Tour v531
ZS
ZSCALER INC
$237.83 -4.03%
$237.02 (-0.34%)🌙
as of 10/30 07:05 PM
◀ 10/30 19:05 ▶

Option Volume

Detail
ℹ
Current (10/30) 14,300
Calls: 7,333 (51%)
Puts: 6,967 (49%)
Prior (10/29) 14,930
Calls: 8,154 (55%)
Puts: 6,776 (45%)
Current vs Prior -4.22%
Calls: -10.07% (Calls)
Puts: +2.82% (Puts)
Prior 7-Day Total 116,595
Calls: 72,895 (63%)
Puts: 43,700 (37%)
Prior 7-Day Average 16,656
Calls: 10,413 (63%)
Puts: 6,242 (37%)
Current vs Prior 7-Day Avg -14.15%
Calls: -29.58%
Puts: +11.60%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/30) $16.07M
Calls: $9.66M (60%)
Puts: $6.41M (40%)
Prior (10/29) $20.47M
Calls: $13.36M (65%)
Puts: $7.11M (35%)
Current vs Prior -21.50%
Calls: -27.68%
Puts: -9.90%
Prior 7-Day Total $151.51M
Calls: $113.78M (75%)
Puts: $37.73M (25%)
Prior 7-Day Average $21.64M
Calls: $16.25M (75%)
Puts: $5.39M (25%)
Current vs Prior 7-Day Avg -25.76%
Calls: -40.56%
Puts: +18.88%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/30) 0.95
Prior (10/29) 0.83
Current vs Prior +14.33%
Prior 7-Day Average 0.67
Current vs Prior 7-Day Avg +42.57%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (10/30) 121,184
Calls: 74,057 (61%)
Puts: 47,127 (39%)
Prior (10/29) 101,885
Calls: 63,565 (62%)
Puts: 38,320 (38%)
Current vs Prior +18.94%
Prior 7-Day Total 791,510
Calls: 486,205 (61%)
Puts: 305,305 (39%)
Prior 7-Day Average 113,072
Calls: 69,457 (61%)
Puts: 43,615 (39%)
Current vs Prior 7-Day Avg +7.17%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/30) | Next (11/06)Expiry (11/20) | Next (12/18)
Current 1.67% | 7.88%13.37% | 23.87%
Prior 3.50% | 7.90%13.09% | 23.17%
Current vs Prior +125.09% | +35.17%+2.18% | +3.02%
Prior 7-Day Avg 5.22% | 8.62%13.95% | 23.13%
Current vs 7-Day Avg +50.91% | +23.87%-4.14% | +3.24%
Prior 7-Day Eod 3.50% | 7.90%13.09% | 23.17%
Current vs 7-Day Eod +125.09% | +35.17%+2.18% | +3.02%
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

Moderately bullish flow with 60% call dollar volume ($9.66M). Call-heavy open interest (74,057 calls vs 47,127 puts) suggests bullish positioning.

Smart Money BULLISH
Retail Flow NEUTRAL
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 31 of results (avg 8.4%, best 5.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Dec 445.2047.85$46.535.7%10.79--
$200.00Nov 2040.0042.95$41.487.1%60.88782
$195.00Oct 3041.4044.50$42.957.2%30.93--
$250.00Nov 209.3010.00$9.657.3%1360.411.7K
$197.50Nov 1340.6043.75$42.187.5%10.91--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Nov 2042.5545.10$43.835.8%210.86120
$260.00Nov 2732.4034.75$33.587.0%450.6364
$255.00Nov 2729.0031.25$30.137.5%170.5928
$277.50Nov 1339.3542.75$41.058.3%10.915
$250.00Nov 2725.7528.10$26.938.7%370.56--

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. 106 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Oct 3026.4029.65$28.0311.6%131.00230
$217.50Oct 3018.9022.15$20.5315.8%121.0043
$200.00Oct 3036.3039.65$37.978.8%60.99181
$220.00Oct 3016.4019.60$18.0017.8%320.99946
$225.00Oct 3011.4514.50$12.9823.5%320.98399
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Oct 301.383.50$2.4486.9%3001.00508
$245.00Oct 305.508.30$6.9040.6%1041.00312
$247.50Oct 308.2510.75$9.5026.3%441.0065
$250.00Oct 3010.4513.70$12.0826.9%2221.00871
$252.50Oct 3013.0015.75$14.3819.1%271.00266

