Tour v531
ZS
ZSCALER INC
$255.15 +7.31%
$254.70 (-0.18%)🌙
as of 10/23 07:04 PM
◀ 10/23 19:04 ▶

Option Volume

Detail
ℹ
Current (10/23) 27,839
Calls: 20,039 (72%)
Puts: 7,800 (28%)
Prior (10/22) 16,782
Calls: 11,232 (67%)
Puts: 5,550 (33%)
Current vs Prior +65.89%
Calls: +78.41% (Calls)
Puts: +40.54% (Puts)
Prior 7-Day Total 98,926
Calls: 55,950 (57%)
Puts: 42,976 (43%)
Prior 7-Day Average 14,132
Calls: 7,992 (57%)
Puts: 6,139 (43%)
Current vs Prior 7-Day Avg +96.99%
Calls: +150.71%
Puts: +27.05%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/23) $36.30M
Calls: $32.51M (90%)
Puts: $3.79M (10%)
Prior (10/22) $16.75M
Calls: $13.75M (82%)
Puts: $2.99M (18%)
Current vs Prior +116.75%
Calls: +136.35%
Puts: +26.69%
Prior 7-Day Total $91.12M
Calls: $60.56M (66%)
Puts: $30.56M (34%)
Prior 7-Day Average $13.02M
Calls: $8.65M (66%)
Puts: $4.37M (34%)
Current vs Prior 7-Day Avg +178.86%
Calls: +275.75%
Puts: -13.14%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/23) 0.39
Prior (10/22) 0.49
Current vs Prior -21.23%
Prior 7-Day Average 0.85
Current vs Prior 7-Day Avg -54.40%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/23) 133,722
Calls: 82,059 (61%)
Puts: 51,663 (39%)
Prior (10/22) 122,072
Calls: 73,644 (60%)
Puts: 48,428 (40%)
Current vs Prior +9.54%
Prior 7-Day Total 731,547
Calls: 451,644 (62%)
Puts: 279,903 (38%)
Prior 7-Day Average 104,506
Calls: 64,520 (62%)
Puts: 39,986 (38%)
Current vs Prior 7-Day Avg +27.96%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/23) | Next (10/30)Expiry (11/20) | Next (12/18)
Current 1.39% | 7.83%14.73% | 23.84%
Prior 3.41% | 7.77%14.25% | 23.35%
Current vs Prior +129.85% | +35.97%+3.36% | +2.10%
Prior 7-Day Avg 5.04% | 8.18%11.39% | 21.21%
Current vs 7-Day Avg +55.29% | +29.05%+29.28% | +12.40%
Prior 7-Day Eod 3.41% | 7.77%14.25% | 23.35%
Current vs 7-Day Eod +129.85% | +35.97%+3.36% | +2.10%
Sentiment BEARISHBEARISH

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 90% of dollar volume in calls ($32.51M) vs puts ($3.79M). Massive premium surge with dollar volume up 117% vs prior. Dollar volume significantly above 7-day average (179% higher). Above-average activity with volume up 66% vs prior.

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 62 of results (avg 7.7%, best 3.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Nov 2011.3511.80$11.583.9%6080.402.4K
$205.00Oct 2348.9051.00$49.954.2%150.94210
$220.00Nov 2038.9040.95$39.925.1%1280.822.7K
$210.00Nov 2046.7549.40$48.085.5%140.871.0K
$210.00Nov 644.6047.35$45.986.0%210.9362
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$275.00Oct 3021.7523.10$22.436.0%100.791
$300.00Oct 3043.8546.95$45.406.8%10.95--
$280.00Nov 628.2530.80$29.538.6%30.76--
$280.00Nov 1330.0032.85$31.439.1%10.71--
$270.00Nov 2025.0527.55$26.309.5%10.60--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.93, cheapest $0.93)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Oct 300.851.01$0.9317.2%270.0916
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 118 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$215.00Oct 2338.3041.00$39.656.8%311.00233
$220.00Oct 2333.3035.95$34.637.7%311.00681
$230.00Oct 2323.3026.25$24.7811.9%561.00517
$237.50Oct 2315.8518.40$17.1314.9%1761.00601
$205.00Oct 3048.5551.60$50.086.1%311.00322
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$257.50Oct 231.414.20$2.8199.3%21.00--
$300.00Oct 3043.8546.95$45.406.8%10.95--
$280.00Oct 2323.6526.55$25.1011.6%10.90--
$272.50Oct 2315.9519.05$17.5017.7%10.88--
$280.00Oct 3025.7528.45$27.1010.0%100.85--

