Tour v527
ZS
ZSCALER INC
$188.57 -1.65%
9/15 09:35

Option Volume

Detail
Current (09/15 9:35am) 2,023
Calls: 848 (42%)
Puts: 1,175 (58%)
Prior (09/03) 1,025
Calls: 778 (76%)
Puts: 247 (24%)
Current vs Prior +97.37%
Calls: +9.00% (Calls)
Puts: +375.71% (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 -91.69%
Calls: -93.74%
Puts: -89.12%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/15 9:35am) $1.59M
Calls: $1.11M (70%)
Puts: $477.0K (30%)
Prior (09/03) $731.1K
Calls: $634.1K (87%)
Puts: $97.0K (13%)
Current vs Prior +117.74%
Calls: +75.83%
Puts: +391.67%
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 -96.42%
Calls: -91.84%
Puts: -98.45%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/15 9:35am) 1.39
Prior (09/03) 0.32
Current vs Prior +336.44%
Prior 7-Day Average 0.95
Current vs Prior 7-Day Avg +45.66%
Sentiment BEARISH

Open Interest

Detail
Current (09/15 9:35am) 241,388
Calls: 137,987 (57%)
Puts: 103,401 (43%)
Prior (09/03) 220,305
Calls: 120,774 (55%)
Puts: 99,531 (45%)
Current vs Prior +9.57%
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 +33.05%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/18) | Next (09/25)Expiry (09/18) | Next (10/16)
Current 6.61% | 9.27%6.61% | 14.96%
Prior 13.37% | 14.45%15.43% | 19.88%
Current vs Prior -50.58% | -35.87%-57.17% | -24.76%
Prior 7-Day Avg 9.50% | 14.24%16.52% | 20.49%
Current vs 7-Day Avg -30.41% | -34.92%-59.99% | -26.97%
Prior 7-Day Eod 13.37% | 14.45%5.77% | 13.84%
Current vs 7-Day Eod -50.58% | -35.87%+14.44% | +8.10%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 22.26% | 17.66%
Calls: 34.92% | 26.37%
Puts: 9.60% | 8.95%
Prior 7.12% | 5.18%
Calls: 6.28% | 4.13%
Puts: 7.96% | 6.23%
Current vs Prior +212.64% | +240.93%
Prior 7-Day Avg 21.37% | 8.04%
Calls: 20.65% | 6.67%
Puts: 22.10% | 9.42%
Current vs 7-Day Avg +4.16% | +119.56%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 70% call dollar volume ($1.11M). Massive premium surge with dollar volume up 118% vs prior. Above-average activity with volume up 97% vs prior. Bearish P/C ratio of 1.39 indicates protective positioning.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BEARISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
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
09:35BULLISHBEARISHBEARISH

📈 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 18 of results (avg 8.4%, best 4.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Sep 251.821.90$1.864.3%50.18203
$200.00Oct 168.158.70$8.436.5%20.411.9K
$155.00Sep 2533.4035.90$34.657.2%--0.9635
$170.00Oct 1623.2525.00$24.137.3%--0.78511
$155.00Oct 1635.2037.90$36.557.4%--0.9135
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$190.00Sep 258.008.75$8.388.9%1130.49224
$220.00Sep 1829.4532.30$30.889.2%--1.00104
$190.00Sep 185.456.00$5.739.6%290.51487

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. 87 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Sep 1828.2030.55$29.388.0%--0.99707
$155.00Sep 1833.2035.85$34.537.7%--0.99356
$162.50Sep 1825.6528.25$26.959.6%--0.98160
$155.00Sep 2533.4035.90$34.657.2%--0.9635
$160.00Sep 2528.5531.35$29.959.3%--0.9625
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Sep 1829.4532.30$30.889.2%--1.00104
$205.00Sep 1815.2518.05$16.6516.8%100.9011
$200.00Sep 1810.9513.60$12.2721.6%--0.81373
$197.50Sep 188.9511.45$10.2024.5%--0.7323
$200.00Sep 2513.5015.45$14.4813.5%10.6916

Most actively traded options today. High liquidity = easy entry/exit. 84 active (total vol 1.5K, top 362)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Sep 181.551.80$1.6814.9%3100.233.7K
$205.00Sep 180.891.30$1.1037.3%490.16553
$190.00Sep 256.757.85$7.3015.1%410.53825
$190.00Sep 184.255.25$4.7521.1%320.511.9K
$185.00Sep 186.808.35$7.5720.5%280.662.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Sep 181.611.96$1.7919.6%3620.221.8K
$190.00Sep 258.008.75$8.388.9%1130.49224
$175.00Sep 180.650.90$0.7832.1%830.121.3K
$185.00Sep 183.003.75$3.3822.2%360.35635
$175.00Sep 252.162.61$2.3818.9%300.20169

