$260.00$270.00Nov 20$1.97$8.03$1.9732%4.08$261.97
$230.00$235.00Dec 4$2.30$2.70$2.3060%1.17$232.30
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$237.50$235.00Oct 30$0.82$1.68$0.8248%2.05$236.68
$212.50$210.00Nov 20$0.25$2.25$0.2522%9.00$212.25
$225.00$220.00Nov 20$1.27$3.73$1.2734%2.94$223.73
$225.00$222.50Nov 6$0.48$2.02$0.4830%4.21$224.52
$232.50$230.00Oct 23$0.28$2.22$0.2825%7.93$232.22

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 104 found (best R:R 0.64, avg 0.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$252.50$255.00Oct 30$1.03$1.03$1.4773%0.70$253.53
$257.50$260.00Oct 30$0.80$0.80$1.7079%0.47$258.30
$242.50$245.00Oct 30$1.33$1.33$1.1757%1.14$243.83
$240.00$245.00Nov 6$2.45$2.45$2.5550%0.96$242.45
$270.00$280.00Nov 6$1.15$1.15$8.8584%0.13$271.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$235.00$200.00Dec 4$13.70$13.70$21.3057%0.64$221.30
$225.00$215.00Nov 27$3.70$3.70$6.3065%0.59$221.30
$230.00$225.00Nov 13$2.30$2.30$2.7062%0.85$227.70
$210.00$207.50Nov 20$0.95$0.95$1.5579%0.61$209.05
$220.00$217.50Nov 20$1.15$1.15$1.3571%0.85$218.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $5.28, cheapest $5.08)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$240.00Oct 23Oct 30$5.0875.1%62.6%
$235.00Oct 23Oct 30$5.6076.0%64.0%
$237.50Oct 23Oct 30$5.2770.8%61.0%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$240.00Oct 23Oct 30$5.1075.1%62.6%
$235.00Oct 23Oct 30$5.3476.0%64.0%
$237.50Oct 23Oct 30$5.2870.8%61.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 49 found (cheapest 2.78% of stock, avg 9.68%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$237.50Oct 23$3.38$3.24$6.62$230.88$244.122.78%
$235.00Oct 23$4.83$2.36$7.19$227.81$242.193.02%
$240.00Oct 23$2.45$4.72$7.17$232.83$247.173.02%
$232.50Oct 23$6.35$1.21$7.56$224.94$240.063.18%
$245.00Oct 23$1.10$8.50$9.60$235.40$254.604.04%
$230.00Oct 23$9.00$0.93$9.93$220.07$239.934.18%
$247.50Oct 23$0.65$10.52$11.17$236.33$258.674.70%
$227.50Oct 23$10.90$0.54$11.44$216.06$238.944.81%
$225.00Oct 23$12.85$0.31$13.16$211.84$238.165.53%
$250.00Oct 23$0.50$12.68$13.18$236.82$263.185.54%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 158 found (cheapest 0.44% of stock, avg 6.62%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$250.00$227.50Oct 23$0.50$0.54$1.04$226.46$251.04
$247.50$227.50Oct 23$0.65$0.54$1.19$226.31$248.69
$250.00$230.00Oct 23$0.50$0.93$1.43$228.57$251.43
$247.50$230.00Oct 23$0.65$0.93$1.58$228.42$249.08
$245.00$227.50Oct 23$1.10$0.54$1.64$225.86$246.64
$250.00$232.50Oct 23$0.50$1.21$1.71$230.79$251.71
$247.50$232.50Oct 23$0.65$1.21$1.86$230.64$249.36
$245.00$230.00Oct 23$1.10$0.93$2.03$227.97$247.03
$245.00$232.50Oct 23$1.10$1.21$2.31$230.19$247.31
$242.50$227.50Oct 23$1.49$0.54$2.03$225.47$244.53

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 160 found (best R:R 1.07, avg credit $1.39)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
205/208252/255Oct 30$1.29$1.2165%1.07$206.21$253.79
225/228252/255Oct 30$1.83$0.6743%2.73$225.67$254.33
192/195252/255Oct 30$1.14$1.3670%0.84$193.86$253.64
195/198252/255Oct 30$1.16$1.3469%0.87$196.34$253.66
205/208258/260Oct 30$1.06$1.4471%0.74$206.44$258.56
225/228258/260Oct 30$1.60$0.9049%1.78$225.90$259.10
192/195258/260Oct 30$0.91$1.5976%0.57$194.09$258.41
195/198258/260Oct 30$0.93$1.5775%0.59$196.57$258.43
208/210252/255Oct 30$1.19$1.3164%0.91$208.81$253.69
208/210258/260Oct 30$0.96$1.5470%0.62$209.04$258.46

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 78 found (best R:R 30.25, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$260.00$270.00$280.00Nov 20$0.32$9.6813%30.25
$232.50$235.00$237.50Oct 23$0.07$2.4324%34.71
$255.00$260.00$265.00Nov 6$0.06$4.9410%82.33
$235.00$240.00$245.00Nov 20$0.10$4.9010%49.00
$225.00$227.50$230.00Oct 23$0.05$2.4511%49.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$250.00$260.00$270.00Oct 30$0.78$9.2221%11.82
$240.00$250.00$260.00Oct 30$1.67$8.3330%4.99
$230.00$235.00$240.00Nov 20$0.21$4.7910%22.81
$245.00$247.50$250.00Oct 23$0.14$2.3611%16.86
$225.00$227.50$230.00Oct 23$0.16$2.3411%14.63

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 $-7.90, 75 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$200.00$230.001:2Dec 4-$7.90$22.10
$270.00$280.001:2Nov 6-$0.01$9.99
$240.00$242.501:2Oct 23-$0.53$1.97
$245.00$247.501:2Oct 23-$0.20$2.30
$255.00$260.001:2Oct 23$0.00$5.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$260.00$240.001:2Nov 20-$3.68$16.32
$250.00$240.001:2Oct 30-$3.34$6.66
$245.00$240.001:2Oct 23-$0.94$4.06
$235.00$232.501:2Oct 23-$0.06$2.44
$205.00$197.501:2Nov 6-$0.16$7.34

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 54 found (best yield 4.21%, avg 2.27%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$270.00Dec 4$10.000.3413.6%4.21%17.77%4--
$275.00Dec 4$8.800.3215.7%3.70%19.36%1--
$280.00Dec 4$7.700.2917.8%3.24%21.00%1--
$285.00Dec 4$6.750.2719.9%2.84%22.71%1--
$245.00Nov 27$13.950.483.0%5.87%8.91%4--
$250.00Nov 27$12.000.445.2%5.05%10.20%7102
$240.00Nov 27$16.150.520.9%6.79%7.73%916
$255.00Nov 27$10.300.407.2%4.33%11.58%126
$260.00Nov 27$8.600.369.3%3.62%12.97%229
$240.00Nov 20$14.350.510.9%6.04%6.98%681.5K

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 11,232
Total Puts 5,550
Put/Call Ratio 0.49
Net Difference 5,682

Prior's Put/Call Breakdown

Total Calls 11,446
Total Puts 6,670
Put/Call Ratio 0.58
Net Difference 4,776

Prior 7-Day Put/Call Summary

Total Calls 52,567
Total Puts 45,295
Average Put/Call Ratio 0.93
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All