Tour v536
ZS
ZSCALER INC
$203.88 -9.16%
$200.09 (-1.86%)🌙
as of 11/05 07:05 PM
◀ 11/5 19:05 ▶

Option Volume

Detail
ℹ
Current (11/05) 14,188
Calls: 8,094 (57%)
Puts: 6,094 (43%)
Prior (11/04) 8,674
Calls: 6,270 (72%)
Puts: 2,404 (28%)
Current vs Prior +63.57%
Calls: +29.09% (Calls)
Puts: +153.49% (Puts)
Prior 7-Day Total 86,853
Calls: 50,562 (58%)
Puts: 36,291 (42%)
Prior 7-Day Average 12,407
Calls: 7,223 (58%)
Puts: 5,184 (42%)
Current vs Prior 7-Day Avg +14.35%
Calls: +12.06%
Puts: +17.54%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/05) $16.13M
Calls: $7.68M (48%)
Puts: $8.44M (52%)
Prior (11/04) $12.11M
Calls: $7.49M (62%)
Puts: $4.62M (38%)
Current vs Prior +33.20%
Calls: +2.59%
Puts: +82.84%
Prior 7-Day Total $123.16M
Calls: $76.70M (62%)
Puts: $46.46M (38%)
Prior 7-Day Average $17.59M
Calls: $10.96M (62%)
Puts: $6.64M (38%)
Current vs Prior 7-Day Avg -8.34%
Calls: -29.88%
Puts: +27.23%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/05) 0.75
Prior (11/04) 0.38
Current vs Prior +96.37%
Prior 7-Day Average 0.73
Current vs Prior 7-Day Avg +2.67%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (11/05) 123,059
Calls: 71,312 (58%)
Puts: 51,747 (42%)
Prior (11/04) 89,069
Calls: 52,902 (59%)
Puts: 36,167 (41%)
Current vs Prior +38.16%
Prior 7-Day Total 713,826
Calls: 434,692 (61%)
Puts: 279,134 (39%)
Prior 7-Day Average 101,975
Calls: 62,098 (61%)
Puts: 39,876 (39%)
Current vs Prior 7-Day Avg +20.68%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 4.95% | 10.08%12.55% | 25.02%
Prior 5.28% | 9.02%11.58% | 23.04%
Current vs Prior -6.25% | +11.77%+8.39% | +8.62%
Prior 7-Day Avg 5.90% | 9.29%12.94% | 23.44%
Current vs 7-Day Avg -16.01% | +8.49%-3.01% | +6.73%
Prior 7-Day Eod 5.28% | 9.02%11.58% | 23.04%
Current vs 7-Day Eod -6.25% | +11.77%+8.39% | +8.62%
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
+
Add Card

🤖 AI Insights

Above-average activity with volume up 64% vs prior. P/C ratio rising 96% - increased hedging/bearish positioning. Rising open interest (up 38%) indicates new positions being established.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 33 of results (avg 7.9%, best 4.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Dec 1842.6545.20$43.935.8%250.81628
$175.00Dec 1839.1541.70$40.426.3%10.77--
$180.00Dec 1835.9038.40$37.156.7%350.741.1K
$220.00Nov 205.606.00$5.806.9%470.342.4K
$195.00Dec 1827.4029.60$28.507.7%230.64317
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$235.00Nov 2032.5534.00$33.284.4%171.00180
$240.00Dec 1844.1046.65$45.385.6%70.69531
$240.00Nov 2036.2538.50$37.386.0%41.00316
$242.50Nov 637.2539.60$38.426.1%161.00--
$220.00Dec 1830.2032.35$31.286.9%510.57772

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. 99 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$185.00Nov 618.7021.15$19.9212.3%80.9710
$187.50Nov 616.2518.85$17.5514.8%150.941
$190.00Nov 613.9016.05$14.9814.4%380.916
$170.00Nov 2034.9538.35$36.659.3%60.91--
$192.50Nov 611.6514.30$12.9820.4%30.873
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Nov 66.658.85$7.7528.4%681.00317
$212.50Nov 68.4010.80$9.6025.0%2441.0052
$215.00Nov 610.2013.30$11.7526.4%2751.00396
$217.50Nov 612.4014.90$13.6518.3%891.00180
$220.00Nov 614.6517.30$15.9816.6%301.0093

