Tour v526
ZS
ZSCALER INC
$179.39 +3.85%
9/3 14:01

Option Volume

Detail
Current (09/03 2:00pm) 53,489
Calls: 33,031 (62%)
Puts: 20,458 (38%)
Prior (08/27) 22,923
Calls: 14,894 (65%)
Puts: 8,029 (35%)
Current vs Prior +133.34%
Calls: +121.77% (Calls)
Puts: +154.80% (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 +119.80%
Calls: +143.97%
Puts: +89.49%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/03 2:00pm) $35.39M
Calls: $24.97M (71%)
Puts: $10.42M (29%)
Prior (08/27) $15.52M
Calls: $12.70M (82%)
Puts: $2.82M (18%)
Current vs Prior +128.06%
Calls: +96.69%
Puts: +269.21%
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 -20.50%
Calls: +82.77%
Puts: -66.24%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/03 2:00pm) 0.62
Prior (08/27) 0.54
Current vs Prior +14.89%
Prior 7-Day Average 0.95
Current vs Prior 7-Day Avg -34.89%
Sentiment BULLISH

Open Interest

Detail
Current (09/03 2:00pm) 220,305
Calls: 120,774 (55%)
Puts: 99,531 (45%)
Prior (08/27) 206,514
Calls: 111,712 (54%)
Puts: 94,802 (46%)
Current vs Prior +6.68%
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 13.90% | 15.51%16.32% | 20.10%
Prior 13.37% | 14.45%15.43% | 19.88%
Current vs Prior +3.94% | +7.33%+5.80% | +1.11%
Prior 7-Day Avg 9.50% | 14.24%16.13% | 20.73%
Current vs 7-Day Avg +46.36% | +8.91%+1.19% | -3.01%
Prior 7-Day Eod 13.37% | 14.45%15.88% | 19.68%
Current vs 7-Day Eod +3.94% | +7.33%+2.78% | +2.12%
Sentiment BEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 5.42% | 8.11%
Calls: 5.17% | 5.35%
Puts: 5.67% | 10.87%
Prior 7.12% | 5.18%
Calls: 6.28% | 4.13%
Puts: 7.96% | 6.23%
Current vs Prior -23.88% | +56.56%
Prior 7-Day Avg 21.37% | 8.04%
Calls: 20.65% | 6.67%
Puts: 22.10% | 9.42%
Current vs 7-Day Avg -74.64% | +0.83%
Liquidity Pricy
+
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🤖 AI Insights

Moderately bullish flow with 71% call dollar volume ($24.97M). Massive premium surge with dollar volume up 128% vs prior. Unusually high activity with volume up 133% vs prior - elevated interest. Volume explosion - 120% above 7-day average (53,489 vs avg 24,335).

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BEARISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
14:00BULLISHBULLISHBULLISH
13:00BULLISHBULLISHBULLISH
12:00BULLISHBULLISHBULLISH
11:00BULLISHBULLISHBULLISH
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 146 of results (avg 7.3%, best 1.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Sep 411.7511.90$11.831.3%5250.53541
$180.00Sep 1813.7014.05$13.882.5%1310.531.5K
$190.00Sep 47.708.00$7.853.8%8990.40557
$180.00Sep 1112.7513.25$13.003.8%2540.5370
$190.00Oct 1612.7013.25$12.984.2%290.4544
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$195.00Sep 421.7022.45$22.083.4%220.6643
$202.50Sep 427.2028.15$27.673.4%390.731
$200.00Sep 425.2526.25$25.753.9%10.7132
$180.00Sep 1814.1014.70$14.404.2%970.47649
$185.00Oct 1619.2520.10$19.684.3%620.5174

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.73, cheapest $0.73)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$145.00Sep 40.700.75$0.736.8%3790.06667

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 109 found (avg delta 0.68, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$144.00Sep 434.0036.85$35.428.0%--0.9515
$145.00Sep 433.0535.85$34.458.1%20.9431
$146.00Sep 432.1035.00$33.558.6%--0.9462
$147.00Sep 431.2534.15$32.708.9%--0.9342
$149.00Sep 429.5532.45$31.009.4%10.914
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$212.50Sep 435.2036.95$36.084.9%--0.8220
$210.00Sep 433.1534.75$33.954.7%40.8011
$210.00Sep 1133.9536.05$35.006.0%10.77--
$210.00Sep 1834.8037.15$35.976.5%--0.75183
$205.00Sep 429.0531.30$30.187.5%130.751

