Tour v526
ZS
ZSCALER INC
$176.68 +2.28%
9/3 10:15

Option Volume

Detail
Current (09/03 10:15am) 13,587
Calls: 9,994 (74%)
Puts: 3,593 (26%)
Prior (02/24) 19,538
Calls: 6,290 (32%)
Puts: 13,248 (68%)
Current vs Prior -30.46%
Calls: +58.89% (Calls)
Puts: -72.88% (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 -44.17%
Calls: -26.18%
Puts: -66.72%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/03 10:15am) $8.17M
Calls: $6.22M (76%)
Puts: $1.95M (24%)
Prior (02/24) $125.20M
Calls: $5.26M (4%)
Puts: $119.94M (96%)
Current vs Prior -93.48%
Calls: +18.21%
Puts: -98.37%
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 -81.66%
Calls: -54.50%
Puts: -93.68%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/03 10:15am) 0.36
Prior (02/24) 2.11
Current vs Prior -82.93%
Prior 7-Day Average 0.95
Current vs Prior 7-Day Avg -62.21%
Sentiment BULLISH

Open Interest

Detail
Current (09/03 10:15am) 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
Expiry (09/04) | Next (09/11)Expiry (09/18) | Next (10/16)
Current 14.09% | 15.24%16.26% | 20.35%
Prior 13.37% | 14.45%15.43% | 19.88%
Current vs Prior +5.41% | +5.46%+5.41% | +2.34%
Prior 7-Day Avg 9.50% | 14.24%16.13% | 20.73%
Current vs 7-Day Avg +48.43% | +7.01%+0.81% | -1.82%
Prior 7-Day Eod 13.37% | 14.45%15.88% | 19.68%
Current vs 7-Day Eod +5.41% | +5.46%+2.40% | +3.37%
Sentiment BEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 9.27% | 6.91%
Calls: 7.87% | 5.09%
Puts: 10.66% | 8.73%
Prior 7.12% | 5.18%
Calls: 6.28% | 4.13%
Puts: 7.96% | 6.23%
Current vs Prior +30.20% | +33.40%
Prior 7-Day Avg 21.37% | 8.04%
Calls: 20.65% | 6.67%
Puts: 22.10% | 9.42%
Current vs 7-Day Avg -56.62% | -14.09%
Liquidity Pricy
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🤖 AI Insights

Strong bullish conviction with 76% of dollar volume in calls ($6.22M) vs puts ($1.95M). Light premium activity with dollar volume down 93% vs prior. Extreme bullish P/C ratio of 0.36 - heavy call buying (9,994 calls vs 3,593 puts). P/C ratio dropping 83% - sentiment shifting bullish.

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)
TimeSmart MoneyRetailOverall
10:15BULLISHBULLISHBULLISH
10:10BULLISHBULLISHBULLISH
10:05BULLISHBULLISHBULLISH
10:00BULLISHBULLISHBULLISH
09:55BULLISHBULLISHBULLISH
09:50BULLISHBULLISHBULLISH
09:45BULLISHBULLISHBULLISH
09:40BULLISHBULLISHBULLISH
09:35BULLISHBULLISHBULLISH

📈 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 94 of results (avg 8.2%, best 5.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$175.00Sep 1113.4014.10$13.755.1%3110.56244
$145.00Sep 1833.5035.35$34.425.4%--0.87183
$146.00Sep 431.3033.25$32.286.0%--0.9262
$155.00Sep 424.0525.55$24.806.0%490.8289
$155.00Sep 1825.8027.50$26.656.4%10.79379
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$185.00Oct 1620.3521.45$20.905.3%590.5374
$205.00Sep 1131.4033.15$32.285.4%--0.7626
$210.00Sep 1835.9538.05$37.005.7%--0.78183
$205.00Sep 1831.6533.55$32.605.8%--0.7517
$175.00Sep 1111.5512.30$11.936.3%3500.44392

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.94, cheapest $0.94)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$144.00Sep 40.871.01$0.9414.9%330.07142

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 99 found (avg delta 0.68, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$142.00Sep 434.1036.80$35.457.6%--0.9418
$143.00Sep 433.2035.90$34.557.8%--0.9419
$144.00Sep 432.3035.05$33.678.2%--0.9315
$145.00Sep 431.4034.10$32.758.2%10.9231
$146.00Sep 431.3033.25$32.286.0%--0.9262
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Sep 434.7037.45$36.087.6%--0.8311
$210.00Sep 1835.9538.05$37.005.7%--0.78183
$205.00Sep 1131.4033.15$32.285.4%--0.7626
$205.00Sep 1831.6533.55$32.605.8%--0.7517
$200.00Sep 426.7028.95$27.838.1%--0.7432

