ZS - Options Database

ZSCALER INC

$191.68 -0.03%

(9/15 09:40) ◀

Tuesday, September 15, 2026 (9:45am)

▶ (9/15 09:50)

◀ 9/15 09:45 ▶

Option Volume

Detail

ℹ

Current (09/15 9:45am) 3,343

Calls: 1,648 (49%)

Puts: 1,695 (51%)

Prior (09/03) 2,971

Calls: 2,089 (70%)

Puts: 882 (30%)

Current vs Prior +12.52%

Calls: -21.11% (Calls)

Puts: +92.18% (Puts)

Prior 7-Day Total 274,487

Calls: 162,224 (59%)

Puts: 112,263 (41%)

Prior 7-Day Average 39,212

Calls: 23,174 (59%)

Puts: 16,037 (41%)

Current vs Prior 7-Day Avg -91.47%

Calls: -92.89%

Puts: -89.43%

Sentiment BEARISH

Dollar Volume

Detail

ℹ

Current (09/15 9:45am) $2.14M

Calls: $1.55M (72%)

Puts: $591.9K (28%)

Prior (09/03) $2.48M

Calls: $1.74M (70%)

Puts: $744.9K (30%)

Current vs Prior -13.57%

Calls: -10.58%

Puts: -20.54%

Prior 7-Day Total $261.42M

Calls: $141.97M (54%)

Puts: $119.46M (46%)

Prior 7-Day Average $37.35M

Calls: $20.28M (54%)

Puts: $17.07M (46%)

Current vs Prior 7-Day Avg -94.26%

Calls: -92.35%

Puts: -96.53%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (09/15 9:45am) 1.03

Prior (09/03) 0.42

Current vs Prior +143.60%

Prior 7-Day Average 0.75

Current vs Prior 7-Day Avg +37.76%

Sentiment BEARISH

Open Interest

Detail

ℹ

Current (09/15 9:45am) 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: 695,499 (55%)

Puts: 574,534 (45%)

Prior 7-Day Average 181,433

Calls: 99,357 (55%)

Puts: 82,076 (45%)

Current vs Prior 7-Day Avg +33.05%

Sentiment BEARISH

Expected Move

Detail

ℹ

WKMO Expiry (09/18) | Next (09/25)Expiry (09/18) | Next (10/16)

Current 6.35% | 9.17%6.35% | 15.11%

Prior 15.60% | 16.69%17.58% | 20.70%

Current vs Prior -59.26% | -45.06%-63.85% | -27.00%

Prior 7-Day Avg 10.02% | 14.60%16.61% | 20.72%

Current vs 7-Day Avg -36.58% | -37.19%-61.75% | -27.07%

Prior 7-Day Eod 15.60% | 16.69%5.77% | 13.84%

Current vs 7-Day Eod -59.26% | -45.06%+10.06% | +9.18%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 21.77% | 27.02%

Calls: 21.14% | 25.63%

Puts: 22.39% | 28.41%

Prior 5.28% | 7.58%

Calls: 4.82% | 7.48%

Puts: 5.73% | 7.68%

Current vs Prior +312.31% | +256.46%

Prior 7-Day Avg 19.07% | 7.98%

Calls: 18.39% | 6.78%

Puts: 19.76% | 9.17%

Current vs 7-Day Avg +14.14% | +238.72%

Liquidity Expensive

Add Card

🤖 AI Insights

Moderately bullish flow with 72% call dollar volume ($1.55M). Slightly bearish P/C ratio of 1.03. P/C ratio rising 144% - increased hedging/bearish positioning.

Smart Money BULLISH

Retail Flow NEUTRAL

Overall MIXED

Dollar Volume

Option Volume

Put/Call Ratio

Open Interest

Expected Move

Current BULLISH

Prior BULLISH

7-Day Avg BULLISH

Current NEUTRAL

Prior BULLISH

7-Day Avg NEUTRAL

Current NEUTRAL

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)

Time	Smart Money	Retail	Overall
09:45	BULLISH	NEUTRAL	MIXED
09:40	BULLISH	BEARISH	BEARISH
09:35	BULLISH	BEARISH	BEARISH

📈 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

🎯

Tightest Spreads

💰

Best Value <$1

📊

High Delta

⚖️

Ratio Spreads

🛡️

Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 14 of results (avg 8.5%, best 6.3%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$170.00	Sep 18	21.60	23.00	$22.30	6.3%	13	0.96	1.3K
$155.00	Oct 16	36.80	39.70	$38.25	7.6%	--	0.89	35
$155.00	Sep 18	34.80	37.75	$36.28	8.1%	--	1.00	356
$155.00	Oct 9	36.15	39.25	$37.70	8.2%	--	0.93	24
$160.00	Oct 16	32.60	35.40	$34.00	8.2%	--	0.86	94

PUTS (2)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$190.00	Oct 16	11.50	12.40	$11.95	7.5%	6	0.45	164
$200.00	Oct 16	17.00	18.60	$17.80	9.0%	--	0.56	12

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. 86 found (avg delta 0.74, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$155.00	Sep 18	34.80	37.75	$36.28	8.1%	--	1.00	356
$160.00	Sep 18	29.75	32.55	$31.15	9.0%	--	1.00	707
$162.50	Sep 18	27.35	30.15	$28.75	9.7%	--	1.00	160
$165.00	Sep 18	25.00	27.85	$26.43	10.8%	1	1.00	473
$167.50	Sep 18	22.55	25.30	$23.93	11.5%	1	1.00	276

