ZS - Options Database

ZSCALER INC

$176.06 +1.92%

(9/3 10:35) ◀

Thursday, September 3, 2026 (11:00am)

▶ (9/3 12:00)

◀ 9/3 11:01 ▶

Option Volume

Detail

ℹ

Current (09/03 11:00am) 18,783

Calls: 13,290 (71%)

Puts: 5,493 (29%)

Prior --

Calls: 6,290 (32%)

Puts: 13,248 (68%)

Current vs Prior +0.00%

Calls: +111.29% (Calls)

Puts: -58.54% (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 -22.81%

Calls: -1.84%

Puts: -49.12%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (09/03 11:00am) $14.69M

Calls: $10.79M (73%)

Puts: $3.90M (27%)

Prior --

Calls: $5.26M (4%)

Puts: $119.94M (96%)

Current vs Prior +0.00%

Calls: +105.10%

Puts: -96.75%

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 -67.01%

Calls: -21.05%

Puts: -87.36%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (09/03 11:00am) 0.41

Prior 1.00

Current vs Prior -58.67%

Prior 7-Day Average 0.95

Current vs Prior 7-Day Avg -56.55%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (09/03 11:00am) 220,305

Calls: 120,774 (55%)

Puts: 99,531 (45%)

Prior --

Calls: -- (--)

Puts: -- (--)

Current vs Prior +0.00%

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% | 15.49%16.27% | 20.41%

Prior 13.37% | 14.45%15.43% | 19.88%

Current vs Prior +8.20% | +7.20%+5.48% | +2.67%

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

Current vs 7-Day Avg +52.36% | +8.78%+0.88% | -1.51%

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

Current vs 7-Day Eod +8.20% | +7.20%+2.47% | +3.71%

Sentiment BEARISHBEARISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 5.30% | 6.04%

Calls: 5.19% | 5.90%

Puts: 5.41% | 6.19%

Prior 7.12% | 5.18%

Calls: 6.28% | 4.13%

Puts: 7.96% | 6.23%

Current vs Prior -25.56% | +16.60%

Prior 7-Day Avg 21.37% | 8.04%

Calls: 20.65% | 6.67%

Puts: 22.10% | 9.42%

Current vs 7-Day Avg -75.20% | -24.91%

Liquidity Pricy

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Moderately bullish flow with 73% call dollar volume ($10.79M). Extreme bullish P/C ratio of 0.41 - heavy call buying (13,290 calls vs 5,493 puts). P/C ratio dropping 59% - 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 NEUTRAL

7-Day Avg NEUTRAL

Current BULLISH

Prior NEUTRAL

7-Day Avg NEUTRAL

Current NEUTRAL

Prior NEUTRAL

7-Day Avg NEUTRAL

Current BEARISH

Prior BULLISH

7-Day Avg BULLISH

Sentiment Timeline (Today)

Time	Smart Money	Retail	Overall
11:00	BULLISH	BULLISH	BULLISH
10:35	BULLISH	BULLISH	BULLISH
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

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💰 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

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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 122 of results (avg 7.0%, best 2.9%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$185.00	Sep 4	8.50	8.75	$8.63	2.9%	132	0.42	474
$180.00	Sep 4	10.35	10.70	$10.52	3.3%	274	0.48	541
$165.00	Sep 18	19.20	19.95	$19.58	3.8%	100	0.67	400
$177.50	Sep 4	11.35	11.85	$11.60	4.3%	302	0.51	105
$195.00	Sep 4	5.55	5.80	$5.68	4.4%	69	0.31	308

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$185.00	Sep 4	17.25	17.95	$17.60	4.0%	10	0.58	206
$205.00	Sep 4	31.80	33.20	$32.50	4.3%	13	0.79	1
$170.00	Sep 4	8.75	9.15	$8.95	4.5%	71	0.39	347
$200.00	Sep 4	27.80	29.10	$28.45	4.6%	1	0.74	32
$205.00	Sep 18	32.70	34.25	$33.48	4.6%	--	0.75	17