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 23 strikes (avg 25.8%, max 40.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$185.00Sep 18Oct 3076.4%54.4%40.3%282.0K
$205.00Sep 18Oct 3077.6%56.0%38.6%52758
$180.00Sep 18Oct 2375.7%55.0%37.6%41.9K
$187.50Sep 18Oct 976.2%58.0%31.2%1314
$182.50Sep 18Oct 275.7%58.5%29.3%--1.2K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$185.00Sep 18Oct 1676.4%55.4%37.9%37993
$187.50Sep 18Oct 2376.2%55.3%37.8%12462
$180.00Sep 18Oct 1675.7%55.7%36.0%3622.3K
$182.50Sep 18Oct 275.7%58.5%29.3%5572
$195.00Sep 18Oct 1673.1%57.7%26.7%12511

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 138 found (best R:R 3.55, avg 3.75)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$200.00$210.00Oct 16$2.20$7.80$2.2041%3.55$202.20
$180.00$185.00Oct 16$2.15$2.85$2.1566%1.33$182.15
$190.00$192.50Sep 25$0.35$2.15$0.3552%6.14$190.35
$190.00$195.00Oct 2$1.53$3.47$1.5353%2.27$191.53
$185.00$192.50Oct 23$3.38$4.12$3.3860%1.22$188.38
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$197.50$195.00Sep 25$1.15$1.35$1.1566%1.17$196.35
$192.50$190.00Sep 25$1.02$1.48$1.0254%1.45$191.48
$195.00$192.50Sep 18$1.35$1.15$1.3566%0.85$193.65
$192.50$190.00Oct 2$1.02$1.48$1.0252%1.45$191.48
$187.50$185.00Oct 2$0.82$1.68$0.8244%2.05$186.68

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 98 found (best R:R 0.75, avg 0.38)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$195.00$197.50Sep 25$1.42$1.42$1.0858%1.31$196.42
$200.00$205.00Oct 30$2.50$2.50$2.5055%1.00$202.50
$207.50$210.00Sep 25$0.81$0.81$1.6977%0.48$208.31
$195.00$197.50Oct 2$1.27$1.27$1.2355%1.03$196.27
$197.50$200.00Sep 18$0.77$0.77$1.7370%0.45$198.27
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$187.50$175.00Oct 23$5.35$5.35$7.1556%0.75$182.15
$175.00$167.50Oct 23$2.33$2.33$5.1770%0.45$172.67
$175.00$170.00Oct 9$1.65$1.65$3.3572%0.49$173.35
$180.00$177.50Oct 2$1.22$1.22$1.2868%0.95$178.78
$170.00$165.00Oct 9$1.20$1.20$3.8079%0.32$168.80

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 12 found (avg debit $2.48, cheapest $1.93)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$197.50Sep 18Sep 25$1.9374.8%58.4%
$187.50Sep 18Sep 25$2.3776.2%60.1%
$185.00Sep 18Sep 25$2.9676.4%62.2%
$195.00Sep 18Sep 25$2.7073.1%62.8%
$192.50Sep 18Sep 25$3.2268.9%63.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$187.50Sep 18Sep 25$2.0576.2%60.1%
$185.00Sep 18Sep 25$2.2276.4%62.2%
$195.00Sep 18Sep 25$2.9373.1%62.8%
$192.50Sep 18Sep 25$2.5068.9%63.8%
$190.00Sep 18Sep 25$2.6567.9%65.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 51 found (cheapest 5.56% of stock, avg 10.41%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$190.00Sep 18$4.75$5.73$10.48$179.52$200.485.56%
$192.50Sep 18$3.73$6.90$10.63$181.87$203.135.64%
$185.00Sep 18$7.57$3.38$10.95$174.05$195.955.81%
$187.50Sep 18$6.73$4.40$11.13$176.37$198.635.90%
$195.00Sep 18$3.10$8.25$11.35$183.65$206.356.02%
$182.50Sep 18$9.63$2.47$12.10$170.40$194.606.42%
$197.50Sep 18$2.45$10.20$12.65$184.85$210.156.71%
$180.00Sep 18$11.15$1.79$12.94$167.06$192.946.86%
$177.50Sep 18$12.83$1.11$13.94$163.56$191.447.39%
$200.00Sep 18$1.68$12.27$13.95$186.05$213.957.40%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 146 found (cheapest 1.17% of stock, avg 6.80%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$205.00$177.50Sep 18$1.10$1.11$2.21$175.29$207.21
$200.00$177.50Sep 18$1.68$1.11$2.79$174.71$202.79
$205.00$180.00Sep 18$1.10$1.79$2.89$177.11$207.89
$200.00$180.00Sep 18$1.68$1.79$3.47$176.53$203.47
$205.00$182.50Sep 18$1.10$2.47$3.57$178.93$208.57
$197.50$177.50Sep 18$2.45$1.11$3.56$173.94$201.06
$200.00$182.50Sep 18$1.68$2.47$4.15$178.35$204.15
$197.50$180.00Sep 18$2.45$1.79$4.24$175.76$201.74
$197.50$182.50Sep 18$2.45$2.47$4.92$177.58$202.42
$195.00$177.50Sep 18$3.10$1.11$4.21$173.29$199.21

