ZS - Options Database

ZSCALER INC

$177.46 +2.74%

(9/3 10:25) ◀

Thursday, September 3, 2026 (10:30am)

▶ (9/3 10:35)

◀ 9/3 10:30 ▶

Option Volume

Detail

ℹ

Current (09/03 10:30am) 15,200

Calls: 10,952 (72%)

Puts: 4,248 (28%)

Prior (02/24) 19,538

Calls: 6,290 (32%)

Puts: 13,248 (68%)

Current vs Prior -22.20%

Calls: +74.12% (Calls)

Puts: -67.93% (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 -37.54%

Calls: -19.11%

Puts: -60.65%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (09/03 10:30am) $10.46M

Calls: $7.57M (72%)

Puts: $2.89M (28%)

Prior (02/24) $125.20M

Calls: $5.26M (4%)

Puts: $119.94M (96%)

Current vs Prior -91.65%

Calls: +43.91%

Puts: -97.59%

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 -76.51%

Calls: -44.61%

Puts: -90.64%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (09/03 10:30am) 0.39

Prior (02/24) 2.11

Current vs Prior -81.58%

Prior 7-Day Average 0.95

Current vs Prior 7-Day Avg -59.22%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (09/03 10:30am) 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 14.47% | 15.50%16.44% | 20.29%

Prior 13.37% | 14.45%15.43% | 19.88%

Current vs Prior +8.23% | +7.21%+6.55% | +2.06%

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

Current vs 7-Day Avg +52.40% | +8.79%+1.90% | -2.09%

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

Current vs 7-Day Eod +8.23% | +7.21%+3.51% | +3.09%

Sentiment BEARISHBEARISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 4.80% | 6.94%

Calls: 6.33% | 6.29%

Puts: 3.27% | 7.58%

Prior 7.12% | 5.18%

Calls: 6.28% | 4.13%

Puts: 7.96% | 6.23%

Current vs Prior -32.58% | +33.98%

Prior 7-Day Avg 21.37% | 8.04%

Calls: 20.65% | 6.67%

Puts: 22.10% | 9.42%

Current vs 7-Day Avg -77.54% | -13.72%

Liquidity Acceptable

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🤖 AI Insights

Moderately bullish flow with 72% call dollar volume ($7.57M). Light premium activity with dollar volume down 92% vs prior. Extreme bullish P/C ratio of 0.39 - heavy call buying (10,952 calls vs 4,248 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)

Time	Smart Money	Retail	Overall
10:30	BULLISH	BULLISH	BULLISH
10:25	BULLISH	BULLISH	BULLISH
10:20	BULLISH	BULLISH	BULLISH
10:15	BULLISH	BULLISH	BULLISH
10:10	BULLISH	BULLISH	BULLISH
10:05	BULLISH	BULLISH	BULLISH
10:00	BULLISH	BULLISH	BULLISH
09:55	BULLISH	BULLISH	BULLISH
09:50	BULLISH	BULLISH	BULLISH
09:45	BULLISH	BULLISH	BULLISH
09:40	BULLISH	BULLISH	BULLISH
09:35	BULLISH	BULLISH	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

🎯

Tightest Spreads

💰

Best Value <$1

📊

High Delta

⚖️

Ratio Spreads

🛡️

Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 100 of results (avg 7.5%, best 3.3%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$185.00	Sep 4	9.00	9.35	$9.18	3.8%	86	0.44	474
$177.50	Sep 4	12.15	12.70	$12.43	4.4%	20	0.54	105
$144.00	Sep 4	33.75	35.35	$34.55	4.6%	--	0.93	15
$185.00	Sep 18	10.45	11.00	$10.73	5.1%	18	0.46	1.7K
$200.00	Sep 4	4.65	4.90	$4.78	5.2%	2.0K	0.28	1.7K

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$177.50	Sep 4	12.05	12.45	$12.25	3.3%	10	0.46	225
$172.50	Sep 4	9.45	9.80	$9.63	3.6%	10	0.40	148
$175.00	Sep 4	10.70	11.10	$10.90	3.7%	219	0.43	175
$210.00	Sep 4	34.35	35.75	$35.05	4.0%	1	0.81	11
$165.00	Sep 4	6.10	6.35	$6.23	4.0%	48	0.30	695

