ZS - Options Database

ZSCALER INC

$260.15 -0.12%

$259.43 (-0.28%)🌙

as of 10/27 07:04 PM

(10/26 19:05) ◀

Tuesday, October 27, 2026 (7:04pm)

▶ (10/28 19:03)

◀ 10/27 19:04 ▶

Option Volume

Detail

ℹ

Current (10/27) 10,208

Calls: 6,337 (62%)

Puts: 3,871 (38%)

Prior (10/26) 16,501

Calls: 9,787 (59%)

Puts: 6,714 (41%)

Current vs Prior -38.14%

Calls: -35.25% (Calls)

Puts: -42.34% (Puts)

Prior 7-Day Total 117,483

Calls: 72,961 (62%)

Puts: 44,522 (38%)

Prior 7-Day Average 16,783

Calls: 10,423 (62%)

Puts: 6,360 (38%)

Current vs Prior 7-Day Avg -39.18%

Calls: -39.20%

Puts: -39.14%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (10/27) $16.45M

Calls: $12.70M (77%)

Puts: $3.75M (23%)

Prior (10/26) $23.13M

Calls: $17.31M (75%)

Puts: $5.82M (25%)

Current vs Prior -28.88%

Calls: -26.66%

Puts: -35.49%

Prior 7-Day Total $118.84M

Calls: $90.74M (76%)

Puts: $28.11M (24%)

Prior 7-Day Average $16.98M

Calls: $12.96M (76%)

Puts: $4.02M (24%)

Current vs Prior 7-Day Avg -3.12%

Calls: -2.06%

Puts: -6.54%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (10/27) 0.61

Prior (10/26) 0.69

Current vs Prior -10.96%

Prior 7-Day Average 0.72

Current vs Prior 7-Day Avg -15.72%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (10/27) 109,677

Calls: 63,012 (57%)

Puts: 46,665 (43%)

Prior (10/26) 115,318

Calls: 70,096 (61%)

Puts: 45,222 (39%)

Current vs Prior -4.89%

Prior 7-Day Total 765,184

Calls: 467,676 (61%)

Puts: 297,508 (39%)

Prior 7-Day Average 109,312

Calls: 66,810 (61%)

Puts: 42,501 (39%)

Current vs Prior 7-Day Avg +0.33%

Sentiment BEARISH

Expected Move

Detail

ℹ

WKMO Expiry (10/30) | Next (11/06)Expiry (11/20) | Next (12/18)

Current 5.69% | 8.61%14.37% | 22.88%

Prior 6.55% | 9.31%14.72% | 23.14%

Current vs Prior -13.20% | -7.56%-2.37% | -1.10%

Prior 7-Day Avg 5.78% | 8.79%14.28% | 23.37%

Current vs 7-Day Avg -1.53% | -2.03%+0.62% | -2.09%

Prior 7-Day Eod 6.55% | 9.31%14.72% | 23.14%

Current vs 7-Day Eod -13.20% | -7.56%-2.37% | -1.10%

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

Strong bullish conviction with 77% of dollar volume in calls ($12.70M) vs puts ($3.75M). Bullish P/C ratio of 0.61.

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

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Tightest Spreads

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Best Value <$1

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High Delta

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Ratio Spreads

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Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 42 of results (avg 7.3%, best 4.1%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$210.00	Nov 20	51.45	53.60	$52.53	4.1%	43	0.93	--
$220.00	Oct 30	39.50	41.20	$40.35	4.2%	114	1.00	953
$270.00	Nov 20	11.60	12.10	$11.85	4.2%	228	0.44	2.1K
$215.00	Nov 6	45.00	46.95	$45.98	4.2%	4	0.96	37
$212.50	Nov 20	49.20	51.75	$50.48	5.1%	6	0.92	64

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$300.00	Nov 20	42.00	44.45	$43.23	5.7%	21	0.80	30
$280.00	Nov 20	26.45	28.35	$27.40	6.9%	4	0.66	10
$302.50	Oct 30	40.60	43.95	$42.28	7.9%	36	1.00	--
$290.00	Nov 20	33.50	36.30	$34.90	8.0%	20	0.74	--
$297.50	Oct 30	35.65	38.75	$37.20	8.3%	1	1.00	--

