ZS - Options Database

ZSCALER INC

$177.06 +2.51%

(9/3 09:40) ◀

Thursday, September 3, 2026 (9:45am)

▶ (9/3 09:50)

◀ 9/3 09:45 ▶

Option Volume

Detail

ℹ

Current (09/03 9:45am) 2,971

Calls: 2,089 (70%)

Puts: 882 (30%)

Prior (02/24) 19,538

Calls: 6,290 (32%)

Puts: 13,248 (68%)

Current vs Prior -84.79%

Calls: -66.79% (Calls)

Puts: -93.34% (Puts)

Prior 7-Day Total 170,345

Calls: 94,772 (56%)

Puts: 75,573 (44%)

Prior 7-Day Average 24,335

Calls: 13,538 (56%)

Puts: 10,796 (44%)

Current vs Prior 7-Day Avg -87.79%

Calls: -84.57%

Puts: -91.83%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (09/03 9:45am) $2.48M

Calls: $1.74M (70%)

Puts: $744.9K (30%)

Prior (02/24) $125.20M

Calls: $5.26M (4%)

Puts: $119.94M (96%)

Current vs Prior -98.02%

Calls: -67.01%

Puts: -99.38%

Prior 7-Day Total $311.60M

Calls: $95.64M (31%)

Puts: $215.97M (69%)

Prior 7-Day Average $44.51M

Calls: $13.66M (31%)

Puts: $30.85M (69%)

Current vs Prior 7-Day Avg -94.43%

Calls: -87.30%

Puts: -97.59%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (09/03 9:45am) 0.42

Prior (02/24) 2.11

Current vs Prior -79.95%

Prior 7-Day Average 0.95

Current vs Prior 7-Day Avg -55.62%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (09/03 9:45am) 220,305

Calls: 120,774 (55%)

Puts: 99,531 (45%)

Prior (02/24) 59,691

Calls: 35,756 (60%)

Puts: 23,935 (40%)

Current vs Prior +269.08%

Prior 7-Day Total 1,270,033

Calls: 610,481 (55%)

Puts: 498,938 (45%)

Prior 7-Day Average 181,433

Calls: 87,211 (55%)

Puts: 71,276 (45%)

Current vs Prior 7-Day Avg +21.42%

Sentiment BEARISH

Expected Move

Detail

ℹ

WKMO Expiry (09/04) | Next (09/11)Expiry (09/18) | Next (10/16)

Current 13.15% | 14.45%15.33% | 19.63%

Prior 13.37% | 14.45%15.43% | 19.88%

Current vs Prior -1.66% | -0.05%-0.60% | -1.29%

Prior 7-Day Avg 9.50% | 14.24%16.13% | 20.73%

Current vs 7-Day Avg +38.47% | +1.42%-4.94% | -5.31%

Prior 7-Day Eod 13.37% | 14.45%15.88% | 19.68%

Current vs 7-Day Eod -1.66% | -0.05%-3.44% | -0.29%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 14.18% | 11.64%

Calls: 10.18% | 9.90%

Puts: 18.18% | 13.39%

Prior 7.12% | 5.18%

Calls: 6.28% | 4.13%

Puts: 7.96% | 6.23%

Current vs Prior +99.16% | +124.71%

Prior 7-Day Avg 21.37% | 8.04%

Calls: 20.65% | 6.67%

Puts: 22.10% | 9.42%

Current vs 7-Day Avg -33.65% | +44.72%

Liquidity Expensive

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Moderately bullish flow with 70% call dollar volume ($1.74M). Light premium activity with dollar volume down 98% vs prior. Below-average activity with volume down 85% vs prior. Extreme bullish P/C ratio of 0.42 - heavy call buying (2,089 calls vs 882 puts).

Smart Money BULLISH

Retail Flow BULLISH

Overall BULLISH

Dollar Volume

Option Volume

Put/Call Ratio

Open Interest

Expected Move

Current BULLISH

Prior BEARISH

7-Day Avg BEARISH

Current BULLISH

Prior BEARISH

7-Day Avg NEUTRAL

Current BULLISH

Prior BEARISH

7-Day Avg NEUTRAL

Current NEUTRAL

Prior BULLISH

7-Day Avg NEUTRAL

Current BEARISH

Prior BULLISH

7-Day Avg BULLISH

Sentiment Timeline (Today)

Time	Smart Money	Retail	Overall
09:45	BULLISH	BULLISH	BULLISH
09:40	BULLISH	BULLISH	BULLISH
09:35	BULLISH	BULLISH	BULLISH

