Tour v533
ZS
ZSCALER INC
$223.79 -5.90%
$224.28 (+0.22%)🌙
as of 11/02 07:01 PM
◀ 11/2 19:01 ▶

Option Volume

Detail
ℹ
Current (11/02) 11,805
Calls: 6,435 (55%)
Puts: 5,370 (45%)
Prior (10/30) 14,300
Calls: 7,333 (51%)
Puts: 6,967 (49%)
Current vs Prior -17.45%
Calls: -12.25% (Calls)
Puts: -22.92% (Puts)
Prior 7-Day Total 112,779
Calls: 68,782 (61%)
Puts: 43,997 (39%)
Prior 7-Day Average 16,111
Calls: 9,826 (61%)
Puts: 6,285 (39%)
Current vs Prior 7-Day Avg -26.73%
Calls: -34.51%
Puts: -14.56%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/02) $14.18M
Calls: $7.80M (55%)
Puts: $6.38M (45%)
Prior (10/30) $16.07M
Calls: $9.66M (60%)
Puts: $6.41M (40%)
Current vs Prior -11.76%
Calls: -19.26%
Puts: -0.46%
Prior 7-Day Total $151.99M
Calls: $111.09M (73%)
Puts: $40.89M (27%)
Prior 7-Day Average $21.71M
Calls: $15.87M (73%)
Puts: $5.84M (27%)
Current vs Prior 7-Day Avg -34.69%
Calls: -50.84%
Puts: +9.18%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/02) 0.83
Prior (10/30) 0.95
Current vs Prior -12.17%
Prior 7-Day Average 0.72
Current vs Prior 7-Day Avg +16.08%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (11/02) 98,326
Calls: 57,707 (59%)
Puts: 40,619 (41%)
Prior (10/30) 121,184
Calls: 74,057 (61%)
Puts: 47,127 (39%)
Current vs Prior -18.86%
Prior 7-Day Total 804,315
Calls: 492,341 (61%)
Puts: 311,974 (39%)
Prior 7-Day Average 114,902
Calls: 70,334 (61%)
Puts: 44,567 (39%)
Current vs Prior 7-Day Avg -14.43%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 7.12% | 10.38%12.70% | 24.17%
Prior 7.88% | 10.68%13.37% | 23.87%
Current vs Prior -9.71% | -2.81%-4.99% | +1.26%
Prior 7-Day Avg 5.71% | 9.04%13.92% | 23.26%
Current vs 7-Day Avg +24.61% | +14.82%-8.70% | +3.93%
Prior 7-Day Eod 7.88% | 10.68%13.37% | 23.87%
Current vs 7-Day Eod -9.71% | -2.81%-4.99% | +1.26%
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

Declining open interest (down 19%) indicates positions being closed.

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 46 of results (avg 7.7%, best 4.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$185.00Nov 2040.4042.30$41.354.6%50.89155
$180.00Nov 2044.6547.25$45.955.7%30.92714
$210.00Nov 1318.8519.95$19.405.7%2600.7399
$215.00Nov 1315.7016.75$16.236.5%4670.6520
$190.00Nov 633.6536.10$34.887.0%10.94--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$222.50Nov 2012.3012.80$12.554.0%620.4526
$250.00Nov 2733.7035.20$34.454.4%150.66--
$245.00Nov 2730.2031.60$30.904.5%500.63396
$262.50Nov 1338.4540.50$39.485.2%10.8774
$240.00Nov 2726.8528.35$27.605.4%10.59--

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. 74 found (avg delta 0.70, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$190.00Nov 633.6536.10$34.887.0%10.94--
$192.50Nov 631.2533.70$32.487.5%10.94--
$187.50Nov 1336.7039.60$38.157.6%10.92--
$180.00Nov 2044.6547.25$45.955.7%30.92714
$190.00Nov 1334.7037.25$35.987.1%110.912
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$267.50Nov 642.0544.75$43.406.2%30.962
$257.50Nov 632.3534.90$33.637.6%60.95--
$255.00Nov 629.9032.45$31.188.2%50.92105
$252.50Nov 627.5530.00$28.788.5%280.90--
$250.00Nov 625.2527.75$26.509.4%350.90236

