Tour v531
ZS
ZSCALER INC
$260.45 +2.08%
$259.50 (-0.37%)🌙
as of 10/26 07:05 PM
◀ 10/26 19:05 ▶

Option Volume

Detail
ℹ
Current (10/26) 16,501
Calls: 9,787 (59%)
Puts: 6,714 (41%)
Prior (10/23) 27,839
Calls: 20,039 (72%)
Puts: 7,800 (28%)
Current vs Prior -40.73%
Calls: -51.16% (Calls)
Puts: -13.92% (Puts)
Prior 7-Day Total 109,687
Calls: 67,750 (62%)
Puts: 41,937 (38%)
Prior 7-Day Average 15,669
Calls: 9,678 (62%)
Puts: 5,991 (38%)
Current vs Prior 7-Day Avg +5.31%
Calls: +1.12%
Puts: +12.07%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/26) $23.13M
Calls: $17.31M (75%)
Puts: $5.82M (25%)
Prior (10/23) $36.30M
Calls: $32.51M (90%)
Puts: $3.79M (10%)
Current vs Prior -36.29%
Calls: -46.75%
Puts: +53.40%
Prior 7-Day Total $103.62M
Calls: $78.89M (76%)
Puts: $24.73M (24%)
Prior 7-Day Average $14.80M
Calls: $11.27M (76%)
Puts: $3.53M (24%)
Current vs Prior 7-Day Avg +56.23%
Calls: +53.59%
Puts: +64.66%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/26) 0.69
Prior (10/23) 0.39
Current vs Prior +76.24%
Prior 7-Day Average 0.76
Current vs Prior 7-Day Avg -9.23%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/26) 115,318
Calls: 70,096 (61%)
Puts: 45,222 (39%)
Prior (10/23) 133,722
Calls: 82,059 (61%)
Puts: 51,663 (39%)
Current vs Prior -13.76%
Prior 7-Day Total 755,527
Calls: 465,130 (62%)
Puts: 290,397 (38%)
Prior 7-Day Average 107,932
Calls: 66,447 (62%)
Puts: 41,485 (38%)
Current vs Prior 7-Day Avg +6.84%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/30) | Next (11/06)Expiry (11/20) | Next (12/18)
Current 6.55% | 9.31%14.72% | 23.14%
Prior 7.83% | 10.56%14.73% | 23.84%
Current vs Prior -16.30% | -11.81%-0.08% | -2.95%
Prior 7-Day Avg 5.47% | 8.55%12.81% | 22.38%
Current vs 7-Day Avg +19.80% | +8.98%+14.91% | +3.36%
Prior 7-Day Eod 7.83% | 10.56%14.73% | 23.84%
Current vs 7-Day Eod -16.30% | -11.81%-0.08% | -2.95%
Sentiment BULLISHBULLISH

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

Moderately bullish flow with 75% call dollar volume ($17.31M). Dollar volume significantly above 7-day average (56% higher). Below-average activity with volume down 41% vs prior. Bullish P/C ratio of 0.69.

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 41 of results (avg 7.2%, best 2.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Nov 2052.5053.80$53.152.4%760.921.0K
$250.00Nov 2021.9523.00$22.484.7%1000.641.8K
$220.00Nov 2043.7045.80$44.754.7%1540.882.7K
$210.00Oct 3049.6552.10$50.884.8%10.99233
$255.00Nov 2019.0019.95$19.484.9%3280.59285
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Oct 307.207.55$7.384.7%430.508
$300.00Nov 2042.2044.95$43.586.3%300.81--
$270.00Nov 2020.5522.25$21.407.9%490.561
$300.00Nov 639.3042.65$40.978.2%10.94--
$260.00Nov 2014.8016.25$15.539.3%1620.4775

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. 91 found (avg delta 0.76, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Oct 3049.6552.10$50.884.8%10.99233
$215.00Oct 3043.9546.95$45.456.6%10.99--
$217.50Oct 3041.7044.65$43.186.8%30.99--
$220.00Oct 3039.7542.05$40.905.6%50.98955
$222.50Oct 3037.2040.50$38.858.5%10.98--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Oct 3028.7031.95$30.3310.7%100.96--
$300.00Nov 639.3042.65$40.978.2%10.94--
$280.00Oct 3019.2022.95$21.0817.8%80.8610
$285.00Nov 625.9029.30$27.6012.3%100.811
$300.00Nov 2042.2044.95$43.586.3%300.81--

