Tour v533
ZS
ZSCALER INC
$225.09 +0.58%
◀ 11/3 19:04 ▶

Option Volume

Detail
ℹ
Current (11/03) 14,717
Calls: 10,133 (69%)
Puts: 4,584 (31%)
Prior (11/02) 11,805
Calls: 6,435 (55%)
Puts: 5,370 (45%)
Current vs Prior +24.67%
Calls: +57.47% (Calls)
Puts: -14.64% (Puts)
Prior 7-Day Total 107,802
Calls: 63,985 (59%)
Puts: 43,817 (41%)
Prior 7-Day Average 15,400
Calls: 9,140 (59%)
Puts: 6,259 (41%)
Current vs Prior 7-Day Avg -4.44%
Calls: +10.86%
Puts: -26.77%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/03) $21.06M
Calls: $13.88M (66%)
Puts: $7.17M (34%)
Prior (11/02) $14.18M
Calls: $7.80M (55%)
Puts: $6.38M (45%)
Current vs Prior +48.50%
Calls: +77.96%
Puts: +12.47%
Prior 7-Day Total $149.42M
Calls: $105.14M (70%)
Puts: $44.28M (30%)
Prior 7-Day Average $21.35M
Calls: $15.02M (70%)
Puts: $6.33M (30%)
Current vs Prior 7-Day Avg -1.35%
Calls: -7.57%
Puts: +13.41%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/03) 0.45
Prior (11/02) 0.83
Current vs Prior -45.79%
Prior 7-Day Average 0.77
Current vs Prior 7-Day Avg -41.06%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/03) 93,228
Calls: 57,541 (62%)
Puts: 35,687 (38%)
Prior (11/02) 98,326
Calls: 57,707 (59%)
Puts: 40,619 (41%)
Current vs Prior -5.18%
Prior 7-Day Total 780,569
Calls: 476,404 (61%)
Puts: 304,165 (39%)
Prior 7-Day Average 111,509
Calls: 68,057 (61%)
Puts: 43,452 (39%)
Current vs Prior 7-Day Avg -16.39%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 6.69% | 10.02%12.56% | 24.40%
Prior 7.12% | 10.38%12.70% | 24.17%
Current vs Prior -6.01% | -3.45%-1.10% | +0.95%
Prior 7-Day Avg 6.24% | 9.41%13.69% | 23.38%
Current vs 7-Day Avg +7.17% | +6.47%-8.25% | +4.39%
Prior 7-Day Eod 7.12% | 10.38%12.70% | 24.17%
Current vs 7-Day Eod -6.01% | -3.45%-1.10% | +0.95%
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

Moderately bullish flow with 66% call dollar volume ($13.88M). Extreme bullish P/C ratio of 0.45 - heavy call buying (10,133 calls vs 4,584 puts). P/C ratio dropping 46% - sentiment shifting bullish. Call-heavy open interest (57,541 calls vs 35,687 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 BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
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 38 of results (avg 7.3%, best 2.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Dec 1810.2510.50$10.382.4%3.3K0.30667
$190.00Nov 2037.6539.30$38.474.3%10.89--
$210.00Nov 2022.1023.10$22.604.4%100.72--
$200.00Dec 1838.7540.75$39.755.0%150.72745
$260.00Dec 1812.4513.10$12.775.1%190.35454
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Dec 1852.2554.35$53.303.9%20.7062
$260.00Dec 1844.5546.90$45.725.1%10.65--
$260.00Nov 1334.4536.35$35.405.4%5570.8926
$250.00Dec 1837.8540.00$38.925.5%280.59274
$265.00Nov 637.9540.45$39.206.4%11.00--

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. 71 found (avg delta 0.68, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Nov 625.3527.25$26.307.2%20.93--
$205.00Nov 620.8523.35$22.1011.3%20.89--
$190.00Nov 2037.6539.30$38.474.3%10.89--
$195.00Nov 2033.4035.25$34.335.4%20.85--
$200.00Nov 2028.4530.40$29.426.6%50.81--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Nov 633.0535.55$34.307.3%5571.00604
$265.00Nov 637.9540.45$39.206.4%11.00--
$257.50Nov 630.6032.90$31.757.2%10.98--
$255.00Nov 628.2030.70$29.458.5%10.98--
$250.00Nov 623.4526.05$24.7510.5%610.94231