Most actively traded options today. High liquidity = easy entry/exit. 281 active (total vol 21.2K, top 1.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$255.00Oct 230.500.95$0.7361.6%1.2K0.59569
$250.00Oct 234.355.60$4.9725.2%1.1K0.96370
$245.00Oct 238.3511.15$9.7528.7%9230.95670
$250.00Oct 3010.3012.60$11.4520.1%7760.60797
$275.00Oct 302.472.83$2.6513.6%7550.2155
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Oct 300.480.62$0.5525.5%5630.05372
$250.00Oct 306.257.00$6.6311.3%4190.409
$210.00Oct 300.040.40$0.22163.6%3340.021.1K
$250.00Oct 230.000.10$0.05200.0%2790.0416
$240.00Oct 302.803.50$3.1522.2%2170.23205

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 1 strikes (avg 2.5%, max 2.5%)

CALLS (0)
No calls found
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$260.00Oct 30Nov 2064.7%63.1%2.5%3947

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 165 found (best R:R 0.92, avg 3.83)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$217.50$220.00Nov 13$1.30$1.20$1.3086%0.92$218.80
$260.00$270.00Nov 20$3.50$6.50$3.5048%1.86$263.50
$255.00$260.00Nov 13$1.68$3.32$1.6852%1.98$256.68
$255.00$260.00Dec 4$1.93$3.07$1.9355%1.59$256.93
$230.00$235.00Dec 4$2.75$2.25$2.7571%0.82$232.75
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$250.00$247.50Oct 30$0.23$2.27$0.2340%9.87$249.77
$210.00$205.00Nov 27$0.21$4.79$0.2115%22.81$209.79
$240.00$237.50Oct 30$0.18$2.32$0.1823%12.89$239.82
$230.00$225.00Nov 13$0.71$4.29$0.7123%6.04$229.29
$255.00$252.50Oct 30$0.90$1.60$0.9049%1.78$254.10

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 124 found (best R:R 0.47, avg 0.45)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$260.00$265.00Nov 13$2.67$2.67$2.3353%1.15$262.67
$290.00$295.00Nov 13$1.35$1.35$3.6578%0.37$291.35
$257.50$260.00Oct 30$1.45$1.45$1.0553%1.38$258.95
$277.50$280.00Nov 6$0.92$0.92$1.5873%0.58$278.42
$265.00$267.50Oct 30$1.07$1.07$1.4365%0.75$266.07
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$235.00$210.00Dec 4$8.05$8.05$16.9568%0.47$226.95
$215.00$210.00Nov 27$1.80$1.80$3.2081%0.56$213.20
$232.50$230.00Oct 23$1.06$1.06$1.4489%0.74$231.44
$242.50$240.00Oct 30$1.55$1.55$0.9571%1.63$240.95
$247.50$245.00Oct 30$1.70$1.70$0.8064%2.13$245.80

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $5.46, cheapest $3.12)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$262.50Oct 30Nov 6$3.1267.9%64.6%
$255.00Oct 23Oct 30$8.5762.9%67.8%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$262.50Oct 30Nov 6$3.4067.9%64.6%
$260.00Oct 30Nov 6$3.2564.7%66.0%
$255.00Oct 23Oct 30$8.9862.9%67.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 70 found (cheapest 0.46% of stock, avg 10.74%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$255.00Oct 23$0.73$0.45$1.18$253.82$256.180.46%
$252.50Oct 23$2.42$0.20$2.62$249.88$255.121.03%
$257.50Oct 23$0.03$2.81$2.84$254.66$260.341.11%
$250.00Oct 23$4.97$0.05$5.02$244.98$255.021.97%
$247.50Oct 23$7.57$0.15$7.72$239.78$255.223.03%
$245.00Oct 23$9.75$0.13$9.88$235.12$254.883.87%
$242.50Oct 23$12.45$0.28$12.73$229.77$255.234.99%
$240.00Oct 23$15.23$0.01$15.24$224.76$255.245.97%
$237.50Oct 23$17.13$0.01$17.14$220.36$254.646.72%
$250.00Oct 30$11.45$6.63$18.08$231.92$268.087.09%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 160 found (cheapest 0.09% of stock, avg 8.09%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$257.50$252.50Oct 23$0.03$0.20$0.23$252.27$257.73
$257.50$242.50Oct 23$0.03$0.28$0.31$242.19$257.81
$257.50$210.00Oct 23$0.03$1.07$1.10$208.90$258.60
$257.50$212.50Oct 23$0.03$1.07$1.10$211.40$258.60
$257.50$232.50Oct 23$0.03$1.07$1.10$231.40$258.60
$280.00$252.50Oct 23$1.07$0.20$1.27$251.23$281.27
$280.00$242.50Oct 23$1.07$0.28$1.35$241.15$281.35
$280.00$232.50Oct 23$1.07$1.07$2.14$230.36$282.14
$280.00$212.50Oct 23$1.07$1.07$2.14$210.36$282.14
$280.00$210.00Oct 23$1.07$1.07$2.14$207.86$282.14