Most actively traded options today. High liquidity = easy entry/exit. 226 active (total vol 10.2K, top 669)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Oct 303.804.20$4.0010.0%6690.32385
$270.00Nov 2011.9513.80$12.8814.4%4810.452.2K
$255.00Oct 309.7011.20$10.4514.4%4100.63387
$260.00Nov 2016.5017.35$16.935.0%3830.541.2K
$255.00Nov 2019.0019.95$19.484.9%3280.59285
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$225.00Oct 300.090.33$0.21114.3%3500.03138
$215.00Nov 60.450.96$0.7171.8%2800.05210
$260.00Nov 610.4011.65$11.0311.3%1990.467
$255.00Nov 2012.8014.60$13.7013.1%1650.426
$260.00Nov 2014.8016.25$15.539.3%1620.4775

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 9.5%, max 21.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$262.50Oct 30Nov 677.3%63.4%21.9%3438
$267.50Oct 30Nov 674.8%63.1%18.5%5438
$257.50Oct 30Nov 677.4%65.9%17.4%157158
$252.50Oct 30Nov 676.7%68.1%12.6%87257
$260.00Oct 30Dec 476.6%69.5%10.2%254357
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$265.00Oct 30Nov 676.1%63.2%20.4%218
$252.50Oct 30Nov 673.6%66.1%11.2%4545
$242.50Oct 30Nov 668.2%64.8%5.2%3518
$255.00Oct 30Dec 471.4%69.8%2.4%3884

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 145 found (best R:R 2.03, avg 3.74)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$275.00$290.00Dec 4$4.95$10.05$4.9546%2.03$279.95
$240.00$245.00Nov 20$2.57$2.43$2.5774%0.95$242.57
$235.00$245.00Dec 4$6.03$3.97$6.0372%0.66$241.03
$260.00$270.00Nov 20$4.05$5.95$4.0554%1.47$264.05
$285.00$290.00Nov 13$0.57$4.43$0.5728%7.77$285.57
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$270.00$265.00Oct 30$2.62$2.38$2.6269%0.91$267.38
$260.00$257.50Oct 30$0.55$1.95$0.5550%3.55$259.45
$260.00$255.00Nov 20$1.83$3.17$1.8347%1.73$258.17
$245.00$242.50Nov 6$0.27$2.23$0.2726%8.26$244.73
$240.00$235.00Nov 13$0.75$4.25$0.7524%5.67$239.25

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 110 found (best R:R 1.44, avg 0.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$285.00$287.50Oct 30$0.60$0.60$1.9087%0.32$285.60
$272.50$275.00Oct 30$0.87$0.87$1.6371%0.53$273.37
$295.00$297.50Nov 6$0.55$0.55$1.9585%0.28$295.55
$277.50$280.00Oct 30$0.64$0.64$1.8679%0.34$278.14
$295.00$300.00Oct 30$0.35$0.35$4.6594%0.08$295.35
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$255.00$250.00Nov 20$2.95$2.95$2.0558%1.44$252.05
$245.00$230.00Dec 4$5.30$5.30$9.7065%0.55$239.70
$225.00$220.00Dec 4$1.95$1.95$3.0577%0.64$223.05
$235.00$230.00Nov 20$1.73$1.73$3.2776%0.53$233.27
$250.00$245.00Nov 6$2.10$2.10$2.9067%0.72$247.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $3.71, cheapest $3.80)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$262.50Oct 30Nov 6$3.8077.3%63.4%
$265.00Oct 30Nov 6$3.8076.1%63.2%
$260.00Oct 30Nov 6$3.9876.6%63.9%
$267.50Oct 30Nov 6$3.7974.8%63.1%
$257.50Oct 30Nov 6$4.5677.4%65.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$257.50Oct 30Nov 6$2.9277.4%63.7%
$265.00Oct 30Nov 6$3.2776.1%63.2%
$260.00Oct 30Nov 6$3.6576.6%66.3%
$270.00Oct 30Nov 6$3.5874.9%64.8%
$252.50Oct 30Nov 6$3.2573.6%66.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 52 found (cheapest 5.91% of stock, avg 10.94%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$260.00Oct 30$8.00$7.38$15.38$244.62$275.385.91%
$257.50Oct 30$9.07$6.83$15.90$241.60$273.406.10%
$255.00Oct 30$10.45$5.48$15.93$239.07$270.936.12%
$262.50Oct 30$6.95$9.07$16.02$246.48$278.526.15%
$265.00Oct 30$5.80$10.53$16.33$248.67$281.336.27%
$252.50Oct 30$12.18$4.70$16.88$235.62$269.386.48%
$270.00Oct 30$4.00$13.15$17.15$252.85$287.156.58%
$250.00Oct 30$14.35$3.38$17.73$232.27$267.736.81%
$247.50Oct 30$16.15$2.57$18.72$228.78$266.227.19%
$275.00Oct 30$2.69$16.93$19.62$255.38$294.627.53%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 2.66% of stock, avg 7.67%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$272.50$250.00Oct 30$3.56$3.38$6.94$243.06$279.44
$270.00$250.00Oct 30$4.00$3.38$7.38$242.62$277.38
$272.50$252.50Oct 30$3.56$4.70$8.26$244.24$280.76
$267.50$250.00Oct 30$4.78$3.38$8.16$241.84$275.66
$270.00$252.50Oct 30$4.00$4.70$8.70$243.80$278.70
$267.50$252.50Oct 30$4.78$4.70$9.48$243.02$276.98
$272.50$255.00Oct 30$3.56$5.48$9.04$245.96$281.54
$270.00$255.00Oct 30$4.00$5.48$9.48$245.52$279.48
$265.00$250.00Oct 30$5.80$3.38$9.18$240.82$274.18
$267.50$255.00Oct 30$4.78$5.48$10.26$244.74$277.76