Most actively traded options today. High liquidity = easy entry/exit. 198 active (total vol 7.2K, top 1.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Nov 60.780.99$0.8923.6%1.0K0.10150
$260.00Nov 60.300.47$0.3943.6%6650.05727
$215.00Nov 1315.7016.75$16.236.5%4670.6520
$210.00Nov 1318.8519.95$19.405.7%2600.7399
$230.00Nov 64.606.40$5.5032.7%1420.40136
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Nov 203.805.00$4.4027.3%3350.211.7K
$220.00Nov 137.659.15$8.4017.9%2860.42137
$207.50Nov 205.307.30$6.3031.7%2240.2857
$230.00Nov 610.5011.55$11.039.5%1400.6084
$185.00Nov 60.000.64$0.32200.0%1220.0320

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 25 strikes (avg 11.4%, max 26.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$220.00Nov 6Nov 2081.7%66.1%23.7%1552
$237.50Nov 6Nov 1381.3%70.2%15.8%1526
$242.50Nov 6Nov 1382.6%71.4%15.8%2512
$227.50Nov 6Nov 2079.8%69.8%14.3%2964
$217.50Nov 6Nov 1377.7%68.1%14.2%7586
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$222.50Nov 6Nov 2085.4%67.3%26.9%68129
$207.50Nov 6Nov 2081.1%67.7%19.7%244137
$212.50Nov 6Nov 2078.4%66.6%17.8%4129
$217.50Nov 6Nov 2077.7%66.6%16.8%18258
$232.50Nov 6Nov 1379.8%68.8%16.0%1077

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 139 found (best R:R 1.14, avg 3.89)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$215.00$235.00Dec 4$9.33$10.67$9.3362%1.14$224.33
$245.00$260.00Dec 4$3.87$11.13$3.8741%2.88$248.87
$200.00$215.00Dec 4$9.05$5.95$9.0573%0.66$209.05
$215.00$225.00Nov 27$4.95$5.05$4.9562%1.02$219.95
$212.50$215.00Nov 6$1.05$1.45$1.0576%1.38$213.55
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$225.00$222.50Nov 6$0.62$1.88$0.6250%3.03$224.38
$232.50$230.00Nov 6$1.12$1.38$1.1266%1.23$231.38
$217.50$215.00Nov 6$0.40$2.10$0.4034%5.25$217.10
$230.00$227.50Nov 13$1.05$1.45$1.0557%1.38$228.95
$237.50$235.00Nov 13$1.33$1.17$1.3366%0.88$236.17

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 100 found (best R:R 0.63, avg 0.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$230.00$232.50Nov 6$1.47$1.47$1.0360%1.43$231.47
$265.00$267.50Nov 13$0.57$0.57$1.9389%0.30$265.57
$240.00$242.50Nov 13$1.06$1.06$1.4468%0.74$241.06
$235.00$237.50Nov 6$0.98$0.98$1.5269%0.64$235.98
$245.00$250.00Nov 20$1.62$1.62$3.3869%0.48$246.62
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$215.00$200.00Nov 27$5.78$5.78$9.2262%0.63$209.22
$200.00$190.00Nov 27$3.10$3.10$6.9074%0.45$196.90
$220.00$210.00Dec 4$4.57$4.57$5.4358%0.84$215.43
$200.00$190.00Dec 11$3.12$3.12$6.8872%0.45$196.88
$190.00$180.00Nov 27$1.95$1.95$8.0582%0.24$188.05

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 17 found (avg debit $2.99, cheapest $2.43)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$230.00Nov 6Nov 13$2.4386.9%68.4%
$235.00Nov 6Nov 13$2.3585.7%68.2%
$220.00Nov 6Nov 13$3.2581.7%67.0%
$215.00Nov 6Nov 13$2.8883.5%69.9%
$227.50Nov 6Nov 13$3.1279.8%68.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$230.00Nov 6Nov 13$2.7586.9%68.4%
$222.50Nov 6Nov 13$2.6085.4%67.5%
$235.00Nov 6Nov 13$2.7785.7%68.2%
$220.00Nov 6Nov 13$2.8081.7%67.0%
$215.00Nov 6Nov 13$2.8583.5%69.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 42 found (cheapest 6.52% of stock, avg 11.16%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$225.00Nov 6$6.88$7.70$14.58$210.42$239.586.52%
$227.50Nov 6$5.83$9.48$15.31$212.19$242.816.84%
$217.50Nov 6$11.15$4.25$15.40$202.10$232.906.88%
$220.00Nov 6$10.05$5.60$15.65$204.35$235.656.99%
$232.50Nov 6$4.03$12.15$16.18$216.32$248.687.23%
$230.00Nov 6$5.50$11.03$16.53$213.47$246.537.39%
$212.50Nov 6$14.40$2.71$17.11$195.39$229.617.65%
$215.00Nov 6$13.35$3.85$17.20$197.80$232.207.69%
$235.00Nov 6$3.78$14.48$18.26$216.74$253.268.16%
$237.50Nov 6$2.80$16.02$18.82$218.68$256.328.41%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 120 found (cheapest 2.90% of stock, avg 8.74%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$235.00$212.50Nov 6$3.78$2.71$6.49$206.01$241.49
$232.50$212.50Nov 6$4.03$2.71$6.74$205.76$239.24
$235.00$215.00Nov 6$3.78$3.85$7.63$207.37$242.63
$232.50$215.00Nov 6$4.03$3.85$7.88$207.12$240.38
$235.00$217.50Nov 6$3.78$4.25$8.03$209.47$243.03
$232.50$217.50Nov 6$4.03$4.25$8.28$209.22$240.78
$230.00$212.50Nov 6$5.50$2.71$8.21$204.29$238.21
$232.50$220.00Nov 6$4.03$5.60$9.63$210.37$242.13
$235.00$220.00Nov 6$3.78$5.60$9.38$210.62$244.38
$230.00$217.50Nov 6$5.50$4.25$9.75$207.75$239.75

