Tour v526
ZS
ZSCALER INC
$177.80 +2.94%
$178.69 (+0.50%)🌙
as of 09/03 04:01 PM
9/3 16:01

Option Volume

Detail
Current (09/03 4:00pm) 123,680
Calls: 73,742 (60%)
Puts: 49,938 (40%)
Prior (08/27) 27,599
Calls: 18,115 (66%)
Puts: 9,484 (34%)
Current vs Prior +348.13%
Calls: +307.08% (Calls)
Puts: +426.55% (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 +408.24%
Calls: +444.67%
Puts: +362.55%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/03 4:00pm) $75.01M
Calls: $51.59M (69%)
Puts: $23.42M (31%)
Prior (08/27) $18.48M
Calls: $15.17M (82%)
Puts: $3.32M (18%)
Current vs Prior +305.81%
Calls: +240.16%
Puts: +605.79%
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 +68.51%
Calls: +277.60%
Puts: -24.08%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/03 4:00pm) 0.68
Prior (08/27) 0.52
Current vs Prior +29.35%
Prior 7-Day Average 0.95
Current vs Prior 7-Day Avg -28.81%
Sentiment BULLISH

Open Interest

Detail
Current (09/03 4:00pm) 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 15.60% | 16.69%17.58% | 20.70%
Prior 13.37% | 14.45%15.43% | 19.88%
Current vs Prior +16.65% | +15.49%+13.93% | +4.10%
Prior 7-Day Avg 9.50% | 14.24%16.13% | 20.73%
Current vs 7-Day Avg +64.25% | +17.19%+8.96% | -0.14%
Prior 7-Day Eod 13.37% | 14.45%15.88% | 19.68%
Current vs 7-Day Eod +16.65% | +15.49%+10.68% | +5.15%
Sentiment BEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 5.28% | 7.58%
Calls: 4.82% | 7.48%
Puts: 5.73% | 7.68%
Prior 7.12% | 5.18%
Calls: 6.28% | 4.13%
Puts: 7.96% | 6.23%
Current vs Prior -25.84% | +46.33%
Prior 7-Day Avg 21.37% | 8.04%
Calls: 20.65% | 6.67%
Puts: 22.10% | 9.42%
Current vs 7-Day Avg -75.29% | -5.76%
Liquidity Pricy
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🤖 AI Insights

Moderately bullish flow with 69% call dollar volume ($51.59M). Massive premium surge with dollar volume up 306% vs prior. Dollar volume significantly above 7-day average (69% higher). Unusually high activity with volume up 348% vs prior - elevated interest.

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
16:00BULLISHBULLISHBULLISH
15:00BULLISHBULLISHBULLISH
14:05BULLISHBULLISHBULLISH
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 104 of results (avg 7.6%, best 2.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Sep 114.704.80$4.752.1%3.1K0.24227
$187.50Sep 49.6510.00$9.823.6%2600.44175
$190.00Sep 48.609.00$8.804.5%2.5K0.41557
$180.00Sep 412.1012.70$12.404.8%1.9K0.52541
$157.50Sep 424.0025.20$24.604.9%180.8026
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Sep 44.404.60$4.504.4%2.5K0.23652
$195.00Sep 423.5524.75$24.155.0%230.6543
$170.00Oct 1612.3513.00$12.685.1%950.38104
$185.00Sep 416.7017.60$17.155.2%410.54206
$197.50Sep 425.1526.65$25.905.8%200.6738

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.94, cheapest $0.89)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$143.00Sep 40.810.97$0.8918.0%2010.07139
$144.00Sep 40.921.03$0.9811.2%1860.07142

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 123 found (avg delta 0.68, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$143.00Sep 433.9037.60$35.7510.3%--0.9419
$144.00Sep 433.0036.70$34.8510.6%--0.9315
$145.00Sep 432.4035.25$33.838.4%30.9231
$146.00Sep 431.5535.00$33.2810.4%--0.9262
$147.00Sep 430.3533.45$31.909.7%--0.9142
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$212.50Sep 436.3040.10$38.209.9%--0.8020
$210.00Sep 435.0537.40$36.226.5%60.7811
$210.00Sep 1135.6538.25$36.957.0%10.76--
$210.00Sep 1836.1038.60$37.356.7%--0.75183
$205.00Sep 431.0033.60$32.308.0%130.741