Most actively traded options today. High liquidity = easy entry/exit. 199 active (total vol 11.0K, top 3.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Dec 1810.2510.50$10.382.4%3.3K0.30667
$250.00Nov 60.550.81$0.6838.2%7640.09831
$235.00Nov 62.774.00$3.3936.3%5730.32249
$245.00Nov 60.911.36$1.1439.5%2110.14305
$247.50Nov 132.994.10$3.5531.3%2010.241
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Nov 633.0535.55$34.307.3%5571.00604
$260.00Nov 1334.4536.35$35.405.4%5570.8926
$202.50Nov 204.105.00$4.5519.8%4050.2118
$215.00Nov 206.959.45$8.2030.5%2040.3470
$210.00Nov 61.302.02$1.6643.4%1700.17173

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 20 strikes (avg 13.0%, max 23.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$217.50Nov 6Nov 2084.8%69.2%22.6%1699
$227.50Nov 6Nov 2085.2%70.1%21.6%14180
$242.50Nov 6Nov 1384.1%70.8%18.6%4529
$232.50Nov 6Nov 1382.4%72.1%14.4%37110
$220.00Nov 6Dec 1886.2%76.6%12.6%29672
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$222.50Nov 6Nov 2085.0%69.0%23.2%4360
$217.50Nov 6Nov 2084.8%69.2%22.6%99266
$227.50Nov 6Nov 2085.2%70.1%21.6%150103
$210.00Nov 6Dec 1889.2%78.6%13.6%191472
$220.00Nov 6Dec 1886.2%76.6%12.6%77749

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 144 found (best R:R 3.19, avg 3.27)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$250.00$270.00Dec 11$4.77$15.23$4.7740%3.19$254.77
$200.00$215.00Dec 4$8.90$6.10$8.9073%0.69$208.90
$200.00$207.50Nov 20$4.57$2.93$4.5781%0.64$204.57
$205.00$220.00Dec 11$8.47$6.53$8.4769%0.77$213.47
$240.00$250.00Dec 18$3.10$6.90$3.1047%2.23$243.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$222.50$220.00Nov 20$0.70$1.80$0.7043%2.57$221.80
$195.00$190.00Nov 27$0.62$4.38$0.6221%7.06$194.38
$210.00$207.50Nov 6$0.15$2.35$0.1517%15.67$209.85
$230.00$227.50Nov 6$1.17$1.33$1.1758%1.14$228.83
$217.50$215.00Nov 6$0.49$2.01$0.4930%4.10$217.01

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 104 found (best R:R 0.68, avg 0.44)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$230.00$232.50Nov 6$1.40$1.40$1.1057%1.27$231.40
$260.00$270.00Nov 20$1.64$1.64$8.3680%0.20$261.64
$255.00$260.00Dec 4$1.80$1.80$3.2064%0.56$256.80
$242.50$245.00Nov 6$0.47$0.47$2.0382%0.23$242.97
$235.00$237.50Nov 6$0.80$0.80$1.7068%0.47$235.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$220.00$200.00Dec 4$8.10$8.10$11.9059%0.68$211.90
$220.00$200.00Nov 27$7.68$7.68$12.3259%0.62$212.32
$215.00$200.00Dec 11$5.75$5.75$9.2562%0.62$209.25
$210.00$200.00Dec 18$4.05$4.05$5.9566%0.68$205.95
$225.00$220.00Dec 11$2.90$2.90$2.1056%1.38$222.10

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 13 found (avg debit $3.72, cheapest $3.60)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$230.00Nov 6Nov 13$3.6088.7%72.4%
$220.00Nov 6Nov 13$3.6586.2%70.4%
$225.00Nov 6Nov 13$3.8085.8%70.9%
$222.50Nov 6Nov 13$3.8785.0%71.2%
$227.50Nov 6Nov 13$3.9385.2%72.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$230.00Nov 6Nov 13$3.8888.7%72.4%
$220.00Nov 6Nov 13$3.3586.2%70.4%
$225.00Nov 6Nov 13$3.6385.8%70.9%
$222.50Nov 6Nov 13$3.6785.0%71.2%
$227.50Nov 6Nov 13$3.7085.2%72.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 46 found (cheapest 6.10% of stock, avg 12.52%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$227.50Nov 6$6.10$7.63$13.73$213.77$241.236.10%
$225.00Nov 6$7.43$6.40$13.83$211.17$238.836.14%
$222.50Nov 6$8.73$5.18$13.91$208.59$236.416.18%
$230.00Nov 6$5.33$8.80$14.13$215.87$244.136.28%
$220.00Nov 6$10.40$4.25$14.65$205.35$234.656.51%
$217.50Nov 6$12.08$3.28$15.36$202.14$232.866.82%
$235.00Nov 6$3.39$12.13$15.52$219.48$250.526.90%
$215.00Nov 6$13.88$2.79$16.67$198.33$231.677.41%
$240.00Nov 6$2.12$16.13$18.25$221.75$258.258.11%
$225.00Nov 13$11.23$10.03$21.26$203.74$246.269.45%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 160 found (cheapest 2.39% of stock, avg 9.59%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$237.50$215.00Nov 6$2.59$2.79$5.38$209.62$242.88
$237.50$217.50Nov 6$2.59$3.28$5.87$211.63$243.37
$235.00$215.00Nov 6$3.39$2.79$6.18$208.82$241.18
$235.00$217.50Nov 6$3.39$3.28$6.67$210.83$241.67
$237.50$220.00Nov 6$2.59$4.25$6.84$213.16$244.34
$232.50$215.00Nov 6$3.93$2.79$6.72$208.28$239.22
$232.50$217.50Nov 6$3.93$3.28$7.21$210.29$239.71
$235.00$220.00Nov 6$3.39$4.25$7.64$212.36$242.64
$232.50$220.00Nov 6$3.93$4.25$8.18$211.82$240.68
$237.50$222.50Nov 6$2.59$5.18$7.77$214.73$245.27