Most actively traded options today. High liquidity = easy entry/exit. 160 active (total vol 7.6K, top 1.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Sep 44.154.50$4.338.1%1.9K0.261.7K
$210.00Sep 42.392.90$2.6519.2%1.0K0.18591
$190.00Sep 188.259.10$8.689.8%3850.391.8K
$175.00Sep 1113.4014.10$13.755.1%3110.56244
$172.50Sep 1114.3015.80$15.0510.0%1880.5998
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$175.00Sep 1111.5512.30$11.936.3%3500.44392
$150.00Sep 41.692.00$1.8516.8%1760.13827
$175.00Sep 410.7511.50$11.136.7%1030.44175
$177.50Oct 214.5016.25$15.3811.4%800.4729
$177.50Oct 914.4517.55$16.0019.4%800.473

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 46 strikes (avg 274.0%, max 343.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$170.00Sep 4Oct 16294.6%66.5%343.2%18226
$175.00Sep 4Oct 16294.5%67.2%338.1%176697
$165.00Sep 4Oct 16290.3%67.3%331.2%52140
$160.00Sep 4Oct 16280.1%66.6%320.7%277
$180.00Sep 4Oct 16292.2%70.1%316.7%189599
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$170.00Sep 4Oct 16294.6%66.5%343.2%29451
$175.00Sep 4Oct 16294.5%67.2%338.1%103339
$165.00Sep 4Oct 16290.3%67.3%331.2%30716
$160.00Sep 4Oct 16280.1%66.6%320.7%36777
$180.00Sep 4Oct 16292.2%70.1%316.7%28699

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 190 found (best R:R 1.15, avg 2.12)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$165.00$170.00Oct 16$2.33$2.67$2.3366%1.15$167.33
$170.00$175.00Oct 2$2.08$2.92$2.0861%1.40$172.08
$180.00$182.50Oct 2$0.42$2.08$0.4250%4.95$180.42
$170.00$172.50Sep 25$0.72$1.78$0.7261%2.47$170.72
$160.00$170.00Oct 2$5.97$4.03$5.9771%0.68$165.97
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$175.00$172.50Sep 18$0.82$1.68$0.8244%2.05$174.18
$197.50$195.00Sep 4$1.62$0.88$1.6271%0.54$195.88
$160.00$157.50Sep 11$0.47$2.03$0.4726%4.32$159.53
$190.00$187.50Sep 4$1.42$1.08$1.4263%0.76$188.58
$192.50$190.00Sep 11$1.48$1.02$1.4864%0.69$191.02

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 132 found (best R:R 0.65, avg 0.54)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$185.00$187.50Sep 18$1.45$1.45$1.0555%1.38$186.45
$185.00$187.50Sep 25$1.36$1.36$1.1455%1.19$186.36
$207.50$210.00Sep 11$0.77$0.77$1.7377%0.45$208.27
$190.00$192.50Sep 18$1.18$1.18$1.3261%0.89$191.18
$197.50$200.00Sep 11$0.92$0.92$1.5869%0.58$198.42
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$170.00$155.00Oct 9$5.90$5.90$9.1061%0.65$164.10
$175.00$170.00Oct 16$2.70$2.70$2.3056%1.17$172.30
$175.00$170.00Oct 9$2.70$2.70$2.3056%1.17$172.30
$165.00$160.00Oct 16$2.17$2.17$2.8366%0.77$162.83
$160.00$155.00Oct 16$1.86$1.86$3.1471%0.59$158.14