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. 87 found (avg delta 0.77, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$220.00	Oct 30	39.50	41.20	$40.35	4.2%	114	1.00	953
$215.00	Oct 30	43.85	47.10	$45.48	7.1%	2	1.00	490
$210.00	Oct 30	48.80	52.05	$50.43	6.4%	3	0.99	--
$225.00	Oct 30	34.40	37.10	$35.75	7.6%	7	0.98	--
$227.50	Oct 30	31.45	34.65	$33.05	9.7%	2	0.97	118

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$290.00	Oct 30	28.30	31.70	$30.00	11.3%	11	1.00	10
$297.50	Oct 30	35.65	38.75	$37.20	8.3%	1	1.00	--
$300.00	Oct 30	38.15	41.50	$39.83	8.4%	52	1.00	1
$302.50	Oct 30	40.60	43.95	$42.28	7.9%	36	1.00	--
$275.00	Oct 30	15.00	17.70	$16.35	16.5%	40	0.83	30

Most actively traded options today. High liquidity = easy entry/exit. 222 active (total vol 6.5K, top 426)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$265.00	Oct 30	4.00	5.70	$4.85	35.1%	426	0.42	576
$275.00	Oct 30	1.63	2.21	$1.92	30.2%	355	0.21	835
$280.00	Nov 20	7.75	10.00	$8.88	25.3%	294	0.35	496
$270.00	Oct 30	2.80	3.20	$3.00	13.3%	266	0.30	736
$270.00	Nov 20	11.60	12.10	$11.85	4.2%	228	0.44	2.1K

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$250.00	Oct 30	2.36	2.70	$2.53	13.4%	218	0.25	416
$260.00	Nov 20	14.25	15.90	$15.08	10.9%	175	0.47	168
$245.00	Oct 30	0.93	1.56	$1.25	50.4%	105	0.15	116
$255.00	Oct 30	3.80	4.35	$4.07	13.5%	101	0.35	98
$250.00	Nov 20	10.10	11.25	$10.68	10.8%	99	0.36	62

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 18 strikes (avg 11.3%, max 23.5%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$255.00	Oct 30	Nov 20	71.9%	58.2%	23.5%	97	708
$252.50	Oct 30	Nov 6	71.4%	59.7%	19.7%	81	255
$257.50	Oct 30	Nov 6	70.9%	59.6%	18.9%	102	222
$277.50	Oct 30	Nov 6	76.6%	65.3%	17.4%	19	23
$272.50	Oct 30	Nov 6	70.1%	63.4%	10.5%	37	37

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$247.50	Oct 30	Nov 13	71.1%	58.4%	21.7%	18	28
$252.50	Oct 30	Nov 6	71.4%	59.7%	19.7%	22	78
$270.00	Oct 30	Nov 20	70.1%	59.5%	17.8%	47	49
$265.00	Oct 30	Nov 27	72.2%	65.5%	10.2%	64	19
$262.50	Oct 30	Nov 13	68.7%	62.4%	10.1%	6	10

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 143 found (best R:R 1.05, avg 4.19)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$250.00	$260.00	Dec 4	$4.87	$5.13	$4.87	62%	1.05	$254.87
$270.00	$280.00	Nov 20	$2.97	$7.03	$2.97	44%	2.37	$272.97
$260.00	$270.00	Dec 4	$4.38	$5.62	$4.38	55%	1.28	$264.38
$285.00	$295.00	Dec 4	$2.85	$7.15	$2.85	40%	2.51	$287.85
$280.00	$285.00	Dec 4	$1.35	$3.65	$1.35	43%	2.70	$281.35

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$252.50	$250.00	Nov 6	$0.52	$1.98	$0.52	37%	3.81	$251.98
$262.50	$260.00	Nov 6	$0.92	$1.58	$0.92	52%	1.72	$261.58
$242.50	$240.00	Nov 13	$0.32	$2.18	$0.32	26%	6.81	$242.18
$247.50	$245.00	Nov 13	$0.53	$1.97	$0.53	33%	3.72	$246.97
$265.00	$262.50	Oct 30	$1.18	$1.32	$1.18	60%	1.12	$263.82