Most actively traded options today. High liquidity = easy entry/exit. 248 active (total vol 10.2K, top 1.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Nov 61.692.03$1.8618.3%1.1K0.17189
$250.00Oct 300.000.01$0.01100.0%3090.001.0K
$235.00Oct 302.034.10$3.0667.6%2650.93302
$257.50Nov 62.092.62$2.3622.5%1880.2112
$270.00Nov 60.400.99$0.7084.3%1840.0880
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$197.50Nov 60.320.64$0.4866.7%5610.0414
$230.00Oct 300.000.27$0.14192.9%3010.06168
$240.00Oct 301.383.50$2.4486.9%3001.00508
$250.00Oct 3010.4513.70$12.0826.9%2221.00871
$245.00Nov 2722.7525.15$23.9510.0%2070.52347

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 5 strikes (avg 158.3%, max 300.8%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$242.50Oct 30Nov 13260.5%65.0%300.8%5395
$237.50Oct 30Nov 6196.6%63.9%207.6%87271
$240.00Oct 30Dec 4139.8%82.0%70.5%127283
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$237.50Oct 30Nov 6196.6%63.9%207.6%121173
$217.50Nov 6Nov 2070.0%66.5%5.2%102215

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 154 found (best R:R 0.84, avg 3.59)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$210.00$245.00Dec 11$19.00$16.00$19.0073%0.84$229.00
$255.00$275.00Dec 4$5.97$14.03$5.9744%2.35$260.97
$250.00$255.00Nov 27$1.22$3.78$1.2245%3.10$251.22
$235.00$240.00Dec 4$2.03$2.97$2.0357%1.46$237.03
$225.00$230.00Nov 27$2.45$2.55$2.4565%1.04$227.45
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$265.00$260.00Nov 27$2.50$2.50$2.5067%1.00$262.50
$240.00$237.50Oct 30$1.07$1.43$1.07100%1.34$238.93
$242.50$240.00Nov 6$1.10$1.40$1.1057%1.27$241.40
$217.50$215.00Nov 6$0.11$2.39$0.1116%21.73$217.39
$217.50$215.00Nov 13$0.28$2.22$0.2823%7.93$217.22

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 106 found (best R:R 0.70, avg 0.43)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$257.50$260.00Oct 30$0.84$0.84$1.6688%0.51$258.34
$255.00$260.00Nov 27$2.53$2.53$2.4758%1.02$257.53
$245.00$247.50Nov 6$1.20$1.20$1.3060%0.92$246.20
$242.50$245.00Oct 30$0.35$0.35$2.1584%0.16$242.85
$262.50$265.00Oct 30$0.24$0.24$2.2696%0.11$262.74
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$235.00$210.00Dec 11$10.28$10.28$14.7257%0.70$224.72
$230.00$225.00Nov 27$3.15$3.15$1.8560%1.70$226.85
$205.00$200.00Oct 30$0.96$0.96$4.0492%0.24$204.04
$200.00$195.00Dec 4$1.70$1.70$3.3079%0.52$198.30
$225.00$220.00Dec 4$2.33$2.33$2.6763%0.87$222.67

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $7.05, cheapest $6.43)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$237.50Oct 30Nov 6$7.67196.6%63.9%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$237.50Oct 30Nov 6$6.43196.6%63.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 76 found (cheapest 1.13% of stock, avg 10.95%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$240.00Oct 30$0.24$2.44$2.68$237.32$242.681.13%
$237.50Oct 30$1.53$1.37$2.90$234.60$240.401.22%
$235.00Oct 30$3.06$0.06$3.12$231.88$238.121.31%
$242.50Oct 30$0.38$4.63$5.01$237.49$247.512.11%
$232.50Oct 30$5.40$0.05$5.45$227.05$237.952.29%
$245.00Oct 30$0.03$6.90$6.93$238.07$251.932.91%
$230.00Oct 30$7.80$0.14$7.94$222.06$237.943.34%
$247.50Oct 30$0.13$9.50$9.63$237.87$257.134.05%
$227.50Oct 30$10.45$0.14$10.59$216.91$238.094.45%
$250.00Oct 30$0.01$12.08$12.09$237.91$262.095.08%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 132 found (cheapest 0.08% of stock, avg 8.09%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$247.50$235.00Oct 30$0.13$0.06$0.19$234.81$247.69
$247.50$230.00Oct 30$0.13$0.14$0.27$229.73$247.77
$240.00$235.00Oct 30$0.24$0.06$0.30$234.70$240.30
$240.00$230.00Oct 30$0.24$0.14$0.38$229.62$240.38
$242.50$235.00Oct 30$0.38$0.06$0.44$234.56$242.94
$242.50$230.00Oct 30$0.38$0.14$0.52$229.48$243.02
$257.50$235.00Oct 30$0.87$0.06$0.93$234.07$258.43
$257.50$230.00Oct 30$0.87$0.14$1.01$228.99$258.51
$247.50$205.00Oct 30$0.13$1.07$1.20$203.80$248.70
$240.00$205.00Oct 30$0.24$1.07$1.31$203.69$241.31