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.96, cheapest $0.96)

CALLS (0)

No calls meet the criteria

PUTS (1)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$144.00	Sep 4	0.91	1.00	$0.96	9.4%	37	0.07	142

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)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$142.00	Sep 4	35.00	37.55	$36.28	7.0%	--	0.94	18
$143.00	Sep 4	34.45	36.70	$35.58	6.3%	--	0.94	19
$144.00	Sep 4	33.75	35.35	$34.55	4.6%	--	0.93	15
$145.00	Sep 4	32.60	34.60	$33.60	6.0%	2	0.92	31
$146.00	Sep 4	31.45	33.95	$32.70	7.6%	--	0.91	62

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$212.50	Sep 4	36.10	38.80	$37.45	7.2%	--	0.83	20
$210.00	Sep 4	34.35	35.75	$35.05	4.0%	1	0.81	11
$210.00	Sep 18	35.60	37.90	$36.75	6.3%	--	0.77	183
$205.00	Sep 11	30.80	32.85	$31.83	6.4%	--	0.74	26
$205.00	Sep 18	31.50	33.70	$32.60	6.7%	--	0.73	17

Most actively traded options today. High liquidity = easy entry/exit. 171 active (total vol 8.7K, top 2.0K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$200.00	Sep 4	4.65	4.90	$4.78	5.2%	2.0K	0.28	1.7K
$210.00	Sep 4	2.73	3.00	$2.87	9.4%	1.1K	0.19	591
$190.00	Sep 18	8.80	9.60	$9.20	8.7%	387	0.41	1.8K
$175.00	Sep 11	13.85	14.75	$14.30	6.3%	378	0.56	244
$180.00	Sep 4	10.85	11.65	$11.25	7.1%	202	0.51	541

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$175.00	Sep 11	11.60	12.10	$11.85	4.2%	371	0.43	392
$175.00	Sep 4	10.70	11.10	$10.90	3.7%	219	0.43	175
$150.00	Sep 4	1.67	2.00	$1.84	17.9%	198	0.12	827
$145.00	Sep 4	0.97	1.21	$1.09	22.0%	128	0.08	667
$155.00	Sep 4	2.75	3.05	$2.90	10.3%	86	0.18	301

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 278.5%, max 348.0%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$175.00	Sep 4	Oct 16	297.6%	66.4%	348.0%	185	697
$170.00	Sep 4	Oct 16	294.0%	67.0%	338.7%	21	226
$190.00	Sep 4	Oct 16	300.5%	69.1%	334.7%	181	601
$195.00	Sep 4	Oct 16	302.2%	70.2%	330.4%	26	340
$185.00	Sep 4	Oct 16	297.3%	69.4%	328.4%	94	513

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$175.00	Sep 4	Oct 16	297.6%	66.4%	348.0%	221	339
$170.00	Sep 4	Oct 16	294.0%	67.0%	338.7%	43	451
$190.00	Sep 4	Oct 16	300.5%	69.1%	334.7%	--	251
$185.00	Sep 4	Oct 16	297.3%	69.4%	328.4%	64	280
$180.00	Sep 4	Oct 16	298.5%	69.9%	327.1%	31	699

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 192 found (best R:R 1.34, avg 2.23)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$170.00	$192.50	Oct 9	$9.62	$12.88	$9.62	62%	1.34	$179.62
$170.00	$175.00	Oct 2	$1.95	$3.05	$1.95	62%	1.56	$171.95
$187.50	$190.00	Sep 18	$0.15	$2.35	$0.15	42%	15.67	$187.65
$180.00	$182.50	Oct 2	$0.45	$2.05	$0.45	51%	4.56	$180.45
$160.00	$170.00	Oct 2	$6.02	$3.98	$6.02	72%	0.66	$166.02

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$190.00	$187.50	Sep 4	$1.20	$1.30	$1.20	62%	1.08	$188.80
$175.00	$172.50	Sep 18	$0.82	$1.68	$0.82	43%	2.05	$174.18
$185.00	$182.50	Sep 4	$1.15	$1.35	$1.15	56%	1.17	$183.85
$200.00	$197.50	Sep 4	$1.67	$0.83	$1.67	72%	0.50	$198.33
$187.50	$185.00	Sep 11	$1.31	$1.19	$1.31	58%	0.91	$186.19

