Tour v536
ZS
ZSCALER INC
$224.44 -0.29%
$223.50 (-0.42%)🌙
as of 11/04 07:06 PM
◀ 11/4 19:06 ▶

Option Volume

Detail
ℹ
Current (11/04) 8,674
Calls: 6,270 (72%)
Puts: 2,404 (28%)
Prior (11/03) 14,717
Calls: 10,133 (69%)
Puts: 4,584 (31%)
Current vs Prior -41.06%
Calls: -38.12% (Calls)
Puts: -47.56% (Puts)
Prior 7-Day Total 94,680
Calls: 54,079 (57%)
Puts: 40,601 (43%)
Prior 7-Day Average 13,525
Calls: 7,725 (57%)
Puts: 5,800 (43%)
Current vs Prior 7-Day Avg -35.87%
Calls: -18.84%
Puts: -58.55%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/04) $12.11M
Calls: $7.49M (62%)
Puts: $4.62M (38%)
Prior (11/03) $21.06M
Calls: $13.88M (66%)
Puts: $7.17M (34%)
Current vs Prior -42.50%
Calls: -46.05%
Puts: -35.62%
Prior 7-Day Total $134.18M
Calls: $86.52M (64%)
Puts: $47.66M (36%)
Prior 7-Day Average $19.17M
Calls: $12.36M (64%)
Puts: $6.81M (36%)
Current vs Prior 7-Day Avg -36.83%
Calls: -39.41%
Puts: -32.17%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/04) 0.38
Prior (11/03) 0.45
Current vs Prior -15.25%
Prior 7-Day Average 0.78
Current vs Prior 7-Day Avg -50.63%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/04) 89,069
Calls: 52,902 (59%)
Puts: 36,167 (41%)
Prior (11/03) 93,228
Calls: 57,541 (62%)
Puts: 35,687 (38%)
Current vs Prior -4.46%
Prior 7-Day Total 740,075
Calls: 451,886 (61%)
Puts: 288,189 (39%)
Prior 7-Day Average 105,725
Calls: 64,555 (61%)
Puts: 41,169 (39%)
Current vs Prior 7-Day Avg -15.75%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 5.28% | 9.02%11.58% | 23.04%
Prior 6.69% | 10.02%12.56% | 24.40%
Current vs Prior -21.02% | -9.98%-7.87% | -5.61%
Prior 7-Day Avg 6.08% | 9.34%13.38% | 23.46%
Current vs 7-Day Avg -13.09% | -3.37%-13.52% | -1.80%
Prior 7-Day Eod 6.69% | 10.02%12.56% | 24.40%
Current vs 7-Day Eod -21.02% | -9.98%-7.87% | -5.61%
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 62% call dollar volume ($7.49M). Below-average activity with volume down 41% vs prior. Extreme bullish P/C ratio of 0.38 - heavy call buying (6,270 calls vs 2,404 puts).

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 BULLISH
7-Day Avg NEUTRAL
Current BULLISH
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 7.0%, best 4.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Nov 643.4045.40$44.404.5%21.00--
$180.00Dec 1850.2552.70$51.484.8%20.83--
$185.00Dec 1846.6048.95$47.784.9%90.80--
$190.00Dec 1842.9545.15$44.055.0%10.78--
$180.00Nov 2044.3046.85$45.585.6%150.94713
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Dec 1844.9046.95$45.934.5%70.6687
$250.00Dec 1837.6539.85$38.755.7%120.61272
$262.50Nov 636.4039.20$37.807.4%11.00--
$267.50Nov 641.4544.70$43.087.5%11.00--
$230.00Dec 1824.7026.80$25.758.2%740.48161

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 0.70, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Nov 643.4045.40$44.404.5%21.00--
$192.50Nov 630.9533.80$32.388.8%10.97--
$180.00Nov 1343.3045.95$44.635.9%10.95--
$197.50Nov 625.5528.20$26.889.9%10.958
$180.00Nov 2044.3046.85$45.585.6%150.94713
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$247.50Nov 621.6525.00$23.3314.4%21.00--
$262.50Nov 636.4039.20$37.807.4%11.00--
$267.50Nov 641.4544.70$43.087.5%11.00--
$245.00Nov 619.7022.60$21.1513.7%10.97--
$240.00Nov 614.8017.45$16.1316.4%20.94127