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💰 Best Value Under $1

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🔥 High Volume

⏰ Backwardation

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📉 Credit Spreads

📅 Calendar Spreads

⚡ Straddles

🔀 Strangles

🦅 Iron Condors

🦋 Butterflies

⚖️ Ratio Spreads

🛡️ Covered Calls

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Tightest Spreads

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Best Value <$1

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Ratio Spreads

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Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 60 of results (avg 7.9%, best 4.2%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$155.00	Sep 4	24.50	25.55	$25.03	4.2%	32	0.84	89
$160.00	Sep 4	20.75	21.80	$21.28	4.9%	1	0.77	47
$185.00	Sep 4	8.10	8.55	$8.32	5.4%	27	0.43	474
$180.00	Sep 4	9.90	10.50	$10.20	5.9%	42	0.50	541
$165.00	Sep 18	19.20	20.40	$19.80	6.1%	96	0.69	400

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$210.00	Sep 18	34.95	37.00	$35.98	5.7%	--	0.78	183
$200.00	Sep 4	25.85	27.50	$26.68	6.2%	--	0.75	32
$175.00	Sep 11	10.75	11.45	$11.10	6.3%	284	0.43	392
$175.00	Sep 4	9.70	10.40	$10.05	7.0%	23	0.43	175
$190.00	Sep 4	18.55	20.10	$19.33	8.0%	--	0.64	198

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. 98 found (avg delta 0.69, highest 0.95)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$142.00	Sep 4	35.00	37.35	$36.17	6.5%	--	0.95	18
$143.00	Sep 4	34.10	36.45	$35.28	6.7%	--	0.94	19
$144.00	Sep 4	33.15	35.55	$34.35	7.0%	--	0.94	15
$146.00	Sep 4	31.55	33.75	$32.65	6.7%	--	0.93	62
$145.00	Sep 4	32.25	34.65	$33.45	7.2%	--	0.93	31

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$210.00	Sep 4	33.10	35.90	$34.50	8.1%	--	0.83	11
$210.00	Sep 18	34.95	37.00	$35.98	5.7%	--	0.78	183
$205.00	Sep 11	29.40	32.45	$30.93	9.9%	--	0.77	26
$200.00	Sep 4	25.85	27.50	$26.68	6.2%	--	0.75	32
$205.00	Sep 18	30.10	32.95	$31.53	9.0%	--	0.75	17

Most actively traded options today. High liquidity = easy entry/exit. 115 active (total vol 2.0K, top 284)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$200.00	Sep 4	3.75	4.45	$4.10	17.1%	271	0.26	1.7K
$175.00	Sep 4	11.65	12.90	$12.28	10.2%	119	0.57	674
$175.00	Sep 11	12.95	14.30	$13.63	9.9%	103	0.57	244
$165.00	Sep 18	19.20	20.40	$19.80	6.1%	96	0.69	400
$190.00	Sep 4	6.20	7.05	$6.63	12.8%	65	0.37	557

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$175.00	Sep 11	10.75	11.45	$11.10	6.3%	284	0.43	392
$177.50	Oct 2	13.40	15.25	$14.33	12.9%	80	0.46	29
$177.50	Oct 9	13.90	15.85	$14.88	13.1%	80	0.46	3
$150.00	Sep 4	1.55	1.98	$1.77	24.3%	47	0.12	827
$155.00	Sep 4	2.22	3.05	$2.64	31.4%	25	0.17	301

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 44 strikes (avg 258.5%, max 327.5%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$175.00	Sep 4	Oct 16	274.6%	64.2%	327.5%	122	697
$165.00	Sep 4	Oct 16	272.0%	64.2%	323.8%	35	140
$160.00	Sep 4	Oct 16	271.4%	64.7%	319.4%	1	77
$170.00	Sep 4	Oct 16	269.4%	64.3%	318.9%	11	226
$155.00	Sep 4	Oct 16	262.3%	63.9%	310.3%	32	118

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$175.00	Sep 4	Oct 16	274.6%	64.2%	327.5%	23	339
$165.00	Sep 4	Oct 16	272.0%	64.2%	323.8%	7	716
$160.00	Sep 4	Oct 16	271.4%	64.7%	319.4%	18	777
$170.00	Sep 4	Oct 16	269.4%	64.3%	318.9%	15	451
$155.00	Sep 4	Oct 16	262.3%	63.9%	310.3%	25	450

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 178 found (best R:R 3.31, avg 2.21)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$190.00	$200.00	Oct 2	$2.32	$7.68	$2.32	42%	3.31	$192.32
$200.00	$210.00	Oct 16	$2.30	$7.70	$2.30	36%	3.35	$202.30
$160.00	$165.00	Oct 16	$2.87	$2.13	$2.87	73%	0.74	$162.87
$190.00	$195.00	Oct 16	$1.45	$3.55	$1.45	44%	2.45	$191.45
$170.00	$175.00	Oct 2	$2.44	$2.56	$2.44	63%	1.05	$172.44