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. 106 found (avg delta 0.68, highest 0.93)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$141.00	Sep 4	34.60	37.30	$35.95	7.5%	--	0.93	15
$142.00	Sep 4	33.50	36.40	$34.95	8.3%	--	0.92	18
$143.00	Sep 4	32.85	35.55	$34.20	7.9%	--	0.92	19
$144.00	Sep 4	31.70	34.70	$33.20	9.0%	--	0.91	15
$145.00	Sep 4	31.05	32.60	$31.83	4.9%	2	0.90	31

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$210.00	Sep 4	35.30	37.45	$36.38	5.9%	1	0.83	11
$210.00	Sep 18	36.60	38.55	$37.58	5.2%	--	0.79	183
$205.00	Sep 4	31.80	33.20	$32.50	4.3%	13	0.79	1
$202.50	Sep 4	29.85	31.55	$30.70	5.5%	39	0.76	1
$205.00	Sep 11	32.10	34.15	$33.13	6.2%	12	0.76	26

Most actively traded options today. High liquidity = easy entry/exit. 193 active (total vol 10.8K, top 2.0K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$200.00	Sep 4	4.30	4.60	$4.45	6.7%	2.0K	0.26	1.7K
$210.00	Sep 4	2.43	2.71	$2.57	10.9%	1.1K	0.17	591
$175.00	Sep 11	13.15	13.95	$13.55	5.9%	457	0.55	244
$190.00	Sep 18	8.05	9.05	$8.55	11.7%	396	0.39	1.8K
$177.50	Sep 4	11.35	11.85	$11.60	4.3%	302	0.51	105

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$175.00	Sep 11	12.00	12.80	$12.40	6.5%	396	0.45	392
$150.00	Sep 4	1.90	2.09	$2.00	9.5%	270	0.14	827
$175.00	Sep 4	11.35	12.00	$11.68	5.6%	262	0.45	175
$145.00	Sep 4	1.10	1.18	$1.14	7.0%	184	0.09	667
$157.50	Sep 4	3.70	4.05	$3.88	9.0%	141	0.22	305

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 287.6%, max 345.6%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$175.00	Sep 4	Oct 16	299.7%	67.3%	345.6%	267	697
$170.00	Sep 4	Oct 16	292.8%	66.7%	339.2%	54	226
$165.00	Sep 4	Oct 16	290.0%	66.3%	337.4%	56	140
$180.00	Sep 4	Oct 16	305.0%	70.3%	333.6%	311	599
$200.00	Sep 4	Oct 16	304.8%	70.3%	333.2%	2.0K	1.8K

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$175.00	Sep 4	Oct 16	299.7%	67.3%	345.6%	281	339
$170.00	Sep 4	Oct 16	292.8%	66.7%	339.2%	80	451
$165.00	Sep 4	Oct 16	290.0%	66.3%	337.4%	56	716
$197.50	Sep 4	Oct 9	313.0%	72.1%	334.0%	--	50
$180.00	Sep 4	Oct 16	305.0%	70.3%	333.6%	34	699

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 201 found (best R:R 1.74, avg 2.09)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$177.50	$192.50	Oct 9	$5.47	$9.53	$5.47	54%	1.74	$182.97
$160.00	$170.00	Oct 2	$5.53	$4.47	$5.53	72%	0.81	$165.53
$200.00	$210.00	Oct 16	$2.00	$8.00	$2.00	34%	4.00	$202.00
$160.00	$162.50	Sep 11	$0.98	$1.52	$0.98	73%	1.55	$160.98
$195.00	$200.00	Oct 2	$0.90	$4.10	$0.90	36%	4.56	$195.90

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$192.50	$190.00	Sep 11	$1.04	$1.46	$1.04	65%	1.40	$191.46
$192.50	$190.00	Sep 18	$1.18	$1.32	$1.18	64%	1.12	$191.32
$162.50	$160.00	Sep 18	$0.38	$2.12	$0.38	30%	5.58	$162.12
$162.50	$160.00	Oct 2	$0.49	$2.01	$0.49	31%	4.10	$162.01
$197.50	$195.00	Sep 18	$1.47	$1.03	$1.47	69%	0.70	$196.03