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 163 found (best R:R 2.85, avg credit $1.17)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
180/182208/210Sep 25$1.85$0.6543%2.85$180.65$209.35
178/180208/210Sep 25$1.64$0.8648%1.91$178.36$209.14
172/175208/210Sep 25$1.41$1.0956%1.29$173.59$208.91
170/172208/210Sep 25$1.30$1.2060%1.08$171.20$208.80
160/162208/210Sep 25$1.05$1.4570%0.72$161.45$208.55
162/165208/210Sep 25$1.09$1.4168%0.77$163.91$208.59
178/180205/208Oct 2$1.87$0.6337%2.97$178.13$206.87
168/170208/210Sep 25$1.07$1.4364%0.75$168.93$208.57
178/180202/205Oct 2$1.82$0.6834%2.68$178.18$204.32
178/180198/200Sep 18$1.45$1.0548%1.38$178.55$198.95

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 82 found (best R:R 57.82, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$200.00$210.00$220.00Oct 16$0.17$9.8318%57.82
$200.00$205.00$210.00Sep 18$0.16$4.8413%30.25
$205.00$210.00$215.00Oct 9$0.12$4.8810%40.67
$215.00$220.00$225.00Oct 9$0.08$4.928%61.50
$210.00$215.00$220.00Sep 18$0.08$4.926%61.50
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$182.50$185.00$187.50Sep 18$0.11$2.3914%21.73
$195.00$197.50$200.00Sep 18$0.12$2.3815%19.83
$165.00$170.00$175.00Oct 16$0.20$4.8010%24.00
$190.00$192.50$195.00Sep 18$0.18$2.3216%12.89
$172.50$175.00$177.50Sep 18$0.09$2.417%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. 73 found (best net $-2.42, 72 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$210.00$220.001:2Oct 16-$2.17$7.83
$200.00$205.001:2Sep 18-$0.52$4.48
$205.00$210.001:2Sep 18-$0.26$4.74
$210.00$215.001:2Sep 18-$0.20$4.80
$215.00$220.001:2Sep 18-$0.12$4.88
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$220.00$205.001:2Sep 18-$2.42$12.58
$192.50$180.001:2Oct 9-$1.02$11.48
$187.50$175.001:2Oct 23-$1.58$10.92
$165.00$162.501:2Sep 18-$0.01$2.49
$172.50$170.001:2Sep 18-$0.08$2.42

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 53 found (best yield 5.52%, avg 2.80%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$200.00Oct 30$10.400.456.1%5.52%11.58%--69
$195.00Oct 30$12.300.503.4%6.52%9.93%--29
$190.00Oct 30$14.350.550.8%7.61%8.37%--23
$205.00Oct 30$8.600.398.7%4.56%13.27%3205
$192.50Oct 23$12.250.522.1%6.50%8.58%--14
$200.00Oct 23$9.200.446.1%4.88%10.94%--199
$195.00Oct 23$10.700.493.4%5.67%9.08%--117
$205.00Oct 23$7.400.398.7%3.92%12.64%--226
$210.00Oct 23$6.300.3311.4%3.34%14.71%--15
$195.00Oct 16$9.900.473.4%5.25%8.66%3151

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 848
Total Puts 1,175
Put/Call Ratio 1.39
Net Difference -327

Prior's Put/Call Breakdown

Total Calls 778
Total Puts 247
Put/Call Ratio 0.32
Net Difference 531

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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