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$192.50	$190.00	Sep 4	$1.12	$1.38	$1.12	67%	1.23	$191.38
$182.50	$180.00	Sep 11	$0.83	$1.67	$0.83	53%	2.01	$181.67
$177.50	$175.00	Sep 11	$0.85	$1.65	$0.85	47%	1.94	$176.65
$160.00	$157.50	Sep 11	$0.35	$2.15	$0.35	24%	6.14	$159.65
$182.50	$180.00	Sep 4	$1.10	$1.40	$1.10	54%	1.27	$181.40

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 125 found (best R:R 0.67, avg 0.51)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$197.50	$200.00	Sep 11	$0.95	$0.95	$1.55	69%	0.61	$198.45
$205.00	$207.50	Sep 4	$0.67	$0.67	$1.83	78%	0.37	$205.67
$197.50	$200.00	Sep 18	$0.90	$0.90	$1.60	68%	0.56	$198.40
$187.50	$190.00	Sep 4	$1.10	$1.10	$1.40	59%	0.79	$188.60
$187.50	$190.00	Sep 18	$1.13	$1.13	$1.37	58%	0.82	$188.63

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$170.00	$155.00	Oct 9	$6.02	$6.02	$8.98	62%	0.67	$163.98
$170.00	$165.00	Oct 2	$2.40	$2.40	$2.60	62%	0.92	$167.60
$160.00	$155.00	Oct 16	$1.80	$1.80	$3.20	72%	0.56	$158.20
$175.00	$172.50	Oct 2	$1.60	$1.60	$0.90	57%	1.78	$173.40
$170.00	$165.00	Oct 16	$2.20	$2.20	$2.80	62%	0.79	$167.80

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 24 found (avg debit $0.88, cheapest $0.59)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$187.50	Sep 4	Sep 11	$0.59	278.6%	115.7%
$175.00	Sep 4	Sep 11	$1.35	274.6%	116.8%
$195.00	Sep 4	Sep 11	$0.78	273.9%	116.1%
$182.50	Sep 4	Sep 11	$0.80	271.6%	114.8%
$190.00	Sep 4	Sep 11	$0.80	271.5%	115.0%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$187.50	Sep 4	Sep 11	$0.80	278.6%	115.7%
$175.00	Sep 4	Sep 11	$1.05	274.6%	116.8%
$195.00	Sep 4	Sep 11	$0.68	273.9%	116.1%
$182.50	Sep 4	Sep 11	$0.85	271.6%	114.8%
$190.00	Sep 4	Sep 11	$0.15	271.5%	115.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 58 found (cheapest 12.51% of stock, avg 15.15%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$172.50	Sep 4	$13.58	$8.57	$22.15	$150.35	$194.65	12.51%
$175.00	Sep 4	$12.28	$10.05	$22.33	$152.67	$197.33	12.61%
$177.50	Sep 4	$11.33	$11.00	$22.33	$155.17	$199.83	12.61%
$170.00	Sep 4	$15.18	$7.55	$22.73	$147.27	$192.73	12.84%
$180.00	Sep 4	$10.20	$12.65	$22.85	$157.15	$202.85	12.91%
$182.50	Sep 4	$9.30	$13.75	$23.05	$159.45	$205.55	13.02%
$167.50	Sep 4	$16.58	$6.53	$23.11	$144.39	$190.61	13.05%
$185.00	Sep 4	$8.32	$15.48	$23.80	$161.20	$208.80	13.44%
$165.00	Sep 4	$18.08	$5.73	$23.81	$141.19	$188.81	13.45%
$177.50	Sep 11	$12.20	$11.95	$24.15	$153.35	$201.65	13.64%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 162 found (cheapest 7.02% of stock, avg 11.52%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$192.50	$167.50	Sep 4	$5.90	$6.53	$12.43	$155.07	$204.93
$192.50	$170.00	Sep 4	$5.90	$7.55	$13.45	$156.55	$205.95
$190.00	$167.50	Sep 4	$6.63	$6.53	$13.16	$154.34	$203.16
$190.00	$170.00	Sep 4	$6.63	$7.55	$14.18	$155.82	$204.18
$210.00	$160.00	Oct 16	$6.68	$7.65	$14.33	$145.67	$224.33
$200.00	$155.00	Oct 9	$7.98	$5.18	$13.16	$141.84	$213.16
$192.50	$172.50	Sep 4	$5.90	$8.57	$14.47	$158.03	$206.97
$187.50	$167.50	Sep 4	$7.73	$6.53	$14.26	$153.24	$201.76
$190.00	$172.50	Sep 4	$6.63	$8.57	$15.20	$157.30	$205.20
$192.50	$170.00	Sep 11	$6.85	$8.60	$15.45	$154.55	$207.95

