Tour v531
ZS
ZSCALER INC
$255.80 -1.67%
$239.00 (-6.57%)🌙
as of 10/28 07:03 PM
◀ 10/28 19:03 ▶

Option Volume

Detail
ℹ
Current (10/28) 12,219
Calls: 5,900 (48%)
Puts: 6,319 (52%)
Prior (10/27) 10,208
Calls: 6,337 (62%)
Puts: 3,871 (38%)
Current vs Prior +19.70%
Calls: -6.90% (Calls)
Puts: +63.24% (Puts)
Prior 7-Day Total 107,204
Calls: 68,162 (64%)
Puts: 39,042 (36%)
Prior 7-Day Average 15,314
Calls: 9,737 (64%)
Puts: 5,577 (36%)
Current vs Prior 7-Day Avg -20.21%
Calls: -39.41%
Puts: +13.30%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/28) $22.83M
Calls: $11.81M (52%)
Puts: $11.02M (48%)
Prior (10/27) $16.45M
Calls: $12.70M (77%)
Puts: $3.75M (23%)
Current vs Prior +38.77%
Calls: -7.01%
Puts: +193.66%
Prior 7-Day Total $120.81M
Calls: $95.70M (79%)
Puts: $25.12M (21%)
Prior 7-Day Average $17.26M
Calls: $13.67M (79%)
Puts: $3.59M (21%)
Current vs Prior 7-Day Avg +32.25%
Calls: -13.64%
Puts: +207.12%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/28) 1.07
Prior (10/27) 0.61
Current vs Prior +75.33%
Prior 7-Day Average 0.69
Current vs Prior 7-Day Avg +54.73%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/28) 100,457
Calls: 65,908 (66%)
Puts: 34,549 (34%)
Prior (10/27) 109,677
Calls: 63,012 (57%)
Puts: 46,665 (43%)
Current vs Prior -8.41%
Prior 7-Day Total 754,653
Calls: 457,512 (61%)
Puts: 297,141 (39%)
Prior 7-Day Average 107,807
Calls: 65,358 (61%)
Puts: 42,448 (39%)
Current vs Prior 7-Day Avg -6.82%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/30) | Next (11/06)Expiry (11/20) | Next (12/18)
Current 5.12% | 8.45%12.89% | 22.56%
Prior 5.69% | 8.61%14.37% | 22.88%
Current vs Prior -9.98% | -1.89%-10.32% | -1.43%
Prior 7-Day Avg 5.51% | 8.63%13.98% | 23.19%
Current vs 7-Day Avg -7.12% | -2.10%-7.82% | -2.74%
Prior 7-Day Eod 5.69% | 8.61%14.37% | 22.88%
Current vs 7-Day Eod -9.98% | -1.89%-10.32% | -1.43%
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

Slightly bearish P/C ratio of 1.07. P/C ratio rising 75% - increased hedging/bearish positioning. Call-heavy open interest (65,908 calls vs 34,549 puts) suggests bullish positioning.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 23 of results (avg 7.6%, best 4.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Nov 645.1547.35$46.254.8%11.0451
$210.00Nov 2046.4549.25$47.855.9%100.98--
$205.00Nov 649.2552.45$50.856.3%11.03--
$215.00Oct 3039.1041.95$40.537.0%11.05488
$220.00Nov 2037.8040.60$39.207.1%160.932.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Nov 2046.4048.85$47.635.1%21.0050
$280.00Nov 2030.0031.70$30.855.5%1961.0012
$290.00Oct 3033.4536.10$34.787.6%11.00--
$295.00Nov 638.2041.40$39.808.0%21.00--
$290.00Nov 2036.6039.90$38.258.6%41.0020

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. 115 found (avg delta 0.89, highest 1.06)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Oct 3034.3537.00$35.677.4%901.06946
$222.50Oct 3031.8534.50$33.178.0%91.06353
$215.00Oct 3039.1041.95$40.537.0%11.05488
$225.00Oct 3028.9032.00$30.4510.2%11.05--
$230.00Oct 3024.3528.00$26.1813.9%131.04340
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Oct 300.631.10$0.8754.0%2911.00332
$242.50Oct 300.861.93$1.4076.4%1251.00109
$245.00Oct 301.132.37$1.7570.9%1471.00147
$247.50Oct 301.932.98$2.4642.7%411.0042
$250.00Oct 302.693.60$3.1528.9%3331.00459