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 208 found (best R:R 11.50, avg credit $1.59)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
240/242268/270Oct 30$2.30$0.2041%11.50$240.20$269.80
210/215295/300Nov 27$2.92$2.0855%1.40$212.08$297.92
230/232278/280Nov 6$1.89$0.6151%3.10$230.61$279.39
230/235290/295Nov 13$3.00$2.0050%1.50$232.00$293.00
235/238265/268Oct 30$1.87$0.6344%2.97$235.63$266.87
225/228278/280Nov 6$1.53$0.9755%1.58$225.97$279.03
210/212278/280Nov 6$1.23$1.2765%0.97$211.27$278.73
220/222265/268Oct 30$1.40$1.1057%1.27$221.10$266.40
205/208278/280Nov 6$1.15$1.3567%0.85$206.35$278.65
222/225290/295Nov 13$2.42$2.5858%0.94$222.58$292.42

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 127 found (best R:R 44.45, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$260.00$270.00$280.00Nov 20$0.22$9.7816%44.45
$252.50$255.00$257.50Oct 23$0.99$1.5180%1.53
$255.00$257.50$260.00Oct 23$0.70$1.8057%2.57
$280.00$290.00$300.00Nov 20$0.44$9.5612%21.73
$245.00$250.00$255.00Nov 20$0.11$4.899%44.45
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$250.00$252.50$255.00Oct 23$0.10$2.4053%24.00
$240.00$245.00$250.00Nov 13$0.12$4.8810%40.67
$225.00$230.00$235.00Nov 27$0.08$4.927%61.50
$235.00$240.00$245.00Dec 4$0.08$4.926%61.50
$245.00$247.50$250.00Nov 6$0.07$2.436%34.71

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 88 found (best net $-8.80, 73 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$290.00$295.001:2Oct 30-$0.09$4.91
$260.00$265.001:2Oct 23-$0.05$4.95
$257.50$260.001:2Oct 23-$0.03$2.47
$275.00$280.001:2Oct 30-$0.77$4.23
$270.00$275.001:2Oct 23-$0.01$4.99
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$300.00$280.001:2Oct 30-$8.80$11.20
$247.50$245.001:2Oct 23-$0.11$2.39
$240.00$237.501:2Oct 23-$0.01$2.49
$230.00$227.501:2Oct 23-$0.01$2.49
$220.00$215.001:2Nov 6-$0.45$4.55

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 52 found (best yield 8.72%, avg 2.84%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$260.00Dec 4$22.250.521.9%8.72%10.62%123--
$270.00Dec 4$17.500.465.8%6.86%12.68%34
$265.00Dec 4$19.300.493.9%7.56%11.42%5--
$280.00Dec 4$14.050.409.7%5.51%15.25%2951
$285.00Dec 4$12.550.3711.7%4.92%16.62%1--
$290.00Dec 4$11.250.3413.7%4.41%18.07%1--
$295.00Dec 4$10.000.3215.6%3.92%19.54%1--
$300.00Dec 4$8.800.3017.6%3.45%21.03%7--
$260.00Nov 27$17.500.501.9%6.86%8.76%7--
$270.00Nov 27$13.100.435.8%5.13%10.95%9124

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 20,039
Total Puts 7,800
Put/Call Ratio 0.39
Net Difference 12,239

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 55,950
Total Puts 42,976
Average Put/Call Ratio 0.85
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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