Most actively traded options today. High liquidity = easy entry/exit. 181 active (total vol 4.9K, top 1.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$245.00Nov 60.350.87$0.6185.2%1.0K0.09467
$230.00Nov 62.164.60$3.3872.2%2350.37185
$220.00Nov 2013.2516.15$14.7019.7%2200.592.5K
$250.00Nov 203.654.20$3.9314.0%1860.231.7K
$230.00Nov 208.8511.40$10.1325.2%1810.461.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Dec 1819.3021.65$20.4811.5%1550.42687
$245.00Nov 2727.7531.65$29.7013.1%1060.64381
$220.00Nov 209.3010.85$10.0715.4%740.42327
$230.00Dec 1824.7026.80$25.758.2%740.48161
$207.50Nov 132.833.55$3.1922.6%580.2268

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 15 strikes (avg 15.8%, max 26.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$227.50Nov 6Nov 2087.5%69.2%26.4%41205
$237.50Nov 6Nov 1385.8%68.6%25.1%6954
$220.00Nov 6Dec 1887.3%73.8%18.4%85664
$232.50Nov 6Nov 1378.6%69.3%13.5%36141
$230.00Nov 6Dec 1886.6%78.2%10.8%4091.4K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$227.50Nov 6Nov 2087.5%69.2%26.4%24239
$217.50Nov 6Nov 1384.9%68.4%24.1%8174
$220.00Nov 6Dec 1887.3%73.8%18.4%175777
$222.50Nov 6Nov 1379.3%68.0%16.6%27173
$232.50Nov 6Nov 1378.6%69.3%13.5%491

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 130 found (best R:R 0.54, avg 4.10)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$185.00$215.00Dec 4$19.52$10.48$19.5282%0.54$204.52
$235.00$255.00Dec 11$6.70$13.30$6.7049%1.99$241.70
$220.00$230.00Dec 18$4.15$5.85$4.1558%1.41$224.15
$250.00$260.00Dec 18$2.35$7.65$2.3539%3.26$252.35
$200.00$210.00Dec 18$5.75$4.25$5.7572%0.74$205.75
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$222.50$220.00Nov 6$0.54$1.96$0.5443%3.63$221.96
$227.50$225.00Nov 6$0.95$1.55$0.9558%1.63$226.55
$227.50$225.00Nov 20$0.98$1.52$0.9851%1.55$226.52
$210.00$205.00Nov 20$1.00$4.00$1.0029%4.00$209.00
$230.00$225.00Nov 27$2.21$2.79$2.2151%1.26$227.79

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 95 found (best R:R 0.66, avg 0.42)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$230.00$232.50Nov 6$1.22$1.22$1.2863%0.95$231.22
$232.50$235.00Nov 13$1.28$1.28$1.2260%1.05$233.78
$250.00$255.00Nov 27$1.86$1.86$3.1467%0.59$251.86
$242.50$245.00Nov 13$0.85$0.85$1.6574%0.52$243.35
$237.50$240.00Nov 6$0.62$0.62$1.8881%0.33$238.12
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$215.00$200.00Dec 4$5.98$5.98$9.0262%0.66$209.02
$210.00$195.00Nov 27$4.67$4.67$10.3367%0.45$205.33
$210.00$200.00Dec 18$3.85$3.85$6.1565%0.63$206.15
$220.00$210.00Nov 27$4.35$4.35$5.6558%0.77$215.65
$220.00$210.00Dec 18$4.43$4.43$5.5758%0.80$215.57

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $4.00, cheapest $3.74)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$220.00Nov 6Nov 13$4.1387.3%67.8%
$227.50Nov 6Nov 13$3.8287.5%68.3%
$225.00Nov 6Nov 13$3.8286.6%67.7%
$230.00Nov 6Nov 13$4.2786.6%71.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$220.00Nov 6Nov 13$3.7487.3%67.8%
$227.50Nov 6Nov 13$4.3787.5%68.3%
$225.00Nov 6Nov 13$3.9786.6%67.7%
$230.00Nov 6Nov 13$3.5286.6%71.8%
$222.50Nov 6Nov 13$4.4079.3%68.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 43 found (cheapest 4.64% of stock, avg 11.34%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$222.50Nov 6$6.33$4.08$10.41$212.09$232.914.64%
$227.50Nov 6$4.38$6.48$10.86$216.64$238.364.84%
$225.00Nov 6$5.43$5.53$10.96$214.04$235.964.88%
$220.00Nov 6$7.85$3.54$11.39$208.61$231.395.07%
$230.00Nov 6$3.38$8.48$11.86$218.14$241.865.28%
$217.50Nov 6$9.38$2.53$11.91$205.59$229.415.31%
$232.50Nov 6$2.16$10.38$12.54$219.96$245.045.59%
$215.00Nov 6$10.95$1.90$12.85$202.15$227.855.73%
$235.00Nov 6$1.65$12.20$13.85$221.15$248.856.17%
$237.50Nov 6$1.43$14.18$15.61$221.89$253.116.96%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 144 found (cheapest 1.15% of stock, avg 8.29%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$237.50$210.00Nov 6$1.43$1.14$2.57$207.43$240.07
$235.00$210.00Nov 6$1.65$1.14$2.79$207.21$237.79
$237.50$215.00Nov 6$1.43$1.90$3.33$211.67$240.83
$235.00$215.00Nov 6$1.65$1.90$3.55$211.45$238.55
$232.50$210.00Nov 6$2.16$1.14$3.30$206.70$235.80
$232.50$215.00Nov 6$2.16$1.90$4.06$210.94$236.56
$237.50$217.50Nov 6$1.43$2.53$3.96$213.54$241.46
$235.00$217.50Nov 6$1.65$2.53$4.18$213.32$239.18
$232.50$217.50Nov 6$2.16$2.53$4.69$212.81$237.19
$230.00$210.00Nov 6$3.38$1.14$4.52$205.48$234.52

