Tour v526
ZS
ZSCALER INC
$177.24 +2.61%
9/3 10:25

Option Volume

Detail
Current (09/03 10:25am) 14,737
Calls: 10,674 (72%)
Puts: 4,063 (28%)
Prior (02/24) 19,538
Calls: 6,290 (32%)
Puts: 13,248 (68%)
Current vs Prior -24.57%
Calls: +69.70% (Calls)
Puts: -69.33% (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 -39.44%
Calls: -21.16%
Puts: -62.37%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/03 10:25am) $10.05M
Calls: $7.27M (72%)
Puts: $2.78M (28%)
Prior (02/24) $125.20M
Calls: $5.26M (4%)
Puts: $119.94M (96%)
Current vs Prior -91.98%
Calls: +38.18%
Puts: -97.68%
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 -77.43%
Calls: -46.81%
Puts: -90.99%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/03 10:25am) 0.38
Prior (02/24) 2.11
Current vs Prior -81.93%
Prior 7-Day Average 0.95
Current vs Prior 7-Day Avg -59.99%
Sentiment BULLISH

Open Interest

Detail
Current (09/03 10:25am) 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 14.57% | 15.65%16.45% | 20.37%
Prior 13.37% | 14.45%15.43% | 19.88%
Current vs Prior +9.00% | +8.25%+6.65% | +2.47%
Prior 7-Day Avg 9.50% | 14.24%16.13% | 20.73%
Current vs 7-Day Avg +53.48% | +9.84%+2.00% | -1.70%
Prior 7-Day Eod 13.37% | 14.45%15.88% | 19.68%
Current vs 7-Day Eod +9.00% | +8.25%+3.60% | +3.50%
Sentiment BEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 6.33% | 6.67%
Calls: 7.79% | 6.58%
Puts: 4.86% | 6.77%
Prior 7.12% | 5.18%
Calls: 6.28% | 4.13%
Puts: 7.96% | 6.23%
Current vs Prior -11.10% | +28.76%
Prior 7-Day Avg 21.37% | 8.04%
Calls: 20.65% | 6.67%
Puts: 22.10% | 9.42%
Current vs 7-Day Avg -70.38% | -17.07%
Liquidity Pricy
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🤖 AI Insights

Moderately bullish flow with 72% call dollar volume ($7.27M). Light premium activity with dollar volume down 92% vs prior. Extreme bullish P/C ratio of 0.38 - heavy call buying (10,674 calls vs 4,063 puts). P/C ratio dropping 82% - 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
10:25BULLISHBULLISHBULLISH
10:20BULLISHBULLISHBULLISH
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 78 of results (avg 8.0%, best 3.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Sep 1812.7013.35$13.025.0%210.511.5K
$170.00Oct 1620.5021.60$21.055.2%10.6234
$177.50Sep 1113.0013.75$13.385.6%490.5439
$143.00Sep 434.4536.70$35.586.3%--0.9419
$185.00Sep 48.859.45$9.156.6%850.44474
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Sep 44.354.50$4.433.4%420.24652
$165.00Sep 46.206.45$6.333.9%370.30695
$175.00Sep 410.7511.20$10.984.1%2190.43175
$177.50Sep 412.0512.65$12.354.9%80.46225
$210.00Sep 1835.6037.90$36.756.3%--0.77183

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.98, cheapest $0.98)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$144.00Sep 40.901.05$0.9815.3%360.07142

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 101 found (avg delta 0.68, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$142.00Sep 435.0037.55$36.287.0%--0.9418
$143.00Sep 434.4536.70$35.586.3%--0.9419
$144.00Sep 433.2035.80$34.507.5%--0.9315
$145.00Sep 432.3034.90$33.607.7%10.9231
$146.00Sep 431.4534.05$32.757.9%--0.9162
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$212.50Sep 436.1038.80$37.457.2%--0.8320
$210.00Sep 433.7536.95$35.359.1%--0.8111
$210.00Sep 1835.6037.90$36.756.3%--0.77183
$205.00Sep 1130.8032.85$31.836.4%--0.7526
$205.00Sep 1831.5033.70$32.606.7%--0.7417