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 118 found (best R:R 4.21, avg credit $1.36)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
160/162	198/200	Sep 11	$2.02	$0.48	42%	4.21	$160.48	$199.52
152/155	198/200	Sep 11	$1.67	$0.83	50%	2.01	$153.33	$199.17
162/165	198/200	Sep 11	$1.90	$0.60	39%	3.17	$163.10	$199.40
158/160	198/200	Sep 18	$1.78	$0.72	42%	2.47	$158.22	$199.28
158/160	198/200	Sep 4	$1.61	$0.89	48%	1.81	$158.39	$199.11
162/165	198/200	Sep 18	$1.90	$0.60	36%	3.17	$163.10	$199.40
152/155	198/200	Sep 4	$1.41	$1.09	54%	1.29	$153.59	$198.91
155/158	198/200	Sep 18	$1.62	$0.88	45%	1.84	$155.88	$199.12
149/150	198/200	Sep 11	$1.37	$1.13	55%	1.21	$148.63	$198.87
143/144	198/200	Sep 11	$1.23	$1.27	60%	0.97	$142.77	$198.73

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 96 found (best R:R 99.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$190.00	$195.00	$200.00	Oct 16	$0.05	$4.95	8%	99.00
$160.00	$165.00	$170.00	Oct 16	$0.14	$4.86	10%	34.71
$180.00	$185.00	$190.00	Oct 16	$0.13	$4.87	9%	37.46
$165.00	$170.00	$175.00	Oct 16	$0.18	$4.82	10%	26.78
$200.00	$205.00	$210.00	Sep 25	$0.14	$4.86	8%	34.71

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$195.00	$200.00	$205.00	Sep 11	$0.17	$4.83	9%	28.41
$165.00	$170.00	$175.00	Oct 16	$0.23	$4.77	10%	20.74
$162.50	$165.00	$167.50	Sep 11	$0.08	$2.42	6%	30.25
$185.00	$187.50	$190.00	Sep 11	$0.08	$2.42	6%	30.25
$165.00	$167.50	$170.00	Sep 11	$0.09	$2.41	6%	26.78

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 33 found (best net $-1.96, 32 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$200.00	$210.00	1:2	Oct 16	-$4.38	$5.62
$205.00	$207.50	1:2	Sep 4	-$2.04	$0.46
$190.00	$200.00	1:2	Oct 2	-$5.31	$4.69
$205.00	$210.00	1:2	Sep 18	-$3.02	$1.98
$207.50	$210.00	1:2	Sep 4	-$2.33	$0.17

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$197.50	$177.50	1:2	Oct 9	-$1.96	$18.04
$143.00	$142.00	1:2	Sep 4	-$0.54	$0.46
$145.00	$144.00	1:2	Sep 4	-$0.58	$0.42
$144.00	$143.00	1:2	Sep 4	-$0.61	$0.39
$150.00	$145.00	1:2	Sep 18	-$1.21	$3.79

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 67 found (best yield 6.18%, avg 4.20%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$190.00	Oct 16	$10.95	0.44	7.3%	6.18%	13.49%	1	44
$195.00	Oct 16	$9.35	0.40	10.1%	5.28%	15.41%	--	32
$180.00	Oct 16	$14.85	0.53	1.7%	8.39%	10.05%	2	58
$185.00	Oct 16	$12.55	0.48	4.5%	7.09%	11.57%	--	39
$200.00	Oct 16	$7.95	0.36	13.0%	4.49%	17.45%	1	139
$210.00	Oct 16	$5.70	0.28	18.6%	3.22%	21.82%	--	43
$195.00	Oct 9	$8.05	0.38	10.1%	4.55%	14.68%	--	13
$192.50	Oct 9	$8.60	0.40	8.7%	4.86%	13.58%	--	10
$180.00	Oct 2	$13.05	0.53	1.7%	7.37%	9.03%	--	13
$177.50	Oct 2	$14.35	0.55	0.2%	8.10%	8.35%	--	15

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 2,089

Total Puts 882

Put/Call Ratio 0.42

Net Difference 1,207

Prior's Put/Call Breakdown

Total Calls 6,290

Total Puts 13,248

Put/Call Ratio 2.11

Net Difference -6,958

Prior 7-Day Put/Call Summary

Total Calls 94,772

Total Puts 75,573

Average Put/Call Ratio 0.95

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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Option Volume

Dollar Volume

Put/Call Ratio

Open Interest

Expected Move

Relative Spread

🤖 AI Insights

📈 Options Analysis

Current 5-Minute Volume Snapshots

Prior's 5-Minute Volume Snapshots

Current Put/Call Breakdown

Prior's Put/Call Breakdown

Prior 7-Day Put/Call Summary

Daily Put/Call History (Last 7 Days)

Upcoming Earnings - 2 Weeks Prior

Upcoming Earnings - 1 Week Prior

Earnings This Week

Earnings - Day Before / Day After

Options Activity Around Earnings

Chart Title

Price — Past 7 Days

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