Most actively traded options today. High liquidity = easy entry/exit. 277 active (total vol 62.8K, top 6.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Sep 46.006.60$6.309.5%6.1K0.311.7K
$210.00Sep 114.704.80$4.752.1%3.1K0.24227
$190.00Sep 48.609.00$8.804.5%2.5K0.41557
$210.00Sep 44.004.20$4.104.9%2.4K0.23591
$180.00Sep 412.1012.70$12.404.8%1.9K0.52541
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Sep 41.821.95$1.896.9%3.6K0.12827
$160.00Sep 44.404.60$4.504.4%2.5K0.23652
$155.00Sep 42.853.15$3.0010.0%1.3K0.18301
$148.00Sep 41.431.65$1.5414.3%1.3K0.111.1K
$145.00Sep 41.081.23$1.1612.9%1.2K0.08667

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 349.3%, max 416.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$175.00Sep 4Oct 16350.0%67.8%416.5%546697
$210.00Sep 4Oct 16365.9%71.3%413.0%2.6K634
$200.00Sep 4Oct 16369.8%72.9%407.2%6.5K1.8K
$190.00Sep 4Oct 16358.7%72.5%394.6%2.6K601
$170.00Sep 4Oct 16340.6%69.2%392.4%262226
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$175.00Sep 4Oct 16350.0%67.8%416.5%1.2K339
$200.00Sep 4Oct 16369.8%72.9%407.2%1235
$190.00Sep 4Oct 16358.7%72.5%394.6%28251
$170.00Sep 4Oct 16340.6%69.2%392.4%752451
$177.50Sep 4Oct 9353.3%71.8%392.2%778228

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 224 found (best R:R 1.00, avg 2.20)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$155.00$160.00Sep 18$2.50$2.50$2.5079%1.00$157.50
$160.00$170.00Oct 2$5.59$4.41$5.5972%0.79$165.59
$172.50$175.00Sep 4$0.38$2.12$0.3861%5.58$172.88
$180.00$182.50Oct 2$0.25$2.25$0.2552%9.00$180.25
$160.00$170.00Oct 9$5.87$4.13$5.8772%0.70$165.87
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$172.50$170.00Oct 9$0.40$2.10$0.4040%5.25$172.10
$192.50$190.00Sep 18$0.97$1.53$0.9761%1.58$191.53
$175.00$172.50Sep 18$0.62$1.88$0.6242%3.03$174.38
$177.50$175.00Oct 9$0.72$1.78$0.7245%2.47$176.78
$180.00$177.50Oct 2$0.83$1.67$0.8348%2.01$179.17

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 156 found (best R:R 1.60, avg 0.59)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$182.50$185.00Oct 2$1.65$1.65$0.8550%1.94$184.15
$190.00$192.50Sep 18$1.45$1.45$1.0557%1.38$191.45
$185.00$187.50Sep 18$1.45$1.45$1.0552%1.38$186.45
$200.00$202.50Sep 25$1.07$1.07$1.4365%0.75$201.07
$202.50$205.00Sep 4$0.91$0.91$1.5971%0.57$203.41
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$170.00$165.00Oct 9$3.08$3.08$1.9262%1.60$166.92
$155.00$145.00Oct 9$2.56$2.56$7.4477%0.34$152.44
$155.00$150.00Oct 16$1.78$1.78$3.2276%0.55$153.22
$177.50$175.00Oct 2$1.80$1.80$0.7055%2.57$175.70
$155.00$152.50Sep 25$1.16$1.16$1.3478%0.87$153.84

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 28 found (avg debit $0.93, cheapest $1.63)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$200.00Sep 4Sep 11$0.58369.8%136.7%
$192.50Sep 4Sep 11$0.62364.4%134.8%
$197.50Sep 4Sep 11$0.74366.3%137.1%
$187.50Sep 4Sep 11$0.61363.0%133.8%
$195.00Sep 4Sep 11$0.65364.4%135.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$197.50Sep 4Sep 18$1.63366.3%102.2%
$200.00Sep 4Sep 11$0.40369.8%136.7%
$192.50Sep 4Sep 11$1.00364.4%134.8%
$187.50Sep 4Sep 11$0.80363.0%133.8%
$195.00Sep 4Sep 11$1.15364.4%135.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 66 found (cheapest 14.18% of stock, avg 17.14%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$172.50Sep 4$15.18$10.03$25.21$147.29$197.7114.18%
$167.50Sep 4$18.15$7.58$25.73$141.77$193.2314.47%
$170.00Sep 4$17.13$8.68$25.81$144.19$195.8114.52%
$175.00Sep 4$14.80$11.33$26.13$148.87$201.1314.70%
$165.00Sep 4$19.75$6.43$26.18$138.82$191.1814.72%
$162.50Sep 4$20.73$5.53$26.26$136.24$188.7614.77%
$177.50Sep 4$13.65$12.73$26.38$151.12$203.8814.84%
$180.00Sep 4$12.40$14.08$26.48$153.52$206.4814.89%
$182.50Sep 4$11.60$15.65$27.25$155.25$209.7515.33%
$185.00Sep 4$10.63$17.15$27.78$157.22$212.7815.62%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 8.89% of stock, avg 13.56%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$210.00$160.00Oct 16$7.08$8.73$15.81$144.19$225.81
$192.50$170.00Sep 4$8.20$8.68$16.88$153.12$209.38
$210.00$165.00Oct 16$7.08$10.30$17.38$147.62$227.38
$190.00$170.00Sep 4$8.80$8.68$17.48$152.52$207.48
$192.50$172.50Sep 4$8.20$10.03$18.23$154.27$210.73
$192.50$170.00Sep 11$8.82$9.68$18.50$151.50$211.00
$190.00$172.50Sep 4$8.80$10.03$18.83$153.67$208.83
$192.50$172.50Sep 11$8.82$10.98$19.80$152.70$212.30
$187.50$170.00Sep 4$9.82$8.68$18.50$151.50$206.00
$192.50$170.00Sep 18$9.18$10.43$19.61$150.39$212.11