Most actively traded options today. High liquidity = easy entry/exit. 167 active (total vol 8.3K, top 1.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Sep 44.555.00$4.789.4%1.9K0.281.7K
$210.00Sep 42.593.00$2.8014.6%1.1K0.18591
$190.00Sep 188.509.70$9.1013.2%3860.401.8K
$175.00Sep 1113.9514.90$14.436.6%3580.57244
$180.00Sep 410.8011.60$11.207.1%1990.51541
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$175.00Sep 1111.4012.20$11.806.8%3500.43392
$175.00Sep 410.7511.20$10.984.1%2190.43175
$150.00Sep 41.692.00$1.8516.8%1970.12827
$145.00Sep 40.901.21$1.0629.2%1180.08667
$177.50Oct 214.2516.25$15.2513.1%800.4629

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 45 strikes (avg 277.4%, max 334.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$175.00Sep 4Oct 16296.9%68.4%334.0%185697
$185.00Sep 4Oct 16299.0%69.5%330.3%87513
$170.00Sep 4Oct 16289.4%67.4%329.2%18226
$190.00Sep 4Oct 16302.4%70.5%329.0%174601
$195.00Sep 4Oct 16301.6%70.3%328.7%26340
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$175.00Sep 4Oct 16296.9%68.4%334.0%219339
$185.00Sep 4Oct 16299.0%69.5%330.3%64280
$170.00Sep 4Oct 16289.4%67.4%329.2%32451
$190.00Sep 4Oct 16302.4%70.5%329.0%--251
$177.50Sep 4Oct 9299.6%70.6%324.1%88228

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 186 found (best R:R 1.32, avg 2.20)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$170.00$192.50Oct 9$9.69$12.81$9.6962%1.32$179.69
$170.00$175.00Oct 2$1.95$3.05$1.9562%1.56$171.95
$165.00$170.00Oct 16$2.33$2.67$2.3367%1.15$167.33
$160.00$170.00Oct 2$6.02$3.98$6.0272%0.66$166.02
$180.00$182.50Oct 2$0.48$2.02$0.4852%4.21$180.48
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$170.00$167.50Sep 4$0.57$1.93$0.5736%3.39$169.43
$185.00$182.50Sep 4$1.07$1.43$1.0756%1.34$183.93
$175.00$172.50Sep 18$0.85$1.65$0.8543%1.94$174.15
$180.00$177.50Sep 11$1.03$1.47$1.0349%1.43$178.97
$175.00$172.50Sep 4$0.88$1.62$0.8843%1.84$174.12

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 133 found (best R:R 0.56, avg 0.57)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$185.00$187.50Sep 18$1.58$1.58$0.9254%1.72$186.58
$177.50$180.00Oct 2$1.70$1.70$0.8046%2.13$179.20
$190.00$192.50Sep 18$1.30$1.30$1.2060%1.08$191.30
$207.50$210.00Sep 11$0.85$0.85$1.6576%0.52$208.35
$185.00$187.50Sep 25$1.40$1.40$1.1053%1.27$186.40
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$170.00$155.00Oct 9$5.38$5.38$9.6262%0.56$164.62
$175.00$170.00Oct 9$3.12$3.12$1.8857%1.66$171.88
$172.50$170.00Sep 4$1.85$1.85$0.6560%2.85$170.65
$175.00$170.00Oct 16$2.70$2.70$2.3057%1.17$172.30
$165.00$160.00Oct 16$2.17$2.17$2.8367%0.77$162.83

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 27 found (avg debit $0.92, cheapest $1.40)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$172.50Sep 4Sep 11$1.15305.8%121.9%
$190.00Sep 4Sep 11$0.50302.4%122.2%
$187.50Sep 4Sep 11$0.80303.4%125.2%
$182.50Sep 4Sep 11$0.77302.1%124.4%
$167.50Sep 4Sep 11$1.18300.8%123.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$197.50Sep 4Sep 18$1.40300.6%94.5%
$172.50Sep 4Sep 11$0.33305.8%121.9%
$190.00Sep 4Sep 11$0.88302.4%122.2%
$187.50Sep 4Sep 11$0.76303.4%125.2%
$182.50Sep 4Sep 11$0.90302.1%124.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 60 found (cheapest 13.47% of stock, avg 16.18%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$170.00Sep 4$15.63$8.25$23.88$146.12$193.8813.47%
$175.00Sep 4$13.48$10.98$24.46$150.54$199.4613.80%
$172.50Sep 4$14.43$10.10$24.53$147.97$197.0313.84%
$167.50Sep 4$16.95$7.68$24.63$142.87$192.1313.90%
$180.00Sep 4$11.20$13.45$24.65$155.35$204.6513.91%
$177.50Sep 4$12.38$12.35$24.73$152.77$202.2313.95%
$165.00Sep 4$18.85$6.33$25.18$139.82$190.1814.21%
$185.00Sep 4$9.15$16.25$25.40$159.60$210.4014.33%
$182.50Sep 4$10.28$15.18$25.46$157.04$207.9614.36%
$162.50Sep 4$20.25$5.40$25.65$136.85$188.1514.47%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 162 found (cheapest 8.46% of stock, avg 12.63%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$192.50$170.00Sep 4$6.75$8.25$15.00$155.00$207.50
$210.00$160.00Oct 16$6.85$8.23$15.08$144.92$225.08
$200.00$155.00Oct 9$8.20$6.05$14.25$140.75$214.25
$190.00$170.00Sep 4$7.60$8.25$15.85$154.15$205.85
$192.50$170.00Sep 11$7.58$9.25$16.83$153.17$209.33
$187.50$170.00Sep 4$8.45$8.25$16.70$153.30$204.20
$192.50$172.50Sep 4$6.75$10.10$16.85$155.65$209.35
$190.00$170.00Sep 11$8.10$9.25$17.35$152.65$207.35
$192.50$170.00Sep 18$7.80$9.98$17.78$152.22$210.28
$190.00$172.50Sep 4$7.60$10.10$17.70$154.80$207.70