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 138 found (best R:R 0.85, avg 0.54)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$197.50	$200.00	Sep 4	$0.85	$0.85	$1.65	71%	0.52	$198.35
$185.00	$187.50	Sep 18	$1.20	$1.20	$1.30	56%	0.92	$186.20
$207.50	$210.00	Oct 2	$0.70	$0.70	$1.80	73%	0.39	$208.20
$185.00	$187.50	Sep 11	$1.08	$1.08	$1.42	57%	0.76	$186.08
$202.50	$205.00	Sep 11	$0.63	$0.63	$1.87	74%	0.34	$203.13

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$170.00	$160.00	Oct 9	$4.60	$4.60	$5.40	61%	0.85	$165.40
$165.00	$162.50	Oct 2	$1.53	$1.53	$0.97	66%	1.58	$163.47
$165.00	$162.50	Sep 18	$1.50	$1.50	$1.00	67%	1.50	$163.50
$160.00	$155.00	Oct 9	$1.95	$1.95	$3.05	71%	0.64	$158.05
$175.00	$172.50	Sep 25	$1.70	$1.70	$0.80	55%	2.13	$173.30

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 26 found (avg debit $0.83, cheapest $0.64)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$187.50	Sep 4	Sep 11	$0.64	309.1%	125.5%
$190.00	Sep 4	Sep 11	$0.70	308.6%	126.0%
$182.50	Sep 4	Sep 11	$0.61	306.0%	123.7%
$192.50	Sep 4	Sep 11	$0.70	307.8%	125.6%
$195.00	Sep 4	Sep 11	$0.75	307.2%	126.2%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$187.50	Sep 4	Sep 11	$1.13	309.1%	125.5%
$190.00	Sep 4	Sep 11	$0.88	308.6%	126.0%
$182.50	Sep 4	Sep 11	$0.92	306.0%	123.7%
$192.50	Sep 4	Sep 11	$0.37	307.8%	125.6%
$195.00	Sep 4	Sep 11	$0.82	307.2%	126.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 61 found (cheapest 13.66% of stock, avg 16.12%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$172.50	Sep 4	$13.70	$10.35	$24.05	$148.45	$196.55	13.66%
$170.00	Sep 4	$15.18	$8.95	$24.13	$145.87	$194.13	13.71%
$175.00	Sep 4	$12.52	$11.68	$24.20	$150.80	$199.20	13.75%
$165.00	Sep 4	$17.65	$6.63	$24.28	$140.72	$189.28	13.79%
$167.50	Sep 4	$16.50	$7.83	$24.33	$143.17	$191.83	13.82%
$177.50	Sep 4	$11.60	$12.95	$24.55	$152.95	$202.05	13.94%
$162.50	Sep 4	$19.23	$5.73	$24.96	$137.54	$187.46	14.18%
$180.00	Sep 4	$10.52	$14.48	$25.00	$155.00	$205.00	14.20%
$182.50	Sep 4	$9.57	$15.83	$25.40	$157.10	$207.90	14.43%
$160.00	Sep 4	$20.80	$4.78	$25.58	$134.42	$185.58	14.53%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 165 found (cheapest 7.72% of stock, avg 12.40%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$200.00	$155.00	Oct 9	$7.80	$5.80	$13.60	$141.40	$213.60
$190.00	$167.50	Sep 4	$7.13	$7.83	$14.96	$152.54	$204.96
$210.00	$160.00	Oct 16	$6.55	$8.48	$15.03	$144.97	$225.03
$200.00	$160.00	Oct 9	$7.80	$7.75	$15.55	$144.45	$215.55
$187.50	$167.50	Sep 4	$7.93	$7.83	$15.76	$151.74	$203.26
$190.00	$170.00	Sep 4	$7.13	$8.95	$16.08	$153.92	$206.08
$190.00	$167.50	Sep 11	$7.83	$8.70	$16.53	$150.97	$206.53
$187.50	$170.00	Sep 4	$7.93	$8.95	$16.88	$153.12	$204.38
$195.00	$155.00	Oct 9	$9.30	$5.80	$15.10	$139.90	$210.10
$185.00	$167.50	Sep 4	$8.63	$7.83	$16.46	$151.04	$201.46