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 107 found (best R:R 0.45, avg 0.40)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$270.00	$275.00	Nov 13	$2.28	$2.28	$2.72	59%	0.84	$272.28
$277.50	$280.00	Oct 30	$0.61	$0.61	$1.89	81%	0.32	$278.11
$267.50	$270.00	Nov 6	$1.15	$1.15	$1.35	58%	0.85	$268.65
$280.00	$282.50	Nov 6	$0.77	$0.77	$1.73	73%	0.45	$280.77
$265.00	$267.50	Oct 30	$1.10	$1.10	$1.40	58%	0.79	$266.10

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$235.00	$220.00	Dec 4	$4.67	$4.67	$10.33	71%	0.45	$230.33
$240.00	$225.00	Nov 27	$4.42	$4.42	$10.58	70%	0.42	$235.58
$245.00	$242.50	Nov 13	$1.60	$1.60	$0.90	70%	1.78	$243.40
$250.00	$240.00	Dec 4	$4.35	$4.35	$5.65	62%	0.77	$245.65
$215.00	$210.00	Dec 4	$1.48	$1.48	$3.52	83%	0.42	$213.52

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 13 found (avg debit $4.15, cheapest $3.95)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$257.50	Oct 30	Nov 6	$4.10	70.9%	59.6%
$255.00	Oct 30	Nov 6	$3.90	71.9%	60.7%
$265.00	Oct 30	Nov 6	$3.63	72.2%	62.6%
$260.00	Oct 30	Nov 6	$3.83	70.4%	61.9%
$270.00	Oct 30	Nov 6	$3.88	70.1%	64.2%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$257.50	Oct 30	Nov 6	$3.95	70.9%	59.6%
$255.00	Oct 30	Nov 6	$3.91	71.9%	60.7%
$265.00	Oct 30	Nov 13	$6.55	72.2%	61.7%
$260.00	Oct 30	Nov 6	$4.47	70.4%	61.9%
$262.50	Oct 30	Nov 6	$3.77	68.7%	63.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 48 found (cheapest 5.07% of stock, avg 10.30%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$257.50	Oct 30	$8.18	$5.00	$13.18	$244.32	$270.68	5.07%
$260.00	Oct 30	$7.05	$6.13	$13.18	$246.82	$273.18	5.07%
$262.50	Oct 30	$5.58	$7.75	$13.33	$249.17	$275.83	5.12%
$255.00	Oct 30	$9.73	$4.07	$13.80	$241.20	$268.80	5.30%
$265.00	Oct 30	$4.85	$8.93	$13.78	$251.22	$278.78	5.30%
$252.50	Oct 30	$11.18	$3.17	$14.35	$238.15	$266.85	5.52%
$270.00	Oct 30	$3.00	$12.63	$15.63	$254.37	$285.63	6.01%
$250.00	Oct 30	$13.18	$2.53	$15.71	$234.29	$265.71	6.04%
$247.50	Oct 30	$14.75	$1.83	$16.58	$230.92	$264.08	6.37%
$245.00	Oct 30	$16.95	$1.25	$18.20	$226.80	$263.20	7.00%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 141 found (cheapest 1.88% of stock, avg 7.27%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$272.50	$250.00	Oct 30	$2.37	$2.53	$4.90	$245.10	$277.40
$272.50	$252.50	Oct 30	$2.37	$3.17	$5.54	$246.96	$278.04
$270.00	$250.00	Oct 30	$3.00	$2.53	$5.53	$244.47	$275.53
$270.00	$252.50	Oct 30	$3.00	$3.17	$6.17	$246.33	$276.17
$267.50	$250.00	Oct 30	$3.75	$2.53	$6.28	$243.72	$273.78
$272.50	$255.00	Oct 30	$2.37	$4.07	$6.44	$248.56	$278.94
$267.50	$252.50	Oct 30	$3.75	$3.17	$6.92	$245.58	$274.42
$270.00	$255.00	Oct 30	$3.00	$4.07	$7.07	$247.93	$277.07
$267.50	$255.00	Oct 30	$3.75	$4.07	$7.82	$247.18	$275.32
$272.50	$257.50	Oct 30	$2.37	$5.00	$7.37	$250.13	$279.87

