Tour v526
ZS
ZSCALER INC
$176.90 +2.41%
9/3 10:35

Option Volume

Detail
Current (09/03 10:35am) 15,551
Calls: 11,154 (72%)
Puts: 4,397 (28%)
Prior (02/24) 19,538
Calls: 6,290 (32%)
Puts: 13,248 (68%)
Current vs Prior -20.41%
Calls: +77.33% (Calls)
Puts: -66.81% (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 -36.10%
Calls: -17.61%
Puts: -59.27%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/03 10:35am) $10.67M
Calls: $7.67M (72%)
Puts: $3.00M (28%)
Prior (02/24) $125.20M
Calls: $5.26M (4%)
Puts: $119.94M (96%)
Current vs Prior -91.48%
Calls: +45.82%
Puts: -97.50%
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 -76.04%
Calls: -43.87%
Puts: -90.28%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/03 10:35am) 0.39
Prior (02/24) 2.11
Current vs Prior -81.28%
Prior 7-Day Average 0.95
Current vs Prior 7-Day Avg -58.56%
Sentiment BULLISH

Open Interest

Detail
Current (09/03 10:35am) 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 14.43% | 15.49%16.31% | 20.34%
Prior 13.37% | 14.45%15.43% | 19.88%
Current vs Prior +7.94% | +7.16%+5.72% | +2.30%
Prior 7-Day Avg 9.50% | 14.24%16.13% | 20.73%
Current vs 7-Day Avg +51.99% | +8.74%+1.10% | -1.86%
Prior 7-Day Eod 13.37% | 14.45%15.88% | 19.68%
Current vs 7-Day Eod +7.94% | +7.16%+2.70% | +3.33%
Sentiment BEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 5.66% | 7.34%
Calls: 6.45% | 5.67%
Puts: 4.86% | 9.02%
Prior 7.12% | 5.18%
Calls: 6.28% | 4.13%
Puts: 7.96% | 6.23%
Current vs Prior -20.51% | +41.70%
Prior 7-Day Avg 21.37% | 8.04%
Calls: 20.65% | 6.67%
Puts: 22.10% | 9.42%
Current vs 7-Day Avg -73.52% | -8.74%
Liquidity Pricy
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🤖 AI Insights

Moderately bullish flow with 72% call dollar volume ($7.67M). Light premium activity with dollar volume down 91% vs prior. Extreme bullish P/C ratio of 0.39 - heavy call buying (11,154 calls vs 4,397 puts). P/C ratio dropping 81% - 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
10:35BULLISHBULLISHBULLISH
10:30BULLISHBULLISHBULLISH
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 118 of results (avg 7.4%, best 2.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Oct 168.658.90$8.782.8%50.35139
$200.00Sep 186.006.20$6.103.3%990.302.3K
$155.00Sep 424.5025.50$25.004.0%530.8289
$160.00Sep 1822.8023.75$23.284.1%10.73775
$185.00Sep 1810.2510.70$10.484.3%220.451.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$172.50Sep 49.609.90$9.753.1%210.41148
$175.00Sep 1812.3012.75$12.533.6%500.441.2K
$175.00Sep 410.9011.30$11.103.6%2200.44175
$170.00Sep 48.408.75$8.574.1%420.37347
$177.50Sep 412.0512.65$12.354.9%120.47225

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 40.911.05$0.9814.3%390.08142

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 100 found (avg delta 0.68, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$142.00Sep 435.0037.55$36.287.0%--0.9418
$143.00Sep 434.2536.70$35.486.9%--0.9419
$144.00Sep 433.3535.35$34.355.8%--0.9315
$145.00Sep 432.4034.80$33.607.1%20.9231
$146.00Sep 431.4533.95$32.707.6%--0.9162
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Sep 434.3536.25$35.305.4%10.8211
$210.00Sep 1835.6037.90$36.756.3%--0.77183
$205.00Sep 1131.0532.75$31.905.3%--0.7526
$205.00Sep 1831.5033.25$32.385.4%--0.7417
$200.00Sep 426.6028.00$27.305.1%10.7332