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 141 found (best R:R 8.26, avg credit $1.31)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
162/165	208/210	Oct 2	$2.23	$0.27	40%	8.26	$162.77	$209.73
162/165	195/198	Sep 18	$2.18	$0.32	33%	6.81	$162.82	$197.18
162/165	198/200	Sep 18	$2.07	$0.43	36%	4.81	$162.93	$199.57
158/160	198/200	Sep 4	$1.75	$0.75	46%	2.33	$158.25	$199.25
155/158	198/200	Sep 4	$1.64	$0.86	49%	1.91	$155.86	$199.14
162/165	205/208	Oct 2	$1.88	$0.62	38%	3.03	$163.12	$206.88
152/155	198/200	Sep 4	$1.50	$1.00	52%	1.50	$153.50	$199.00
152/155	208/210	Oct 2	$1.55	$0.95	50%	1.63	$153.45	$209.05
155/158	208/210	Oct 2	$1.58	$0.92	47%	1.72	$155.92	$209.08
158/160	208/210	Oct 2	$1.60	$0.90	45%	1.78	$158.40	$209.10

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 110 found (best R:R 70.43, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$200.00	$205.00	$210.00	Sep 18	$0.08	$4.92	8%	61.50
$185.00	$190.00	$195.00	Oct 16	$0.10	$4.90	8%	49.00
$177.50	$180.00	$182.50	Sep 25	$0.05	$2.45	5%	49.00
$177.50	$180.00	$182.50	Oct 2	$0.05	$2.45	5%	49.00
$202.50	$205.00	$207.50	Sep 4	$0.06	$2.44	4%	40.67

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$145.00	$150.00	$155.00	Oct 16	$0.07	$4.93	8%	70.43
$195.00	$200.00	$205.00	Sep 11	$0.10	$4.90	9%	49.00
$170.00	$175.00	$180.00	Oct 16	$0.14	$4.86	9%	34.71
$175.00	$180.00	$185.00	Oct 16	$0.17	$4.83	9%	28.41
$200.00	$205.00	$210.00	Sep 18	$0.20	$4.80	8%	24.00

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 $-2.96, 25 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$177.50	$192.50	1:2	Oct 9	-$4.56	$10.44
$200.00	$210.00	1:2	Oct 16	-$4.55	$5.45
$205.00	$210.00	1:2	Sep 18	-$2.80	$2.20
$207.50	$210.00	1:2	Sep 4	-$2.21	$0.29
$205.00	$207.50	1:2	Sep 4	-$2.46	$0.04

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$197.50	$177.50	1:2	Oct 9	-$2.96	$17.04
$170.00	$160.00	1:2	Oct 9	-$3.15	$6.85
$142.00	$141.00	1:2	Sep 4	-$0.62	$0.38
$144.00	$143.00	1:2	Sep 4	-$0.70	$0.30
$150.00	$145.00	1:2	Sep 18	-$1.37	$3.63

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 71 found (best yield 7.13%, avg 4.42%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$185.00	Oct 16	$12.55	0.47	5.1%	7.13%	12.21%	9	39
$190.00	Oct 16	$10.80	0.42	7.9%	6.13%	14.05%	7	44
$195.00	Oct 16	$9.25	0.39	10.8%	5.25%	16.01%	--	32
$180.00	Oct 16	$14.35	0.51	2.2%	8.15%	10.39%	37	58
$200.00	Oct 16	$8.05	0.34	13.6%	4.57%	18.17%	7	139
$192.50	Oct 9	$8.75	0.40	9.3%	4.97%	14.31%	--	10
$195.00	Oct 9	$8.10	0.38	10.8%	4.60%	15.36%	--	13
$210.00	Oct 16	$5.80	0.28	19.3%	3.29%	22.57%	100	43
$177.50	Oct 9	$14.25	0.54	0.8%	8.09%	8.91%	1	1
$185.00	Oct 2	$10.75	0.46	5.1%	6.11%	11.18%	--	18

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 13,290

Total Puts 5,493

Put/Call Ratio 0.41

Net Difference 7,797

Prior's Put/Call Breakdown

Total Calls 6,290

Total Puts 13,248

Put/Call Ratio 1.00

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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