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 166 found (best R:R 3.31, avg credit $1.43)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
250/252285/288Oct 30$1.92$0.5852%3.31$250.58$286.92
238/240275/278Nov 6$2.08$0.4243%4.95$237.92$277.08
250/252272/275Oct 30$2.19$0.3137%7.06$250.31$274.69
250/252278/280Oct 30$1.96$0.5445%3.63$250.54$279.46
238/240280/282Nov 6$1.79$0.7150%2.52$238.21$281.79
238/240285/288Nov 6$1.64$0.8654%1.91$238.36$286.64
238/240278/280Nov 6$1.82$0.6847%2.68$238.18$279.32
242/245285/288Oct 30$1.23$1.2767%0.97$243.77$286.23
250/252280/282Oct 30$1.65$0.8549%1.94$250.85$281.65
248/250285/288Oct 30$1.41$1.0958%1.29$248.59$286.41

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 90 found (best R:R 18.23, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$260.00$270.00$280.00Nov 20$0.52$9.4818%18.23
$235.00$240.00$245.00Nov 13$0.07$4.939%70.43
$230.00$235.00$240.00Nov 13$0.07$4.938%70.43
$245.00$250.00$255.00Nov 13$0.18$4.8211%26.78
$260.00$265.00$270.00Nov 27$0.09$4.918%54.56
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$260.00$265.00$270.00Nov 6$0.16$4.8415%30.25
$210.00$220.00$230.00Nov 27$0.41$9.5911%23.39
$270.00$275.00$280.00Oct 30$0.37$4.6317%12.51
$245.00$250.00$255.00Dec 4$0.19$4.817%25.32
$227.50$230.00$232.50Oct 30$0.07$2.432%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. 81 found (best net $-1.50, 79 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$285.00$300.001:2Nov 27-$3.51$11.49
$285.00$287.501:2Oct 30-$0.11$2.39
$305.00$310.001:2Nov 6-$0.55$4.45
$292.50$295.001:2Oct 30-$0.45$2.05
$300.00$305.001:2Nov 6-$0.85$4.15
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$280.00$260.001:2Nov 13-$1.50$18.50
$285.00$272.501:2Nov 6-$8.80$3.70
$255.00$240.001:2Nov 27-$5.06$9.94
$220.00$217.501:2Oct 30-$0.03$2.47
$227.50$225.001:2Oct 30-$0.07$2.43

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 56 found (best yield 6.45%, avg 2.37%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$275.00Dec 4$16.800.465.6%6.45%12.04%11
$270.00Dec 4$18.650.493.7%7.16%10.83%14--
$265.00Dec 4$20.900.531.8%8.02%9.77%85
$290.00Dec 4$11.950.3711.3%4.59%15.93%51
$295.00Dec 4$10.700.3513.3%4.11%17.37%1--
$300.00Dec 4$9.400.3215.2%3.61%18.79%35
$310.00Dec 4$7.250.2719.0%2.78%21.81%3--
$275.00Nov 27$12.900.445.6%4.95%10.54%411
$270.00Nov 27$14.700.473.7%5.64%9.31%2--
$265.00Nov 27$16.650.511.8%6.39%8.14%1--

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 9,787
Total Puts 6,714
Put/Call Ratio 0.69
Net Difference 3,073

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 67,750
Total Puts 41,937
Average Put/Call Ratio 0.76
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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Chart Title

Price — Past 7 Days

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