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 171 found (best R:R 5.58, avg credit $1.18)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
212/215235/238Nov 6$2.12$0.3839%5.58$212.88$237.12
208/210235/238Nov 6$1.87$0.6347%2.97$208.13$236.87
202/205240/242Nov 13$1.88$0.6246%3.03$203.12$241.88
212/215248/250Nov 6$1.57$0.9356%1.69$213.43$249.07
195/198240/242Nov 13$1.64$0.8653%1.91$195.86$241.64
208/210248/250Nov 6$1.32$1.1864%1.12$208.68$248.82
210/212240/242Nov 13$1.89$0.6138%3.10$210.61$241.89
212/215242/245Nov 6$1.54$0.9651%1.60$213.46$244.04
202/205235/238Nov 6$1.46$1.0454%1.40$203.54$236.46
200/202235/238Nov 6$1.35$1.1557%1.17$201.15$236.35

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 83 found (best R:R 7.02, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$200.00$205.00$210.00Nov 27$0.12$4.888%40.67
$225.00$230.00$235.00Nov 27$0.13$4.878%37.46
$200.00$210.00$220.00Nov 20$1.10$8.9021%8.09
$235.00$240.00$245.00Nov 27$0.17$4.838%28.41
$245.00$250.00$255.00Nov 27$0.19$4.817%25.32
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$200.00$215.00$230.00Nov 27$1.87$13.1325%7.02
$230.00$235.00$240.00Nov 27$0.18$4.828%26.78
$217.50$220.00$222.50Nov 6$0.13$2.3711%18.23
$252.50$255.00$257.50Nov 6$0.05$2.455%49.00
$235.00$240.00$245.00Nov 27$0.20$4.808%24.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 67 found (best net $-2.82, 66 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$190.00$210.001:2Nov 13-$2.82$17.18
$192.50$207.501:2Nov 6-$5.42$9.58
$215.00$235.001:2Dec 4-$8.19$11.81
$255.00$257.501:2Nov 6-$0.01$2.49
$262.50$265.001:2Nov 6-$0.15$2.35
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$225.00$200.001:2Dec 11-$0.37$24.63
$260.00$235.001:2Dec 11-$12.18$12.82
$215.00$200.001:2Nov 27-$2.37$12.63
$230.00$215.001:2Nov 27-$6.28$8.72
$190.00$180.001:2Nov 27-$1.15$8.85

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 51 found (best yield 5.94%, avg 2.68%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$245.00Dec 4$13.300.419.5%5.94%15.42%249
$235.00Dec 4$16.600.485.0%7.42%12.43%27
$240.00Dec 4$14.550.447.2%6.50%13.75%1--
$260.00Dec 4$9.000.3216.2%4.02%20.20%3133
$265.00Dec 4$8.000.3018.4%3.57%21.99%1--
$230.00Nov 27$15.000.492.8%6.70%9.48%491
$235.00Nov 27$13.000.455.0%5.81%10.82%626
$225.00Nov 27$17.150.540.5%7.66%8.20%634
$240.00Nov 27$11.100.417.2%4.96%12.20%746
$245.00Nov 27$9.400.379.5%4.20%13.68%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 6,435
Total Puts 5,370
Put/Call Ratio 0.83
Net Difference 1,065

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 68,782
Total Puts 43,997
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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Chart Title

Price — Past 7 Days

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