Most actively traded options today. High liquidity = easy entry/exit. 176 active (total vol 8.9K, top 2.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Sep 44.504.75$4.635.4%2.0K0.271.7K
$210.00Sep 42.612.99$2.8013.6%1.1K0.18591
$190.00Sep 188.509.15$8.827.4%3880.401.8K
$175.00Sep 1113.7014.50$14.105.7%3790.56244
$180.00Sep 410.5511.65$11.109.9%2030.50541
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$175.00Sep 1111.7012.35$12.025.4%3710.44392
$175.00Sep 410.9011.30$11.103.6%2200.44175
$150.00Sep 41.672.00$1.8417.9%1990.12827
$145.00Sep 41.011.18$1.1015.5%1340.08667
$155.00Sep 42.803.05$2.938.5%860.18301

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 283.3%, max 347.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$175.00Sep 4Oct 16298.4%66.7%347.6%192697
$170.00Sep 4Oct 16294.2%67.0%339.4%23226
$185.00Sep 4Oct 16299.8%68.9%335.3%95513
$190.00Sep 4Oct 16301.9%69.6%333.6%183601
$200.00Sep 4Oct 16296.6%68.6%332.5%2.0K1.8K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$175.00Sep 4Oct 16298.4%66.7%347.6%222339
$170.00Sep 4Oct 16294.2%67.0%339.4%51451
$185.00Sep 4Oct 16299.8%68.9%335.3%64280
$190.00Sep 4Oct 16301.9%69.6%333.6%--251
$180.00Sep 4Oct 16300.5%69.8%330.4%31699

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 191 found (best R:R 1.29, avg 2.11)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$170.00$192.50Oct 9$9.82$12.68$9.8262%1.29$179.82
$200.00$210.00Oct 16$1.98$8.02$1.9835%4.05$201.98
$170.00$175.00Oct 2$1.95$3.05$1.9562%1.56$171.95
$160.00$170.00Oct 2$5.80$4.20$5.8072%0.72$165.80
$167.50$170.00Sep 11$0.68$1.82$0.6865%2.68$168.18
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$192.50$190.00Sep 18$1.25$1.25$1.2563%1.00$191.25
$197.50$195.00Sep 18$1.38$1.12$1.3868%0.81$196.12
$162.50$160.00Oct 2$0.49$2.01$0.4930%4.10$162.01
$162.50$160.00Sep 18$0.53$1.97$0.5329%3.72$161.97
$190.00$187.50Sep 4$1.40$1.10$1.4062%0.79$188.60

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 135 found (best R:R 1.56, avg 0.54)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$180.00$182.50Sep 18$1.52$1.52$0.9849%1.55$181.52
$197.50$200.00Sep 11$0.95$0.95$1.5568%0.61$198.45
$197.50$200.00Sep 4$0.82$0.82$1.6870%0.49$198.32
$177.50$180.00Oct 2$1.40$1.40$1.1046%1.27$178.90
$200.00$205.00Oct 2$1.57$1.57$3.4367%0.46$201.57
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$175.00$170.00Oct 9$3.05$3.05$1.9556%1.56$171.95
$160.00$155.00Oct 9$2.05$2.05$2.9572%0.69$157.95
$165.00$162.50Sep 25$1.40$1.40$1.1067%1.27$163.60
$160.00$155.00Oct 16$1.83$1.83$3.1771%0.58$158.17
$172.50$170.00Sep 18$1.53$1.53$0.9759%1.58$170.97

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 27 found (avg debit $0.81, cheapest $0.55)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$182.50Sep 4Sep 11$0.55303.8%123.9%
$187.50Sep 4Sep 11$0.63303.9%124.6%
$190.00Sep 4Sep 11$0.73301.9%124.9%
$180.00Sep 4Sep 11$0.65300.5%123.6%
$197.50Sep 4Sep 11$0.98303.9%128.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$182.50Sep 4Sep 11$0.90303.8%123.9%
$187.50Sep 4Sep 11$0.63303.9%124.6%
$190.00Sep 4Sep 11$0.63301.9%124.9%
$180.00Sep 4Sep 11$0.90300.5%123.6%
$175.00Sep 4Sep 11$0.92298.4%123.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 60 found (cheapest 13.67% of stock, avg 16.08%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$172.50Sep 4$14.43$9.75$24.18$148.32$196.6813.67%
$175.00Sep 4$13.18$11.10$24.28$150.72$199.2813.73%
$170.00Sep 4$15.73$8.57$24.30$145.70$194.3013.74%
$177.50Sep 4$12.10$12.35$24.45$153.05$201.9513.82%
$167.50Sep 4$17.05$7.45$24.50$143.00$192.0013.85%
$180.00Sep 4$11.10$13.73$24.83$155.17$204.8314.04%
$165.00Sep 4$18.80$6.38$25.18$139.82$190.1814.23%
$182.50Sep 4$10.20$15.18$25.38$157.12$207.8814.35%
$162.50Sep 4$20.25$5.40$25.65$136.85$188.1514.50%
$185.00Sep 4$9.07$16.70$25.77$159.23$210.7714.57%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 165 found (cheapest 7.99% of stock, avg 12.40%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$192.50$167.50Sep 4$6.68$7.45$14.13$153.37$206.63
$210.00$160.00Oct 16$6.80$8.28$15.08$144.92$225.08
$200.00$155.00Oct 9$7.88$5.70$13.58$141.42$213.58
$190.00$167.50Sep 4$7.45$7.45$14.90$152.60$204.90
$192.50$170.00Sep 4$6.68$8.57$15.25$154.75$207.75
$190.00$170.00Sep 4$7.45$8.57$16.02$153.98$206.02
$200.00$160.00Oct 9$7.88$7.75$15.63$144.37$215.63
$187.50$167.50Sep 4$8.35$7.45$15.80$151.70$203.30
$192.50$170.00Sep 11$7.58$9.25$16.83$153.17$209.33
$192.50$172.50Sep 4$6.68$9.75$16.43$156.07$208.93