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 135 found (best R:R 0.56, avg 0.55)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$190.00	$192.50	Sep 18	$1.40	$1.40	$1.10	60%	1.27	$191.40
$185.00	$187.50	Sep 18	$1.38	$1.38	$1.12	54%	1.23	$186.38
$185.00	$187.50	Sep 25	$1.40	$1.40	$1.10	54%	1.27	$186.40
$190.00	$192.50	Sep 25	$1.25	$1.25	$1.25	59%	1.00	$191.25
$180.00	$182.50	Sep 25	$1.45	$1.45	$1.05	48%	1.38	$181.45

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$170.00	$155.00	Oct 9	$5.40	$5.40	$9.60	62%	0.56	$164.60
$175.00	$170.00	Oct 9	$3.10	$3.10	$1.90	57%	1.63	$171.90
$160.00	$155.00	Oct 16	$1.88	$1.88	$3.12	72%	0.60	$158.12
$172.50	$170.00	Sep 18	$1.53	$1.53	$0.97	60%	1.58	$170.97
$155.00	$150.00	Sep 25	$1.48	$1.48	$3.52	78%	0.42	$153.52

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 27 found (avg debit $0.95, cheapest $1.40)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$182.50	Sep 4	Sep 11	$0.72	301.0%	124.9%
$192.50	Sep 4	Sep 11	$0.76	300.9%	125.3%
$195.00	Sep 4	Sep 11	$0.82	302.2%	126.7%
$177.50	Sep 4	Sep 11	$0.77	299.1%	123.6%
$190.00	Sep 4	Sep 11	$0.77	300.5%	125.5%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$197.50	Sep 4	Sep 18	$1.40	302.0%	94.3%
$182.50	Sep 4	Sep 11	$0.90	301.0%	124.9%
$192.50	Sep 4	Sep 11	$0.57	300.9%	125.3%
$195.00	Sep 4	Sep 11	$0.88	302.2%	126.7%
$177.50	Sep 4	Sep 11	$0.95	299.1%	123.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 63 found (cheapest 13.50% of stock, avg 16.20%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$170.00	Sep 4	$15.53	$8.43	$23.96	$146.04	$193.96	13.50%
$172.50	Sep 4	$14.43	$9.63	$24.06	$148.44	$196.56	13.56%
$175.00	Sep 4	$13.43	$10.90	$24.33	$150.67	$199.33	13.71%
$167.50	Sep 4	$17.05	$7.38	$24.43	$143.07	$191.93	13.77%
$177.50	Sep 4	$12.43	$12.25	$24.68	$152.82	$202.18	13.91%
$180.00	Sep 4	$11.25	$13.58	$24.83	$155.17	$204.83	13.99%
$165.00	Sep 4	$18.85	$6.23	$25.08	$139.92	$190.08	14.13%
$182.50	Sep 4	$10.30	$15.18	$25.48	$157.02	$207.98	14.36%
$185.00	Sep 4	$9.18	$16.33	$25.51	$159.49	$210.51	14.38%
$162.50	Sep 4	$20.25	$5.38	$25.63	$136.87	$188.13	14.44%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 162 found (cheapest 8.53% of stock, avg 12.60%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$210.00	$160.00	Oct 16	$6.85	$8.28	$15.13	$144.87	$225.13
$192.50	$170.00	Sep 4	$6.82	$8.43	$15.25	$154.75	$207.75
$200.00	$155.00	Oct 9	$8.20	$6.05	$14.25	$140.75	$214.25
$190.00	$170.00	Sep 4	$7.58	$8.43	$16.01	$153.99	$206.01
$192.50	$170.00	Sep 11	$7.58	$9.20	$16.78	$153.22	$209.28
$192.50	$172.50	Sep 4	$6.82	$9.63	$16.45	$156.05	$208.95
$190.00	$172.50	Sep 4	$7.58	$9.63	$17.21	$155.29	$207.21
$187.50	$170.00	Sep 4	$8.43	$8.43	$16.86	$153.14	$204.36
$192.50	$170.00	Sep 18	$7.80	$9.95	$17.75	$152.25	$210.25
$210.00	$165.00	Oct 16	$6.85	$10.23	$17.08	$147.92	$227.08