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 136 found (best R:R 1.45, avg credit $1.37)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
185/190255/260Nov 27$2.96$2.0450%1.45$187.04$257.96
185/190260/265Nov 27$2.53$2.4754%1.02$187.47$262.53
195/198245/248Nov 6$0.66$1.8480%0.36$196.84$245.66
195/198242/245Nov 6$0.76$1.7475%0.44$196.74$243.26
195/198235/238Nov 6$1.09$1.4162%0.77$196.41$236.09
185/190250/255Nov 27$2.79$2.2147%1.26$187.21$252.79
195/198252/255Nov 6$0.45$2.0586%0.22$197.05$252.95
195/198240/242Nov 6$0.80$1.7071%0.47$196.70$240.80
195/200255/260Nov 27$2.83$2.1744%1.30$197.17$257.83
195/198250/252Nov 6$0.42$2.0884%0.20$197.08$250.42

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 73 found (best R:R 54.56, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$220.00$230.00$240.00Dec 11$0.47$9.5313%20.28
$200.00$210.00$220.00Dec 18$0.52$9.4813%18.23
$230.00$235.00$240.00Nov 27$0.14$4.868%34.71
$227.50$230.00$232.50Nov 13$0.05$2.457%49.00
$225.00$230.00$235.00Nov 27$0.18$4.828%26.78
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$200.00$210.00$220.00Dec 18$0.18$9.8213%54.56
$235.00$240.00$245.00Nov 6$0.07$4.9319%70.43
$235.00$240.00$245.00Nov 20$0.09$4.9111%54.56
$235.00$240.00$245.00Nov 13$0.20$4.8013%24.00
$225.00$227.50$230.00Nov 13$0.05$2.458%49.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 63 found (best net $-2.53, 62 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$205.00$215.001:2Nov 6-$5.66$4.34
$250.00$270.001:2Dec 11-$5.11$14.89
$260.00$270.001:2Nov 20-$0.28$9.72
$265.00$267.501:2Nov 6-$0.11$2.39
$252.50$255.001:2Nov 6-$0.23$2.27
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$220.00$200.001:2Dec 4-$2.53$17.47
$215.00$210.001:2Nov 6-$0.53$4.47
$205.00$200.001:2Nov 6-$0.11$4.89
$187.50$182.501:2Nov 6-$0.01$4.99
$197.50$195.001:2Nov 6-$0.02$2.48

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 60 found (best yield 8.13%, avg 3.14%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$240.00Dec 18$18.300.476.6%8.13%14.75%47773
$230.00Dec 18$22.500.532.2%10.00%12.18%1041.2K
$250.00Dec 18$14.800.4111.1%6.58%17.64%153745
$260.00Dec 18$12.450.3515.5%5.53%21.04%19454
$240.00Dec 11$17.200.476.6%7.64%14.27%1--
$250.00Dec 11$14.100.4011.1%6.26%17.33%21--
$230.00Dec 11$21.350.532.2%9.49%11.67%112--
$270.00Dec 18$10.250.3019.9%4.55%24.51%3.3K667
$235.00Dec 4$17.700.494.4%7.86%12.27%2--
$230.00Dec 4$19.700.532.2%8.75%10.93%187

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 10,133
Total Puts 4,584
Put/Call Ratio 0.45
Net Difference 5,549

Prior's Put/Call Breakdown

Total Calls 6,435
Total Puts 5,370
Put/Call Ratio 0.83
Net Difference 1,065

Prior 7-Day Put/Call Summary

Total Calls 63,985
Total Puts 43,817
Average Put/Call Ratio 0.77
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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