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 122 found (best R:R 2.38, avg credit $1.39)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
155/158198/200Sep 11$1.76$0.7445%2.38$155.74$199.26
160/162198/200Sep 11$1.86$0.6439%2.91$160.64$199.36
150/152198/200Sep 11$1.56$0.9450%1.66$150.94$199.06
165/168198/200Sep 11$1.93$0.5734%3.39$165.57$199.43
160/162198/200Sep 4$1.67$0.8343%2.01$160.83$199.17
155/158198/200Sep 4$1.50$1.0049%1.50$156.00$199.00
158/160205/208Oct 2$1.58$0.9244%1.72$158.42$206.58
150/152198/200Sep 4$1.27$1.2355%1.03$151.23$198.77
155/158200/202Sep 11$1.45$1.0547%1.38$156.05$201.45
160/162195/198Sep 4$1.62$0.8840%1.84$160.88$196.62

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 103 found (best R:R 40.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$155.00$160.00$165.00Oct 16$0.12$4.889%40.67
$150.00$155.00$160.00Oct 16$0.13$4.879%37.46
$145.00$150.00$155.00Sep 18$0.12$4.888%40.67
$190.00$195.00$200.00Oct 16$0.15$4.858%32.33
$195.00$200.00$205.00Sep 25$0.21$4.798%22.81
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$145.00$150.00$155.00Oct 16$0.12$4.888%40.67
$192.50$195.00$197.50Sep 18$0.05$2.455%49.00
$192.50$195.00$197.50Sep 4$0.06$2.445%40.67
$162.50$165.00$167.50Sep 18$0.10$2.406%24.00
$175.00$180.00$185.00Oct 16$0.29$4.719%16.24

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 26 found (best net $-0.64, 26 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$170.00$192.501:2Oct 9-$0.64$21.86
$200.00$210.001:2Oct 16-$4.47$5.53
$210.00$212.501:2Sep 4-$1.78$0.72
$207.50$210.001:2Sep 4-$2.30$0.20
$205.00$210.001:2Sep 18-$3.43$1.57
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$197.50$177.501:2Oct 9-$3.42$16.58
$170.00$155.001:2Oct 9-$0.67$14.33
$144.00$143.001:2Sep 4-$0.48$0.52
$143.00$142.001:2Sep 4-$0.63$0.37
$145.00$144.001:2Sep 4-$0.90$0.10

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 72 found (best yield 6.46%, avg 4.50%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$190.00Oct 16$11.450.447.2%6.46%13.66%644
$195.00Oct 16$9.950.4010.0%5.61%15.63%--32
$185.00Oct 16$13.300.484.4%7.50%11.88%239
$200.00Oct 16$8.750.3612.8%4.94%17.78%5139
$180.00Oct 16$15.300.531.6%8.63%10.19%558
$210.00Oct 16$6.400.2918.5%3.61%22.09%10043
$185.00Oct 2$11.900.474.4%6.71%11.09%--18
$190.00Oct 2$10.050.427.2%5.67%12.87%--39
$182.50Oct 2$12.700.493.0%7.17%10.13%23
$195.00Oct 2$8.450.3810.0%4.77%14.79%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 10,674
Total Puts 4,063
Put/Call Ratio 0.38
Net Difference 6,611

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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