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 133 found (best R:R 1.44, avg credit $1.31)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
185/190250/255Nov 27$2.95$2.0548%1.44$187.05$252.95
205/208242/245Nov 13$1.38$1.1253%1.23$206.12$243.88
190/195250/255Nov 27$2.92$2.0845%1.40$192.08$252.92
212/215242/245Nov 13$1.63$0.8742%1.87$213.37$244.13
188/190238/240Nov 6$0.73$1.7777%0.41$189.27$238.23
200/202238/240Nov 6$0.76$1.7474%0.44$201.74$238.26
202/205238/240Nov 6$0.80$1.7072%0.47$204.20$238.30
205/208238/240Nov 6$0.86$1.6469%0.52$206.64$238.36
205/208238/240Nov 13$1.44$1.0646%1.36$206.06$238.94
208/210238/240Nov 6$0.92$1.5866%0.58$209.08$238.42

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 56 found (best R:R 13.49, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$200.00$210.00$220.00Nov 20$0.69$9.3123%13.49
$230.00$240.00$250.00Dec 18$0.11$9.8913%89.91
$220.00$230.00$240.00Dec 18$0.37$9.6313%26.03
$235.00$240.00$245.00Nov 20$0.16$4.8412%30.25
$180.00$190.00$200.00Nov 20$0.53$9.4712%17.87
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$230.00$240.00$250.00Dec 18$0.34$9.6613%28.41
$200.00$210.00$220.00Dec 18$0.58$9.4213%16.24
$215.00$220.00$225.00Nov 20$0.21$4.7913%22.81
$240.00$250.00$260.00Dec 18$0.51$9.4911%18.61
$190.00$195.00$200.00Dec 4$0.09$4.916%54.56

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 $-7.31, 67 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$185.00$215.001:2Dec 4-$7.31$22.69
$180.00$197.501:2Nov 13-$13.07$4.43
$235.00$255.001:2Dec 11-$5.75$14.25
$207.50$215.001:2Nov 6-$4.27$3.23
$197.50$207.501:2Nov 6-$8.38$1.62
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$262.50$247.501:2Nov 6-$8.86$6.14
$210.00$195.001:2Nov 27-$1.36$13.64
$215.00$210.001:2Nov 6-$0.38$4.62
$215.00$200.001:2Dec 4-$4.42$10.58
$197.50$190.001:2Nov 6-$0.11$7.39

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 57 found (best yield 7.40%, avg 3.22%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$240.00Dec 18$16.600.466.9%7.40%14.33%52809
$230.00Dec 18$20.200.522.5%9.00%11.48%1741.2K
$250.00Dec 18$12.950.3911.4%5.77%17.16%44856
$260.00Dec 18$10.750.3415.8%4.79%20.63%83463
$235.00Dec 11$17.650.494.7%7.86%12.57%1--
$230.00Dec 11$19.450.522.5%8.67%11.14%175
$255.00Dec 11$10.800.3613.6%4.81%18.43%1--
$225.00Dec 11$21.350.550.2%9.51%9.76%2--
$235.00Dec 4$16.500.484.7%7.35%12.06%1--
$245.00Dec 4$12.600.419.2%5.61%14.77%148

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 6,270
Total Puts 2,404
Put/Call Ratio 0.38
Net Difference 3,866

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 54,079
Total Puts 40,601
Average Put/Call Ratio 0.78
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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