Most actively traded options today. High liquidity = easy entry/exit. 216 active (total vol 9.2K, top 1.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Nov 60.370.76$0.5669.6%1.2K0.1170
$235.00Nov 60.001.38$0.69200.0%5490.08638
$217.50Nov 60.610.96$0.7844.9%3990.1482
$210.00Nov 61.713.30$2.5163.3%3070.3432
$227.50Nov 60.001.26$0.63200.0%2680.09175
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Nov 60.010.38$0.20185.0%7280.04168
$197.50Nov 60.912.89$1.90104.2%5480.30555
$215.00Nov 610.2013.30$11.7526.4%2751.00396
$212.50Nov 68.4010.80$9.6025.0%2441.0052
$207.50Nov 2012.3014.60$13.4517.1%1810.55259

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 42.0%, max 84.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$212.50Nov 6Nov 20127.3%69.1%84.4%130130
$207.50Nov 6Nov 20111.4%69.4%60.5%4390
$205.00Nov 6Nov 27113.0%71.2%58.6%5058
$210.00Nov 6Dec 18117.8%84.4%39.6%347584
$215.00Nov 6Dec 11111.5%88.6%25.8%7935
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$192.50Nov 6Nov 20122.5%73.0%67.8%2242
$207.50Nov 6Nov 20111.4%69.4%60.5%189361
$197.50Nov 6Nov 20109.7%73.1%50.1%555588
$195.00Nov 6Dec 18115.1%81.6%41.0%111564
$205.00Nov 6Dec 11113.0%84.4%33.9%1692

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 145 found (best R:R 0.70, avg 3.28)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$165.00$210.00Dec 11$26.50$18.50$26.5084%0.70$191.50
$220.00$240.00Dec 11$5.83$14.17$5.8346%2.43$225.83
$200.00$210.00Dec 18$4.58$5.42$4.5860%1.18$204.58
$190.00$205.00Nov 27$8.40$6.60$8.4071%0.79$198.40
$230.00$240.00Dec 18$2.58$7.42$2.5840%2.88$232.58
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$207.50$205.00Nov 6$1.25$1.25$1.2584%1.00$206.25
$210.00$207.50Nov 13$1.08$1.42$1.0862%1.31$208.92
$202.50$200.00Nov 6$0.78$1.72$0.7859%2.21$201.72
$205.00$202.50Nov 6$1.29$1.21$1.2968%0.94$203.71
$202.50$200.00Nov 13$0.92$1.58$0.9248%1.72$201.58

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 101 found (best R:R 0.54, avg 0.43)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$212.50$215.00Nov 6$1.02$1.02$1.4872%0.69$213.52
$235.00$237.50Nov 6$0.40$0.40$2.1092%0.19$235.40
$222.50$225.00Nov 13$0.77$0.77$1.7375%0.45$223.27
$220.00$222.50Nov 13$0.79$0.79$1.7171%0.46$220.79
$227.50$230.00Nov 13$0.53$0.53$1.9781%0.27$228.03
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$190.00$165.00Dec 11$8.76$8.76$16.2465%0.54$181.24
$175.00$170.00Dec 18$2.05$2.05$2.9575%0.69$172.95
$182.50$180.00Nov 6$0.71$0.71$1.7990%0.40$181.79
$195.00$190.00Dec 18$2.40$2.40$2.6061%0.92$192.60
$200.00$190.00Dec 11$4.32$4.32$5.6857%0.76$195.68

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $5.67, cheapest $4.64)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$210.00Nov 6Nov 13$4.64117.8%80.4%
$205.00Nov 6Nov 13$5.13113.0%81.3%
$207.50Nov 6Nov 13$5.10111.4%81.0%
$200.00Nov 6Nov 13$5.17101.3%80.6%
$202.50Nov 6Nov 13$5.2887.5%77.9%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$205.00Nov 6Nov 13$5.18113.0%81.3%
$197.50Nov 6Nov 13$4.90109.7%82.3%
$200.00Nov 6Nov 13$5.20101.3%80.6%
$202.50Nov 6Nov 13$5.3487.5%77.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 57 found (cheapest 4.32% of stock, avg 12.57%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$202.50Nov 6$5.50$3.31$8.81$193.69$211.314.32%
$205.00Nov 6$4.25$4.60$8.85$196.15$213.854.34%
$207.50Nov 6$3.13$5.85$8.98$198.52$216.484.40%
$200.00Nov 6$6.98$2.53$9.51$190.49$209.514.66%
$210.00Nov 6$2.51$7.75$10.26$199.74$220.265.03%
$212.50Nov 6$2.13$9.60$11.73$200.77$224.235.75%
$215.00Nov 6$1.11$11.75$12.86$202.14$227.866.31%
$192.50Nov 6$12.98$1.06$14.04$178.46$206.546.89%
$217.50Nov 6$0.78$13.65$14.43$203.07$231.937.08%
$190.00Nov 6$14.98$0.69$15.67$174.33$205.677.69%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 152 found (cheapest 0.72% of stock, avg 9.07%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$217.50$190.00Nov 6$0.78$0.69$1.47$188.53$218.97
$217.50$192.50Nov 6$0.78$1.06$1.84$190.66$219.34
$215.00$190.00Nov 6$1.11$0.69$1.80$188.20$216.80
$215.00$192.50Nov 6$1.11$1.06$2.17$190.33$217.17
$217.50$195.00Nov 6$0.78$1.38$2.16$192.84$219.66
$215.00$195.00Nov 6$1.11$1.38$2.49$192.51$217.49
$217.50$197.50Nov 6$0.78$1.90$2.68$194.82$220.18
$212.50$190.00Nov 6$2.13$0.69$2.82$187.18$215.32
$215.00$197.50Nov 6$1.11$1.90$3.01$194.49$218.01
$212.50$192.50Nov 6$2.13$1.06$3.19$189.31$215.69

