Tour v531
ZS
ZSCALER INC
$247.82 -3.12%
$241.50 (-2.55%)🌙
as of 10/29 07:05 PM
◀ 10/29 19:05 ▶

Option Volume

Detail
ℹ
Current (10/29) 14,930
Calls: 8,154 (55%)
Puts: 6,776 (45%)
Prior (10/28) 12,219
Calls: 5,900 (48%)
Puts: 6,319 (52%)
Current vs Prior +22.19%
Calls: +38.20% (Calls)
Puts: +7.23% (Puts)
Prior 7-Day Total 108,413
Calls: 67,568 (62%)
Puts: 40,845 (38%)
Prior 7-Day Average 15,487
Calls: 9,652 (62%)
Puts: 5,835 (38%)
Current vs Prior 7-Day Avg -3.60%
Calls: -15.53%
Puts: +16.13%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/29) $20.47M
Calls: $13.36M (65%)
Puts: $7.11M (35%)
Prior (10/28) $22.83M
Calls: $11.81M (52%)
Puts: $11.02M (48%)
Current vs Prior -10.31%
Calls: +13.16%
Puts: -35.46%
Prior 7-Day Total $135.65M
Calls: $103.43M (76%)
Puts: $32.22M (24%)
Prior 7-Day Average $19.38M
Calls: $14.78M (76%)
Puts: $4.60M (24%)
Current vs Prior 7-Day Avg +5.65%
Calls: -9.58%
Puts: +54.51%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/29) 0.83
Prior (10/28) 1.07
Current vs Prior -22.41%
Prior 7-Day Average 0.75
Current vs Prior 7-Day Avg +11.42%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (10/29) 101,885
Calls: 63,565 (62%)
Puts: 38,320 (38%)
Prior (10/28) 100,457
Calls: 65,908 (66%)
Puts: 34,549 (34%)
Current vs Prior +1.42%
Prior 7-Day Total 769,427
Calls: 471,885 (61%)
Puts: 297,542 (39%)
Prior 7-Day Average 109,918
Calls: 67,412 (61%)
Puts: 42,506 (39%)
Current vs Prior 7-Day Avg -7.31%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/30) | Next (11/06)Expiry (11/20) | Next (12/18)
Current 3.50% | 7.90%13.09% | 23.17%
Prior 5.12% | 8.45%12.89% | 22.56%
Current vs Prior -31.61% | -6.48%+1.56% | +2.74%
Prior 7-Day Avg 5.42% | 8.62%13.93% | 23.11%
Current vs 7-Day Avg -35.42% | -8.31%-6.07% | +0.29%
Prior 7-Day Eod 5.12% | 8.45%12.89% | 22.56%
Current vs 7-Day Eod -31.61% | -6.48%+1.56% | +2.74%
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
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🤖 AI Insights

Moderately bullish flow with 65% call dollar volume ($13.36M). P/C ratio dropping 22% - sentiment shifting bullish. Call-heavy open interest (63,565 calls vs 38,320 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 NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
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 40 of results (avg 7.6%, best 4.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Oct 3046.5049.05$47.785.3%40.97182
$200.00Dec 452.3055.20$53.755.4%30.866
$200.00Nov 1347.4550.20$48.835.6%50.969
$205.00Oct 3041.5043.95$42.735.7%10.94--
$200.00Nov 2048.2551.20$49.735.9%50.94786
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Nov 2035.3036.75$36.034.0%390.81149
$295.00Dec 453.2056.15$54.685.4%10.76--
$270.00Nov 2027.3529.15$28.256.4%20.7183
$285.00Nov 2742.6046.15$44.388.0%10.74--
$280.00Oct 3031.0033.80$32.408.6%211.00--

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. 104 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$215.00Oct 3031.5034.05$32.787.8%51.00--
$220.00Oct 3027.1029.35$28.238.0%11.00--
$212.50Oct 3034.0036.55$35.287.2%280.99208
$210.00Oct 3036.5039.30$37.907.4%40.99--
$217.50Oct 3029.3531.55$30.457.2%10.99--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$255.00Oct 307.109.30$8.2026.8%881.00205
$257.50Oct 309.4511.90$10.6822.9%161.00164
$260.00Oct 3011.2514.25$12.7523.5%31.00442
$262.50Oct 3013.6016.15$14.8817.1%21.0054
$265.00Oct 3016.0018.95$17.4816.9%21.0028