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 120 found (best R:R 1.94, avg credit $1.36)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
150/152	198/200	Sep 11	$1.65	$0.85	50%	1.94	$150.85	$199.15
160/162	198/200	Sep 11	$1.82	$0.68	39%	2.68	$160.68	$199.32
155/158	198/200	Sep 4	$1.55	$0.95	49%	1.63	$155.95	$199.05
158/160	198/200	Sep 11	$1.70	$0.80	42%	2.12	$158.30	$199.20
145/146	198/200	Sep 11	$1.31	$1.19	55%	1.10	$144.69	$198.81
165/168	195/198	Sep 18	$1.90	$0.60	31%	3.17	$165.60	$196.90
158/160	198/200	Sep 4	$1.52	$0.98	46%	1.55	$158.48	$199.02
150/152	200/202	Sep 11	$1.33	$1.17	53%	1.14	$151.17	$201.33
150/152	198/200	Sep 4	$1.25	$1.25	55%	1.00	$151.25	$198.75
152/155	198/200	Sep 4	$1.31	$1.19	52%	1.10	$153.69	$198.81

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 110 found (best R:R 82.33, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$175.00	$180.00	$185.00	Oct 16	$0.06	$4.94	9%	82.33
$150.00	$155.00	$160.00	Sep 18	$0.15	$4.85	10%	32.33
$190.00	$195.00	$200.00	Oct 2	$0.13	$4.87	9%	37.46
$155.00	$160.00	$165.00	Oct 16	$0.17	$4.83	9%	28.41
$175.00	$177.50	$180.00	Sep 11	$0.05	$2.45	6%	49.00

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$155.00	$160.00	$165.00	Oct 16	$0.07	$4.93	9%	70.43
$160.00	$165.00	$170.00	Oct 16	$0.15	$4.85	9%	32.33
$145.00	$150.00	$155.00	Oct 16	$0.17	$4.83	8%	28.41
$165.00	$170.00	$175.00	Oct 16	$0.22	$4.78	10%	21.73
$170.00	$172.50	$175.00	Sep 4	$0.07	$2.43	7%	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. 25 found (best net $-0.71, 25 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$170.00	$192.50	1:2	Oct 9	-$0.71	$21.79
$200.00	$210.00	1:2	Oct 16	-$4.55	$5.45
$210.00	$212.50	1:2	Sep 4	-$1.81	$0.69
$207.50	$210.00	1:2	Sep 4	-$2.39	$0.11
$205.00	$210.00	1:2	Sep 18	-$3.43	$1.57

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$197.50	$177.50	1:2	Oct 9	-$3.45	$16.55
$170.00	$155.00	1:2	Oct 9	-$0.65	$14.35
$144.00	$143.00	1:2	Sep 4	-$0.50	$0.50
$143.00	$142.00	1:2	Sep 4	-$0.63	$0.37
$145.00	$144.00	1:2	Sep 4	-$0.83	$0.17

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 72 found (best yield 6.54%, avg 4.52%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$190.00	Oct 16	$11.60	0.44	7.1%	6.54%	13.60%	7	44
$185.00	Oct 16	$13.40	0.48	4.2%	7.55%	11.80%	8	39
$195.00	Oct 16	$10.00	0.40	9.9%	5.64%	15.52%	--	32
$180.00	Oct 16	$15.40	0.53	1.4%	8.68%	10.11%	20	58
$200.00	Oct 16	$8.60	0.36	12.7%	4.85%	17.55%	5	139
$210.00	Oct 16	$6.40	0.29	18.3%	3.61%	21.94%	100	43
$185.00	Oct 2	$11.80	0.47	4.2%	6.65%	10.90%	--	18
$190.00	Oct 2	$9.95	0.42	7.1%	5.61%	12.67%	--	39
$182.50	Oct 2	$12.75	0.49	2.8%	7.18%	10.02%	2	3
$195.00	Oct 2	$8.50	0.37	9.9%	4.79%	14.67%	1	3

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 10,952

Total Puts 4,248

Put/Call Ratio 0.39

Net Difference 6,704

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

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📈 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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