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 26 found (avg debit $0.93, cheapest $0.75)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$172.50Sep 4Sep 11$1.07300.3%123.6%
$167.50Sep 4Sep 11$1.50295.6%122.5%
$170.00Sep 4Sep 11$1.58294.6%121.6%
$175.00Sep 4Sep 11$1.05294.5%121.7%
$192.50Sep 4Sep 11$0.83293.4%123.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$172.50Sep 4Sep 11$0.75300.3%123.6%
$167.50Sep 4Sep 11$0.77295.6%122.5%
$170.00Sep 4Sep 11$0.72294.6%121.6%
$175.00Sep 4Sep 11$0.80294.5%121.7%
$192.50Sep 4Sep 11$0.43293.4%123.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 59 found (cheapest 13.37% of stock, avg 15.99%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$170.00Sep 4$14.85$8.78$23.63$146.37$193.6313.37%
$175.00Sep 4$12.70$11.13$23.83$151.17$198.8313.49%
$177.50Sep 4$11.70$12.20$23.90$153.60$201.4013.53%
$167.50Sep 4$16.27$7.73$24.00$143.50$191.5013.58%
$172.50Sep 4$13.98$10.13$24.11$148.39$196.6113.65%
$165.00Sep 4$17.77$6.55$24.32$140.68$189.3213.76%
$180.00Sep 4$10.70$14.00$24.70$155.30$204.7013.98%
$182.50Sep 4$9.68$15.35$25.03$157.47$207.5314.17%
$162.50Sep 4$19.43$5.65$25.08$137.42$187.5814.20%
$160.00Sep 4$20.95$4.53$25.48$134.52$185.4814.42%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 162 found (cheapest 7.77% of stock, avg 12.39%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$200.00$155.00Oct 9$7.68$6.05$13.73$141.27$213.73
$210.00$160.00Oct 16$6.38$8.43$14.81$145.19$224.81
$190.00$167.50Sep 4$7.03$7.73$14.76$152.74$204.76
$192.50$167.50Sep 11$7.18$8.50$15.68$151.82$208.18
$190.00$170.00Sep 4$7.03$8.78$15.81$154.19$205.81
$187.50$167.50Sep 4$7.85$7.73$15.58$151.92$203.08
$190.00$167.50Sep 11$7.85$8.50$16.35$151.15$206.35
$192.50$170.00Sep 11$7.18$9.50$16.68$153.32$209.18
$187.50$170.00Sep 4$7.85$8.78$16.63$153.37$204.13
$190.00$170.00Sep 11$7.85$9.50$17.35$152.65$207.35

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 128 found (best R:R 2.97, avg credit $1.45)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
155/158198/200Sep 11$1.87$0.6345%2.97$155.63$199.37
160/162198/200Sep 4$1.89$0.6143%3.10$160.61$199.39
160/162198/200Sep 11$1.92$0.5840%3.31$160.58$199.42
150/152198/200Sep 11$1.54$0.9650%1.60$150.96$199.04
155/158198/200Sep 4$1.55$0.9550%1.63$155.95$199.05
146/149198/200Sep 11$1.67$1.3353%1.26$147.33$199.17
160/162192/195Sep 4$1.82$0.6838%2.68$160.68$194.32
150/152198/200Sep 4$1.38$1.1255%1.23$151.12$198.88
160/162195/198Sep 4$1.67$0.8340%2.01$160.83$196.67
158/160198/200Sep 4$1.52$0.9846%1.55$158.48$199.02

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 101 found (best R:R 70.43, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$185.00$190.00$195.00Oct 2$0.08$4.929%61.50
$170.00$175.00$180.00Oct 16$0.17$4.839%28.41
$185.00$190.00$195.00Oct 16$0.15$4.859%32.33
$200.00$205.00$210.00Sep 25$0.14$4.868%34.71
$195.00$200.00$205.00Sep 25$0.16$4.849%30.25
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$170.00$175.00$180.00Oct 16$0.07$4.939%70.43
$145.00$150.00$155.00Oct 16$0.09$4.918%54.56
$195.00$200.00$205.00Sep 11$0.16$4.849%30.25
$165.00$167.50$170.00Sep 18$0.05$2.456%49.00
$172.50$175.00$177.50Sep 4$0.07$2.437%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. 24 found (best net $-3.05, 24 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$200.00$210.001:2Oct 16-$3.91$6.09
$207.50$210.001:2Sep 4-$2.29$0.21
$205.00$210.001:2Sep 18-$3.14$1.86
$200.00$205.001:2Sep 18-$3.49$1.51
$205.00$210.001:2Sep 25-$3.37$1.63
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$197.50$177.501:2Oct 9-$3.05$16.95
$170.00$155.001:2Oct 9-$0.15$14.85
$144.00$143.001:2Sep 4-$0.52$0.48
$143.00$142.001:2Sep 4-$0.63$0.37
$147.00$146.001:2Sep 4-$0.76$0.24

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 70 found (best yield 6.42%, avg 4.40%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$190.00Oct 16$11.350.437.5%6.42%13.96%644
$185.00Oct 16$13.150.474.7%7.44%12.15%239
$195.00Oct 16$9.750.3910.4%5.52%15.89%--32
$200.00Oct 16$8.400.3513.2%4.75%17.95%2139
$180.00Oct 16$14.800.521.9%8.38%10.26%558
$210.00Oct 16$5.950.2818.9%3.37%22.23%--43
$190.00Oct 2$9.700.417.5%5.49%13.03%--39
$182.50Oct 2$12.350.483.3%6.99%10.28%23
$185.00Oct 2$11.300.464.7%6.40%11.10%--18
$195.00Oct 2$8.050.3610.4%4.56%14.93%13

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 9,994
Total Puts 3,593
Put/Call Ratio 0.36
Net Difference 6,401

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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Chart Title

Price — Past 7 Days

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