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 145 found (best R:R 0.56, avg credit $1.46)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
200/205258/260Oct 30$1.80$3.2080%0.56$203.20$259.30
200/205262/265Oct 30$1.20$3.8087%0.32$203.80$263.70
200/205248/250Oct 30$1.08$3.9286%0.28$203.92$248.58
212/215255/258Nov 13$1.66$0.8448%1.98$213.34$256.66
222/225260/262Nov 6$1.39$1.1158%1.25$223.61$261.39
212/215252/255Nov 13$1.64$0.8645%1.91$213.36$254.14
195/200275/280Dec 4$2.88$2.1247%1.36$197.12$277.88
222/225258/260Nov 6$1.37$1.1354%1.21$223.63$258.87
198/200260/262Nov 6$0.78$1.7277%0.45$199.22$260.78
222/225262/265Nov 6$1.14$1.3661%0.84$223.86$263.64

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 102 found (best R:R 9.42, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$235.00$237.50$240.00Oct 30$0.24$2.2675%9.42
$240.00$245.00$250.00Nov 27$0.09$4.918%54.56
$245.00$250.00$255.00Dec 4$0.13$4.876%37.46
$225.00$230.00$235.00Nov 20$0.25$4.7511%19.00
$270.00$275.00$280.00Nov 13$0.17$4.838%28.41
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$235.00$240.00$245.00Nov 20$0.10$4.9011%49.00
$205.00$210.00$215.00Nov 27$0.07$4.937%70.43
$215.00$220.00$225.00Nov 27$0.12$4.888%40.67
$225.00$230.00$235.00Dec 4$0.12$4.887%40.67
$245.00$250.00$255.00Nov 20$0.23$4.7711%20.74

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 77 found (best net $-2.80, 68 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$210.00$245.001:2Dec 11-$2.80$32.20
$255.00$275.001:2Dec 4-$4.76$15.24
$232.50$235.001:2Oct 30-$0.72$1.78
$235.00$237.501:2Oct 30$0.00$2.50
$260.00$270.001:2Nov 13-$1.06$8.94
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$235.00$210.001:2Dec 11-$1.42$23.58
$277.50$260.001:2Nov 13-$10.55$6.95
$280.00$260.001:2Nov 20-$11.83$8.17
$242.50$240.001:2Oct 30-$0.25$2.25
$240.00$237.501:2Oct 30-$0.30$2.20

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 52 found (best yield 8.45%, avg 2.88%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$245.00Dec 11$20.100.513.0%8.45%11.47%1--
$240.00Dec 4$21.650.540.9%9.10%10.02%2--
$250.00Dec 4$17.000.475.1%7.15%12.27%2--
$255.00Dec 4$15.100.447.2%6.35%13.57%1--
$245.00Dec 4$19.000.503.0%7.99%11.00%1--
$275.00Dec 4$9.100.3215.6%3.83%19.46%24--
$280.00Dec 4$7.950.2917.7%3.34%21.07%1--
$255.00Nov 27$12.600.427.2%5.30%12.52%55145
$245.00Nov 27$15.900.493.0%6.69%9.70%2--
$240.00Nov 27$18.050.530.9%7.59%8.50%1638

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 7,333
Total Puts 6,967
Put/Call Ratio 0.95
Net Difference 366

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 72,895
Total Puts 43,700
Average Put/Call Ratio 0.67
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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