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 126 found (best R:R 2.25, avg credit $1.20)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
180/182212/215Nov 6$1.73$0.7761%2.25$180.77$214.23
180/182235/238Nov 6$1.11$1.3982%0.80$181.39$236.11
180/182238/240Nov 6$0.83$1.6785%0.50$181.67$238.33
180/182220/222Nov 6$0.89$1.6179%0.55$181.61$220.89
180/182228/230Nov 6$0.84$1.6681%0.51$181.66$228.34
185/188212/215Nov 6$1.24$1.2663%0.98$186.26$213.74
180/182218/220Nov 6$0.93$1.5776%0.59$181.57$218.43
192/195222/225Nov 13$1.80$0.7040%2.57$193.20$224.30
180/182215/218Nov 6$1.04$1.4671%0.71$181.46$216.04
190/192212/215Nov 6$1.39$1.1155%1.25$191.11$213.89

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 97 found (best R:R 44.45, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$200.00$210.00$220.00Dec 18$0.43$9.5714%22.26
$202.50$205.00$207.50Nov 6$0.13$2.3720%18.23
$225.00$230.00$235.00Nov 20$0.16$4.8410%30.25
$190.00$200.00$210.00Dec 4$0.77$9.2316%11.99
$205.00$210.00$215.00Nov 27$0.25$4.7511%19.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$220.00$230.00$240.00Dec 18$0.22$9.7813%44.45
$197.50$200.00$202.50Nov 6$0.15$2.3528%15.67
$195.00$197.50$200.00Nov 6$0.11$2.3918%21.73
$225.00$230.00$235.00Nov 20$0.33$4.6717%14.15
$220.00$222.50$225.00Nov 13$0.07$2.4313%34.71

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 61 found (best net $-11.78, 56 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$165.00$190.001:2Dec 4-$11.78$13.22
$192.50$200.001:2Nov 6-$0.98$6.52
$190.00$205.001:2Nov 27-$5.35$9.65
$220.00$240.001:2Dec 11-$4.42$15.58
$212.50$215.001:2Nov 6-$0.09$2.41
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$187.50$185.001:2Nov 6-$0.04$2.46
$192.50$190.001:2Nov 6-$0.32$2.18
$190.00$187.501:2Nov 6-$0.27$2.23
$185.00$180.001:2Nov 13-$0.96$4.04
$197.50$195.001:2Nov 6-$0.86$1.64

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 57 found (best yield 9.88%, avg 3.09%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$210.00Dec 18$20.150.533.0%9.88%12.89%40552
$220.00Dec 18$15.800.477.9%7.75%15.66%41596
$230.00Dec 18$12.900.4012.8%6.33%19.14%231.3K
$215.00Dec 11$17.100.505.5%8.39%13.84%3--
$240.00Dec 18$10.100.3417.7%4.95%22.67%29841
$220.00Dec 11$14.250.467.9%6.99%14.90%34
$210.00Dec 11$18.400.533.0%9.02%12.03%6--
$240.00Dec 11$8.900.3317.7%4.37%22.08%43
$215.00Dec 4$15.050.495.5%7.38%12.84%1--
$225.00Dec 4$11.850.4110.4%5.81%16.17%34

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 8,094
Total Puts 6,094
Put/Call Ratio 0.75
Net Difference 2,000

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 50,562
Total Puts 36,291
Average Put/Call Ratio 0.73
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All