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 176 found (best R:R 0.87, avg credit $1.34)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
240/242	278/280	Oct 30	$1.16	$1.34	68%	0.87	$241.34	$278.66
220/222	278/280	Oct 30	$0.88	$1.62	78%	0.54	$221.62	$278.38
245/248	278/280	Oct 30	$1.19	$1.31	61%	0.91	$246.31	$278.69
210/212	280/282	Nov 6	$1.02	$1.48	68%	0.69	$211.48	$281.02
248/250	278/280	Oct 30	$1.31	$1.19	56%	1.10	$248.69	$278.81
238/240	280/282	Nov 6	$1.38	$1.12	53%	1.23	$238.62	$281.38
240/242	288/290	Oct 30	$0.72	$1.78	79%	0.40	$241.78	$288.22
220/222	288/290	Oct 30	$0.44	$2.06	89%	0.21	$222.06	$287.94
210/212	285/288	Nov 6	$0.81	$1.69	74%	0.48	$211.69	$285.81
210/215	295/300	Dec 4	$2.73	$2.27	48%	1.20	$212.27	$297.73

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 74 found (best R:R 36.04, cheapest $0.06)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$225.00	$235.00	$245.00	Nov 13	$0.27	$9.73	18%	36.04
$270.00	$280.00	$290.00	Nov 20	$0.34	$9.66	17%	28.41
$250.00	$260.00	$270.00	Dec 4	$0.49	$9.51	13%	19.41
$290.00	$300.00	$310.00	Nov 20	$0.50	$9.50	12%	19.00
$250.00	$255.00	$260.00	Nov 13	$0.27	$4.73	12%	17.52

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$260.00	$270.00	$280.00	Nov 20	$0.52	$9.48	19%	18.23
$245.00	$247.50	$250.00	Oct 30	$0.12	$2.38	10%	19.83
$235.00	$237.50	$240.00	Oct 30	$0.06	$2.44	4%	40.67
$250.00	$255.00	$260.00	Dec 4	$0.19	$4.81	7%	25.32
$230.00	$232.50	$235.00	Nov 6	$0.07	$2.43	4%	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. 87 found (best net $-8.47, 86 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$210.00	$245.00	1:2	Dec 4	-$8.47	$26.53
$280.00	$295.00	1:2	Nov 27	-$3.83	$11.17
$290.00	$297.50	1:2	Nov 6	-$0.49	$7.01
$280.00	$285.00	1:2	Oct 30	-$0.22	$4.78
$290.00	$300.00	1:2	Nov 13	-$1.51	$8.49

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$290.00	$275.00	1:2	Oct 30	-$2.70	$12.30
$265.00	$245.00	1:2	Nov 27	-$3.03	$16.97
$240.00	$225.00	1:2	Nov 27	-$1.61	$13.39
$285.00	$272.50	1:2	Nov 6	-$8.28	$4.22
$272.50	$262.50	1:2	Nov 6	-$5.19	$4.81

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 52 found (best yield 6.46%, avg 2.22%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$275.00	Dec 4	$16.80	0.46	5.7%	6.46%	12.17%	25	2
$270.00	Dec 4	$18.80	0.49	3.8%	7.23%	11.01%	7	14
$280.00	Dec 4	$15.05	0.43	7.6%	5.79%	13.42%	16	--
$285.00	Dec 4	$13.40	0.40	9.6%	5.15%	14.70%	4	2
$295.00	Dec 4	$10.55	0.34	13.4%	4.06%	17.45%	1	2
$300.00	Dec 4	$9.25	0.32	15.3%	3.56%	18.87%	3	--
$270.00	Nov 27	$14.20	0.46	3.8%	5.46%	9.24%	2	96
$280.00	Nov 27	$10.75	0.39	7.6%	4.13%	11.76%	8	4
$265.00	Nov 27	$16.05	0.50	1.9%	6.17%	8.03%	23	11
$295.00	Nov 27	$6.15	0.29	13.4%	2.36%	15.76%	2	9

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 6,337

Total Puts 3,871

Put/Call Ratio 0.61

Net Difference 2,466

Prior's Put/Call Breakdown

Total Calls 9,787

Total Puts 6,714

Put/Call Ratio 0.69

Net Difference 3,073

Prior 7-Day Put/Call Summary

Total Calls 72,961

Total Puts 44,522

Average Put/Call Ratio 0.72

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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