Most actively traded options today. High liquidity = easy entry/exit. 214 active (total vol 8.7K, top 497)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$275.00Oct 300.541.43$0.9989.9%3830.14980
$270.00Nov 208.7510.90$9.8221.9%2840.422.1K
$260.00Nov 2012.5514.95$13.7517.5%2770.521.5K
$280.00Nov 2710.8014.85$12.8331.6%2710.4011
$255.00Nov 2014.7516.70$15.7312.4%2571.00459
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Oct 307.059.50$8.2829.6%4971.0078
$260.00Nov 611.3513.35$12.3516.2%4651.00148
$250.00Oct 302.693.60$3.1528.9%3331.00459
$240.00Oct 300.631.10$0.8754.0%2911.00332
$245.00Nov 2713.6017.85$15.7327.0%2810.471

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 7 strikes (avg 22.1%, max 41.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$267.50Oct 30Nov 688.6%62.8%41.0%33110
$257.50Oct 30Nov 1380.5%61.1%31.9%16232
$262.50Oct 30Nov 680.8%64.0%26.3%9098
$272.50Oct 30Nov 681.8%66.5%23.1%2059
$270.00Oct 30Dec 484.3%73.1%15.3%261807
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$237.50Oct 30Nov 1357.0%52.4%8.8%2660

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 139 found (best R:R 0.66, avg 4.10)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$240.00$250.00Nov 13$6.18$3.82$6.1879%0.62$246.18
$230.00$245.00Dec 4$8.53$6.47$8.5378%0.76$238.53
$250.00$255.00Nov 13$2.60$2.40$2.60100%0.92$252.60
$250.00$255.00Nov 6$2.65$2.35$2.65100%0.89$252.65
$235.00$250.00Nov 27$8.55$6.45$8.5575%0.75$243.55
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$267.50$260.00Nov 6$4.53$2.97$4.53100%0.66$262.97
$270.00$260.00Nov 20$6.40$3.60$6.40100%0.56$263.60
$245.00$242.50Oct 30$0.35$2.15$0.35100%6.14$244.65
$242.50$240.00Oct 30$0.53$1.97$0.53100%3.72$241.97
$255.00$250.00Nov 20$2.25$2.75$2.25100%1.22$252.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 102 found (best R:R 0.64, avg 0.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$300.00$305.00Nov 6$0.76$0.76$4.2490%0.18$300.76
$257.50$260.00Oct 30$1.47$1.47$1.0352%1.43$258.97
$287.50$290.00Oct 30$0.30$0.30$2.2093%0.14$287.80
$267.50$270.00Oct 30$0.72$0.72$1.7874%0.40$268.22
$277.50$280.00Oct 30$0.30$0.30$2.2090%0.14$277.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$220.00$215.00Nov 27$1.96$1.96$3.0476%0.64$218.04
$210.00$205.00Oct 30$0.90$0.90$4.1093%0.22$209.10
$212.50$210.00Nov 6$0.84$0.84$1.6691%0.51$211.66
$250.00$225.00Dec 4$10.15$10.15$14.8548%0.68$239.85
$222.50$220.00Nov 6$0.72$0.72$1.7887%0.40$221.78

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $4.60, cheapest $4.16)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$262.50Oct 30Nov 6$4.1680.8%64.0%
$257.50Oct 30Nov 6$4.5880.5%65.0%
$260.00Oct 30Nov 6$5.0573.7%65.5%
PUTS (0)
No puts found

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 45 found (cheapest 4.49% of stock, avg 10.06%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$252.50Oct 30$7.40$4.08$11.48$241.02$263.984.49%
$255.00Oct 30$6.50$5.00$11.50$243.50$266.504.50%
$257.50Oct 30$4.90$6.60$11.50$246.00$269.004.50%
$260.00Oct 30$3.43$8.28$11.71$248.29$271.714.58%
$250.00Oct 30$8.90$3.15$12.05$237.95$262.054.71%
$262.50Oct 30$3.09$9.35$12.44$250.06$274.944.86%
$245.00Oct 30$12.63$1.75$14.38$230.62$259.385.62%
$240.00Oct 30$16.27$0.87$17.14$222.86$257.146.70%
$270.00Oct 30$1.54$15.68$17.22$252.78$287.226.73%
$255.00Nov 6$10.43$9.38$19.81$235.19$274.817.74%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 129 found (cheapest 1.13% of stock, avg 4.94%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$267.50$237.50Oct 30$2.26$0.63$2.89$234.61$270.39
$267.50$235.00Oct 30$2.26$0.43$2.69$232.31$270.19
$265.00$237.50Oct 30$2.28$0.63$2.91$234.59$267.91
$267.50$232.50Oct 30$2.26$0.32$2.58$229.92$270.08
$267.50$230.00Oct 30$2.26$0.26$2.52$227.48$270.02
$265.00$235.00Oct 30$2.28$0.43$2.71$232.29$267.71
$265.00$230.00Oct 30$2.28$0.26$2.54$227.46$267.54
$265.00$232.50Oct 30$2.28$0.32$2.60$229.90$267.60
$267.50$210.00Oct 30$2.26$1.00$3.26$206.74$270.76
$265.00$210.00Oct 30$2.28$1.00$3.28$206.72$268.28