Most actively traded options today. High liquidity = easy entry/exit. 245 active (total vol 11.2K, top 926)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Oct 300.420.61$0.5236.5%9260.11396
$275.00Oct 300.000.06$0.03200.0%6600.011.1K
$250.00Oct 302.003.10$2.5543.1%5360.41849
$255.00Nov 2011.1012.80$11.9514.2%3050.46368
$252.50Oct 301.402.15$1.7842.1%2970.31201
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Oct 304.205.45$4.8325.9%6540.75287
$245.00Oct 302.092.65$2.3723.6%3430.42160
$240.00Oct 300.791.59$1.1967.2%3200.22341
$205.00Nov 201.602.35$1.9837.9%3100.1047
$230.00Nov 205.758.00$6.8832.7%2450.28238

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 10 strikes (avg 20.0%, max 51.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$257.50Oct 30Nov 1381.8%62.7%30.5%79227
$242.50Oct 30Nov 1378.1%61.2%27.7%7577
$252.50Oct 30Nov 674.5%64.3%16.0%311245
$240.00Oct 30Dec 1180.6%70.5%14.3%66287
$247.50Oct 30Nov 664.6%59.0%9.5%235337
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$237.50Oct 30Nov 1393.5%61.7%51.6%6758
$242.50Oct 30Nov 1378.1%61.2%27.7%224178
$240.00Oct 30Nov 2780.6%73.9%9.1%538360
$247.50Oct 30Nov 1364.6%60.2%7.4%3060

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 157 found (best R:R 0.60, avg 3.71)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$215.00$235.00Dec 4$12.47$7.53$12.4777%0.60$227.47
$255.00$290.00Dec 11$11.20$23.80$11.2051%2.12$266.20
$240.00$255.00Dec 11$6.85$8.15$6.8561%1.19$246.85
$270.00$290.00Dec 4$5.73$14.27$5.7341%2.49$275.73
$250.00$255.00Nov 27$1.77$3.23$1.7753%1.82$251.77
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$255.00$252.50Oct 30$1.50$1.00$1.50100%0.67$253.50
$247.50$245.00Nov 6$0.73$1.77$0.7350%2.42$246.77
$255.00$252.50Nov 6$1.13$1.37$1.1363%1.21$253.87
$250.00$247.50Oct 30$1.41$1.09$1.4175%0.77$248.59
$245.00$242.50Oct 30$0.59$1.91$0.5942%3.24$244.41

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 112 found (best R:R 0.57, avg 0.38)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$265.00$267.50Nov 6$0.81$0.81$1.6974%0.48$265.81
$262.50$265.00Oct 30$0.27$0.27$2.2391%0.12$262.77
$280.00$285.00Nov 13$0.86$0.86$4.1482%0.21$280.86
$265.00$270.00Nov 13$1.50$1.50$3.5068%0.43$266.50
$255.00$260.00Nov 27$2.45$2.45$2.5551%0.96$257.45
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$245.00$200.00Dec 11$16.30$16.30$28.7056%0.57$228.70
$215.00$200.00Dec 4$4.30$4.30$10.7076%0.40$210.70
$245.00$225.00Dec 4$8.75$8.75$11.2556%0.78$236.25
$225.00$215.00Nov 27$3.82$3.82$6.1871%0.62$221.18
$215.00$210.00Nov 27$1.65$1.65$3.3578%0.49$213.35

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $5.15, cheapest $5.02)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$252.50Oct 30Nov 6$5.3774.5%64.3%
$250.00Oct 30Nov 6$5.7372.6%64.8%
$245.00Oct 30Nov 6$5.4870.2%62.8%
$247.50Oct 30Nov 6$5.5064.6%59.0%
$237.50Nov 6Nov 13$3.2563.6%61.7%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$242.50Oct 30Nov 6$5.0278.1%62.8%
$245.00Oct 30Nov 6$5.5870.2%62.8%
$247.50Oct 30Nov 6$5.2664.6%59.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 61 found (cheapest 2.93% of stock, avg 10.20%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$247.50Oct 30$3.85$3.42$7.27$240.23$254.772.93%
$250.00Oct 30$2.55$4.83$7.38$242.62$257.382.98%
$245.00Oct 30$5.20$2.37$7.57$237.43$252.573.05%
$252.50Oct 30$1.78$6.70$8.48$244.02$260.983.42%
$242.50Oct 30$6.98$1.78$8.76$233.74$251.263.53%
$255.00Oct 30$1.29$8.20$9.49$245.51$264.493.83%
$240.00Oct 30$8.78$1.19$9.97$230.03$249.974.02%
$257.50Oct 30$0.92$10.68$11.60$245.90$269.104.68%
$260.00Oct 30$0.52$12.75$13.27$246.73$273.275.35%
$235.00Oct 30$13.30$0.53$13.83$221.17$248.835.58%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 142 found (cheapest 0.42% of stock, avg 7.17%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$260.00$235.00Oct 30$0.52$0.53$1.05$233.95$261.05
$257.50$235.00Oct 30$0.92$0.53$1.45$233.55$258.95
$260.00$237.50Oct 30$0.52$1.10$1.62$235.88$261.62
$260.00$240.00Oct 30$0.52$1.19$1.71$238.29$261.71
$257.50$237.50Oct 30$0.92$1.10$2.02$235.48$259.52
$255.00$235.00Oct 30$1.29$0.53$1.82$233.18$256.82
$257.50$240.00Oct 30$0.92$1.19$2.11$237.89$259.61
$255.00$240.00Oct 30$1.29$1.19$2.48$237.52$257.48
$255.00$237.50Oct 30$1.29$1.10$2.39$235.11$257.39
$260.00$242.50Oct 30$0.52$1.78$2.30$240.20$262.30