Most actively traded options today. High liquidity = easy entry/exit. 250 active (total vol 30.4K, top 3.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Sep 45.005.30$5.155.8%3.4K0.291.7K
$215.00Sep 42.352.54$2.457.8%1.9K0.16200
$210.00Sep 42.983.20$3.097.1%1.6K0.20591
$175.00Sep 1114.7015.80$15.257.2%1.0K0.58244
$190.00Sep 47.708.00$7.853.8%8990.40557
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Sep 41.271.45$1.3613.2%1.7K0.10827
$160.00Sep 43.303.70$3.5011.4%7070.21652
$175.00Sep 49.5010.10$9.806.1%6930.41175
$165.00Sep 44.905.35$5.138.8%5080.27695
$175.00Sep 1110.4511.40$10.938.7%4970.41392

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 44 strikes (avg 289.9%, max 356.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$175.00Sep 4Oct 16308.0%67.4%356.9%419697
$177.50Sep 4Oct 9308.0%70.0%340.2%610106
$180.00Sep 4Oct 16308.8%70.2%340.2%783599
$185.00Sep 4Oct 16310.4%70.5%340.2%349513
$170.00Sep 4Oct 16294.8%67.3%338.4%128226
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$175.00Sep 4Oct 16308.0%67.4%356.9%713339
$177.50Sep 4Oct 9308.0%70.0%340.2%217228
$180.00Sep 4Oct 16308.8%70.2%340.2%117699
$185.00Sep 4Oct 16310.4%70.5%340.2%76280
$170.00Sep 4Oct 16294.8%67.3%338.4%290451

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 214 found (best R:R 0.74, avg 2.28)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$155.00$160.00Oct 16$2.88$2.12$2.8877%0.74$157.88
$177.50$185.00Oct 9$2.97$4.53$2.9755%1.53$180.47
$185.00$190.00Oct 16$1.47$3.53$1.4749%2.40$186.47
$167.50$170.00Sep 18$0.93$1.57$0.9367%1.69$168.43
$170.00$175.00Oct 2$2.32$2.68$2.3263%1.16$172.32
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$195.00$192.50Sep 4$1.25$1.25$1.2566%1.00$193.75
$200.00$197.50Sep 4$1.45$1.05$1.4571%0.72$198.55
$165.00$162.50Sep 25$0.45$2.05$0.4531%4.56$164.55
$160.00$157.50Oct 2$0.35$2.15$0.3526%6.14$159.65
$165.00$162.50Oct 2$0.53$1.97$0.5331%3.72$164.47

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 152 found (best R:R 1.17, avg 0.54)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$185.00$187.50Sep 18$1.48$1.48$1.0252%1.45$186.48
$205.00$207.50Sep 11$0.79$0.79$1.7173%0.46$205.79
$205.00$207.50Sep 4$0.73$0.73$1.7776%0.41$205.73
$180.00$182.50Sep 25$1.45$1.45$1.0547%1.38$181.45
$195.00$197.50Sep 18$0.98$0.98$1.5263%0.64$195.98
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$170.00$165.00Oct 9$2.70$2.70$2.3063%1.17$167.30
$162.50$160.00Sep 25$1.40$1.40$1.1071%1.27$161.10
$165.00$160.00Oct 16$2.10$2.10$2.9068%0.72$162.90
$157.50$155.00Oct 2$1.20$1.20$1.3075%0.92$156.30
$162.50$160.00Sep 11$1.21$1.21$1.2973%0.94$161.29

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 26 found (avg debit $1.26, cheapest $1.83)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$197.50Sep 4Sep 11$0.70313.3%123.8%
$187.50Sep 4Sep 11$0.75311.1%123.1%
$195.00Sep 4Sep 11$0.98312.5%126.1%
$175.00Sep 4Sep 11$1.40308.0%122.4%
$185.00Sep 4Sep 11$0.98310.4%125.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$197.50Sep 4Sep 18$1.83313.3%96.3%
$187.50Sep 4Sep 11$0.93311.1%123.1%
$195.00Sep 4Sep 11$1.50312.5%126.1%
$175.00Sep 4Sep 11$1.13308.0%122.4%
$185.00Sep 4Sep 11$1.14310.4%125.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 63 found (cheapest 12.89% of stock, avg 16.05%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$172.50Sep 4$14.75$8.38$23.13$149.37$195.6312.89%
$170.00Sep 4$16.10$7.13$23.23$146.77$193.2312.95%
$167.50Sep 4$17.40$6.08$23.48$144.02$190.9813.09%
$177.50Sep 4$12.58$11.03$23.61$153.89$201.1113.16%
$175.00Sep 4$13.85$9.80$23.65$151.35$198.6513.18%
$180.00Sep 4$11.83$12.35$24.18$155.82$204.1813.48%
$165.00Sep 4$19.35$5.13$24.48$140.52$189.4813.65%
$182.50Sep 4$10.75$13.98$24.73$157.77$207.2313.79%
$162.50Sep 4$20.73$4.38$25.11$137.39$187.6114.00%
$185.00Sep 4$9.75$15.63$25.38$159.62$210.3814.15%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 7.90% of stock, avg 12.66%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$192.50$170.00Sep 4$7.05$7.13$14.18$155.82$206.68
$210.00$160.00Oct 16$7.30$7.85$15.15$144.85$225.15
$192.50$172.50Sep 4$7.05$8.38$15.43$157.07$207.93
$190.00$170.00Sep 4$7.85$7.13$14.98$155.02$204.98
$190.00$172.50Sep 4$7.85$8.38$16.23$156.27$206.23
$192.50$170.00Sep 11$8.10$8.70$16.80$153.20$209.30
$192.50$175.00Sep 4$7.05$9.80$16.85$158.15$209.35
$187.50$170.00Sep 4$8.82$7.13$15.95$154.05$203.45
$210.00$165.00Oct 16$7.30$9.95$17.25$147.75$227.25
$190.00$175.00Sep 4$7.85$9.80$17.65$157.35$207.65