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 90 found (best R:R 1.50, avg credit $1.52)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
210/212278/280Nov 6$1.50$1.0067%1.50$211.00$279.00
210/212272/275Nov 6$1.64$0.8661%1.91$210.86$274.14
205/210288/290Oct 30$1.20$3.8086%0.32$208.80$288.70
205/210290/295Oct 30$1.01$3.9989%0.25$208.99$291.01
220/222278/280Nov 6$1.38$1.1263%1.23$221.12$278.88
220/222272/275Nov 6$1.52$0.9857%1.55$220.98$274.02
215/220295/300Nov 27$3.16$1.8445%1.72$216.84$298.16
210/212280/282Nov 6$1.13$1.3770%0.82$211.37$281.13
228/230278/280Nov 6$1.49$1.0155%1.48$228.51$278.99
205/210280/285Oct 30$1.02$3.9887%0.26$208.98$281.02

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 72 found (best R:R 7.62, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$255.00$257.50$260.00Oct 30$0.13$2.3760%18.23
$270.00$280.00$290.00Nov 20$0.28$9.7218%34.71
$255.00$257.50$260.00Nov 13$0.24$2.2649%9.42
$270.00$275.00$280.00Nov 13$0.08$4.9210%61.50
$225.00$230.00$235.00Nov 27$0.07$4.937%70.43
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$237.50$240.00$242.50Oct 30$0.29$2.2179%7.62
$260.00$270.00$280.00Nov 20$0.82$9.1823%11.20
$240.00$245.00$250.00Nov 20$0.45$4.5530%10.11
$225.00$230.00$235.00Nov 27$0.06$4.949%82.33
$240.00$242.50$245.00Nov 6$0.82$1.6858%2.05

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 72 found (best net $-3.02, 65 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$287.50$300.001:2Nov 13-$1.47$11.03
$280.00$290.001:2Nov 20-$2.13$7.87
$277.50$280.001:2Oct 30-$0.04$2.46
$280.00$285.001:2Oct 30-$0.10$4.90
$290.00$295.001:2Oct 30-$0.02$4.98
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$270.00$262.501:2Oct 30-$3.02$4.48
$285.00$265.001:2Nov 27-$12.78$7.22
$242.50$240.001:2Oct 30-$0.34$2.16
$247.50$245.001:2Oct 30-$1.04$1.46
$245.00$242.501:2Oct 30-$1.05$1.45

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 52 found (best yield 6.33%, avg 2.36%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$270.00Dec 4$16.200.495.5%6.33%11.88%517
$260.00Dec 4$20.500.561.6%8.01%9.66%4--
$275.00Dec 4$14.150.457.5%5.53%13.04%2--
$265.00Dec 4$17.800.523.6%6.96%10.56%1--
$285.00Dec 4$11.000.3911.4%4.30%15.72%45
$275.00Nov 27$12.700.447.5%4.96%12.47%1--
$285.00Nov 27$9.900.3711.4%3.87%15.29%11556
$270.00Nov 27$13.950.475.5%5.45%11.00%4--
$280.00Nov 27$10.800.409.5%4.22%13.68%27111
$260.00Nov 27$18.050.551.6%7.06%8.70%758

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 5,900
Total Puts 6,319
Put/Call Ratio 1.07
Net Difference -419

Prior's Put/Call Breakdown

Total Calls 6,337
Total Puts 3,871
Put/Call Ratio 0.61
Net Difference 2,466

Prior 7-Day Put/Call Summary

Total Calls 68,162
Total Puts 39,042
Average Put/Call Ratio 0.69
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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