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 179 found (best R:R 1.02, avg credit $1.35)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
210/212265/268Nov 6$1.26$1.2467%1.02$211.24$266.26
232/235265/268Nov 6$1.65$0.8546%1.94$233.35$266.65
210/215290/295Nov 27$2.62$2.3853%1.10$212.38$292.62
210/215275/280Nov 27$3.05$1.9544%1.56$211.95$278.05
210/212270/272Nov 6$0.89$1.6174%0.55$211.61$270.89
200/202265/268Nov 6$0.95$1.5571%0.61$201.55$265.95
210/212268/270Nov 6$0.92$1.5871%0.58$211.58$268.42
235/238262/265Oct 30$0.84$1.6673%0.51$236.66$263.34
228/230265/268Nov 6$1.33$1.1753%1.14$228.67$266.33
220/222262/265Oct 30$0.43$2.0788%0.21$222.07$262.93

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 97 found (best R:R 12.16, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$260.00$270.00$280.00Nov 20$0.76$9.2418%12.16
$240.00$245.00$250.00Nov 27$0.10$4.908%49.00
$220.00$225.00$230.00Nov 6$0.15$4.859%32.33
$270.00$275.00$280.00Nov 27$0.10$4.907%49.00
$252.50$255.00$257.50Oct 30$0.12$2.3814%19.83
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$230.00$235.00$240.00Nov 20$0.13$4.8711%37.46
$245.00$247.50$250.00Oct 30$0.36$2.1432%5.94
$230.00$235.00$240.00Nov 27$0.13$4.878%37.46
$250.00$255.00$260.00Nov 20$0.22$4.7811%21.73
$235.00$240.00$245.00Nov 27$0.15$4.858%32.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 86 found (best net $-3.88, 74 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$270.00$290.001:2Dec 4-$3.52$16.48
$235.00$240.001:2Oct 30-$4.26$0.74
$280.00$290.001:2Nov 20-$1.62$8.38
$257.50$260.001:2Oct 30-$0.12$2.38
$270.00$280.001:2Nov 20-$2.38$7.62
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$245.00$225.001:2Dec 4-$3.88$16.12
$275.00$260.001:2Nov 13-$8.56$6.44
$215.00$200.001:2Dec 4-$0.88$14.12
$220.00$215.001:2Nov 6-$0.29$4.71
$212.50$210.001:2Nov 6-$0.01$2.49

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 59 found (best yield 8.17%, avg 2.41%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$255.00Dec 11$20.250.512.9%8.17%11.07%1--
$260.00Dec 4$16.850.474.9%6.80%11.71%5--
$255.00Dec 4$18.850.512.9%7.61%10.50%1--
$270.00Dec 4$13.250.418.9%5.35%14.30%1--
$250.00Dec 4$21.000.540.9%8.47%9.35%2--
$290.00Dec 11$8.950.3117.0%3.61%20.63%1--
$255.00Nov 27$16.800.492.9%6.78%9.68%35130
$290.00Dec 4$7.500.2917.0%3.03%20.05%16
$260.00Nov 27$13.900.454.9%5.61%10.52%20--
$250.00Nov 27$18.100.530.9%7.30%8.18%59162

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 8,154
Total Puts 6,776
Put/Call Ratio 0.83
Net Difference 1,378

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 67,568
Total Puts 40,845
Average Put/Call Ratio 0.75
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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