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 120 found (best R:R 2.29, avg credit $1.31)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
150/152198/200Sep 11$1.74$0.7650%2.29$150.76$199.24
162/165198/200Sep 11$1.95$0.5536%3.55$163.05$199.45
155/158198/200Sep 11$1.73$0.7745%2.25$155.77$199.23
155/158198/200Sep 4$1.57$0.9349%1.69$155.93$199.07
158/160198/200Sep 4$1.64$0.8646%1.91$158.36$199.14
158/160198/200Sep 11$1.70$0.8042%2.12$158.30$199.20
145/146198/200Sep 11$1.36$1.1455%1.19$144.64$198.86
152/155198/200Sep 4$1.41$1.0952%1.29$153.59$198.91
160/162198/200Sep 11$1.72$0.7840%2.21$160.78$199.22
150/152198/200Sep 4$1.32$1.1855%1.12$151.18$198.82

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 109 found (best R:R 61.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$170.00$175.00$180.00Oct 16$0.08$4.929%61.50
$200.00$205.00$210.00Sep 25$0.08$4.928%61.50
$155.00$160.00$165.00Oct 16$0.14$4.869%34.71
$185.00$190.00$195.00Oct 2$0.14$4.869%34.71
$185.00$190.00$195.00Oct 16$0.17$4.838%28.41
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$155.00$160.00$165.00Oct 16$0.12$4.889%40.67
$160.00$165.00$170.00Oct 16$0.20$4.8010%24.00
$167.50$170.00$172.50Sep 4$0.06$2.447%40.67
$180.00$182.50$185.00Sep 11$0.05$2.456%49.00
$155.00$157.50$160.00Sep 4$0.07$2.436%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 $-0.31, 25 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$170.00$192.501:2Oct 9-$0.31$22.19
$200.00$210.001:2Oct 16-$4.82$5.18
$207.50$210.001:2Sep 4-$2.32$0.18
$205.00$210.001:2Sep 18-$3.15$1.85
$200.00$205.001:2Sep 18-$3.80$1.20
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$197.50$177.501:2Oct 9-$3.42$16.58
$144.00$143.001:2Sep 4-$0.48$0.52
$143.00$142.001:2Sep 4-$0.63$0.37
$150.00$145.001:2Sep 18-$1.29$3.71
$145.00$144.001:2Sep 4-$0.86$0.14

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 70 found (best yield 6.50%, avg 4.55%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$190.00Oct 16$11.500.447.4%6.50%13.91%744
$195.00Oct 16$9.900.4010.2%5.60%15.83%--32
$185.00Oct 16$13.200.484.6%7.46%12.04%939
$180.00Oct 16$15.200.531.8%8.59%10.34%2558
$200.00Oct 16$8.650.3513.1%4.89%17.95%5139
$210.00Oct 16$6.300.2918.7%3.56%22.27%10043
$190.00Oct 2$10.000.427.4%5.65%13.06%2039
$185.00Oct 2$11.600.474.6%6.56%11.14%--18
$182.50Oct 2$12.500.493.2%7.07%10.23%23
$195.00Oct 2$8.300.3710.2%4.69%14.92%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 11,154
Total Puts 4,397
Put/Call Ratio 0.39
Net Difference 6,757

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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