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 119 found (best R:R 8.26, avg credit $1.44)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
152/155200/202Sep 25$2.23$0.2743%8.26$152.77$202.23
160/162202/205Sep 4$1.94$0.5644%3.46$160.56$204.44
158/160200/202Sep 25$1.97$0.5338%3.72$158.03$201.97
155/158202/205Sep 4$1.66$0.8450%1.98$155.84$204.16
150/152200/202Sep 25$1.76$0.7446%2.38$150.74$201.76
150/152202/205Sep 4$1.48$1.0256%1.45$151.02$203.98
158/160202/205Sep 4$1.66$0.8447%1.98$158.34$204.16
152/155202/205Sep 4$1.45$1.0553%1.38$153.55$203.95
155/158200/202Sep 11$1.67$0.8344%2.01$155.83$201.67
165/168200/202Sep 25$2.00$0.5031%4.00$165.50$202.00

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 124 found (best R:R 49.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$160.00$165.00$170.00Sep 25$0.10$4.9010%49.00
$150.00$155.00$160.00Oct 16$0.06$4.949%82.33
$165.00$170.00$175.00Oct 16$0.10$4.9010%49.00
$155.00$160.00$165.00Oct 16$0.11$4.899%44.45
$162.50$165.00$167.50Sep 11$0.08$2.425%30.25
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$155.00$157.50$160.00Oct 2$0.05$2.455%49.00
$200.00$205.00$210.00Sep 18$0.21$4.798%22.81
$165.00$167.50$170.00Oct 2$0.07$2.435%34.71
$172.50$175.00$177.50Sep 4$0.10$2.406%24.00
$170.00$172.50$175.00Oct 2$0.09$2.415%26.78

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 16 found (best net $-6.00, 16 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$200.00$210.001:2Oct 16-$4.28$5.72
$205.00$210.001:2Sep 18-$4.25$0.75
$200.00$205.001:2Sep 18-$4.80$0.20
$205.00$210.001:2Sep 25-$4.87$0.13
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$197.50$180.001:2Oct 9-$6.00$11.50
$155.00$145.001:2Oct 9-$1.01$8.99
$150.00$145.001:2Sep 18-$1.36$3.64
$145.00$144.001:2Sep 4-$0.80$0.20
$144.00$143.001:2Sep 4-$0.80$0.20

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 79 found (best yield 8.10%, avg 4.94%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$185.00Oct 16$14.400.494.0%8.10%12.15%5639
$190.00Oct 16$12.400.456.9%6.97%13.84%15744
$195.00Oct 16$10.800.419.7%6.07%15.75%12832
$200.00Oct 16$9.550.3712.5%5.37%17.86%416139
$180.00Oct 16$16.450.541.2%9.25%10.49%65758
$210.00Oct 16$6.650.2918.1%3.74%21.85%14943
$195.00Oct 9$9.000.409.7%5.06%14.74%1313
$182.50Oct 2$13.500.502.6%7.59%10.24%23
$192.50Oct 9$9.600.428.3%5.40%13.67%--10
$190.00Oct 2$10.500.436.9%5.91%12.77%3439

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 73,742
Total Puts 49,938
Put/Call Ratio 0.68
Net Difference 23,804

Prior's Put/Call Breakdown

Total Calls 18,115
Total Puts 9,484
Put/Call Ratio 0.52
Net Difference 8,631

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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