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 168 found (best R:R 3.90, avg credit $1.46)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
160/162200/202Sep 11$1.99$0.5142%3.90$160.51$201.99
155/158205/208Oct 2$1.80$0.7045%2.57$155.70$206.80
155/158208/210Oct 2$1.70$0.8047%2.13$155.80$209.20
146/147200/202Sep 11$1.39$1.1156%1.25$145.61$201.39
160/162205/208Oct 2$1.75$0.7540%2.33$160.75$206.75
160/162202/205Sep 11$1.59$0.9145%1.75$160.91$204.09
160/162208/210Oct 2$1.65$0.8542%1.94$160.85$209.15
160/162200/202Sep 4$1.50$1.0047%1.50$161.00$201.50
158/160200/202Sep 4$1.40$1.1050%1.27$158.60$201.40
155/158200/202Sep 11$1.45$1.0548%1.38$156.05$201.45

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 117 found (best R:R 49.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$205.00$210.00$215.00Sep 18$0.05$4.958%99.00
$195.00$200.00$205.00Oct 2$0.15$4.858%32.33
$200.00$205.00$210.00Oct 9$0.14$4.868%34.71
$200.00$205.00$210.00Sep 18$0.20$4.808%24.00
$182.50$185.00$187.50Sep 4$0.07$2.436%34.71
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$160.00$165.00$170.00Oct 16$0.10$4.9010%49.00
$200.00$205.00$210.00Sep 18$0.09$4.918%54.56
$170.00$175.00$180.00Oct 16$0.12$4.889%40.67
$145.00$150.00$155.00Oct 16$0.19$4.818%25.32
$167.50$170.00$172.50Sep 11$0.06$2.446%40.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 29 found (best net $-5.33, 29 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$200.00$210.001:2Oct 16-$4.85$5.15
$210.00$212.501:2Sep 4-$2.19$0.31
$210.00$215.001:2Sep 18-$2.90$2.10
$212.50$215.001:2Sep 4-$2.26$0.24
$210.00$215.001:2Sep 25-$3.01$1.99
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$197.50$180.001:2Oct 9-$5.33$12.17
$155.00$145.001:2Oct 9-$1.39$8.61
$145.00$144.001:2Sep 4-$0.53$0.47
$147.00$146.001:2Sep 4-$0.64$0.36
$146.00$145.001:2Sep 4-$0.68$0.32

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 78 found (best yield 7.08%, avg 4.50%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$190.00Oct 16$12.700.455.9%7.08%12.99%2944
$195.00Oct 16$10.750.418.7%5.99%14.69%1332
$200.00Oct 16$9.500.3711.5%5.30%16.78%32139
$185.00Oct 16$13.700.493.1%7.64%10.76%4139
$180.00Oct 16$15.700.530.3%8.75%9.09%25858
$210.00Oct 16$7.050.2917.1%3.93%20.99%11443
$187.50Oct 2$11.850.464.5%6.61%11.13%26
$190.00Oct 2$10.950.435.9%6.10%12.02%2339
$190.00Oct 9$10.800.435.9%6.02%11.93%14
$195.00Oct 2$9.250.398.7%5.16%13.86%23

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 33,031
Total Puts 20,458
Put/Call Ratio 0.62
Net Difference 12,573

Prior's Put/Call Breakdown

Total Calls 14,894
Total Puts 8,029
Put/Call Ratio 0.54
Net Difference 6,865

Prior 7-Day Put/Call Summary

Total Calls 94,772
Total Puts 75,573
Average Put/Call Ratio 0.95
Ratio Trend Rising

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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