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$220.00	Sep 18	27.75	30.70	$29.23	10.1%	--	0.95	104
$205.00	Sep 18	14.20	16.40	$15.30	14.4%	10	0.80	11
$200.00	Sep 18	9.75	12.35	$11.05	23.5%	--	0.70	373
$197.50	Sep 18	8.10	10.70	$9.40	27.7%	2	0.66	23
$200.00	Sep 25	12.00	14.75	$13.38	20.6%	1	0.65	16

Most actively traded options today. High liquidity = easy entry/exit. 109 active (total vol 2.6K, top 423)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$200.00	Sep 18	2.39	2.90	$2.65	19.2%	423	0.29	3.7K
$215.00	Sep 18	0.43	0.60	$0.52	32.7%	120	0.08	231
$190.00	Sep 18	5.50	6.80	$6.15	21.1%	82	0.55	1.9K
$205.00	Sep 18	1.19	1.86	$1.53	43.8%	82	0.19	553
$230.00	Oct 30	3.80	5.30	$4.55	33.0%	80	0.22	2

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$180.00	Sep 18	1.07	1.51	$1.29	34.1%	374	0.18	1.8K
$185.00	Sep 18	2.18	2.83	$2.51	25.9%	207	0.30	635
$190.00	Sep 18	4.15	4.95	$4.55	17.6%	155	0.45	487
$190.00	Sep 25	6.45	8.00	$7.23	21.4%	128	0.45	224
$175.00	Sep 18	0.45	0.72	$0.59	45.8%	109	0.09	1.3K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 22 strikes (avg 27.5%, max 41.4%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$200.00	Sep 18	Oct 30	81.7%	57.8%	41.4%	423	3.8K
$205.00	Sep 18	Oct 30	81.3%	57.6%	41.2%	85	758
$195.00	Sep 18	Oct 30	76.4%	58.9%	29.7%	32	1.3K
$185.00	Sep 18	Oct 30	70.8%	55.0%	28.8%	55	2.0K
$192.50	Sep 18	Oct 23	75.1%	58.4%	28.6%	33	288

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$205.00	Sep 18	Oct 23	81.3%	57.8%	40.7%	12	11
$200.00	Sep 18	Oct 16	81.7%	59.4%	37.7%	--	385
$195.00	Sep 18	Oct 16	76.4%	57.3%	33.4%	12	511
$192.50	Sep 18	Oct 23	75.1%	58.4%	28.6%	13	55
$182.50	Sep 18	Oct 2	76.8%	59.9%	28.2%	6	572

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 145 found (best R:R 0.53, avg 4.01)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$167.50	$170.00	Sep 18	$1.63	$0.87	$1.63	100%	0.53	$169.13
$205.00	$220.00	Oct 30	$3.85	$11.15	$3.85	40%	2.90	$208.85
$195.00	$200.00	Oct 16	$1.50	$3.50	$1.50	49%	2.33	$196.50
$220.00	$230.00	Oct 30	$1.58	$8.42	$1.58	28%	5.33	$221.58
$210.00	$220.00	Oct 16	$1.90	$8.10	$1.90	32%	4.26	$211.90

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$185.00	$182.50	Sep 18	$0.38	$2.12	$0.38	30%	5.58	$184.62
$180.00	$177.50	Sep 25	$0.32	$2.18	$0.32	26%	6.81	$179.68
$175.00	$172.50	Oct 2	$0.29	$2.21	$0.29	22%	7.62	$174.71
$195.00	$192.50	Oct 2	$1.13	$1.37	$1.13	54%	1.21	$193.87
$170.00	$167.50	Oct 2	$0.24	$2.26	$0.24	16%	9.42	$169.76

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 106 found (best R:R 0.83, avg 0.40)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$192.50	$195.00	Sep 25	$1.38	$1.38	$1.12	50%	1.23	$193.88
$195.00	$197.50	Sep 18	$0.98	$0.98	$1.52	59%	0.64	$195.98
$205.00	$210.00	Sep 18	$0.70	$0.70	$4.30	81%	0.16	$205.70
$197.50	$200.00	Oct 23	$1.18	$1.18	$1.32	53%	0.89	$198.68
$200.00	$205.00	Sep 18	$1.12	$1.12	$3.88	70%	0.29	$201.12

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$190.00	$175.00	Oct 30	$6.80	$6.80	$8.20	55%	0.83	$183.20
$187.50	$175.00	Oct 23	$5.19	$5.19	$7.31	58%	0.71	$182.31
$180.00	$177.50	Oct 9	$1.57	$1.57	$0.93	68%	1.69	$178.43
$175.00	$167.50	Oct 23	$2.46	$2.46	$5.04	72%	0.49	$172.54
$175.00	$165.00	Oct 30	$2.95	$2.95	$7.05	71%	0.42	$172.05

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 11 found (avg debit $2.49, cheapest $2.42)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$195.00	Sep 18	Sep 25	$2.42	76.4%	62.6%
$197.50	Sep 18	Sep 25	$2.43	74.7%	62.4%
$187.50	Sep 18	Sep 25	$2.63	71.5%	60.6%
$190.00	Sep 18	Sep 25	$2.63	71.6%	61.2%
$192.50	Sep 18	Sep 25	$2.85	75.1%	64.9%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$195.00	Sep 18	Sep 25	$2.58	76.4%	62.6%
$197.50	Sep 18	Sep 25	$2.25	74.7%	62.4%
$187.50	Sep 18	Sep 25	$2.53	71.5%	60.6%
$190.00	Sep 18	Sep 25	$2.68	71.6%	61.2%
$192.50	Sep 18	Sep 25	$2.77	75.1%	64.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 46 found (cheapest 5.58% of stock, avg 10.38%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$187.50	Sep 18	$7.25	$3.45	$10.70	$176.80	$198.20	5.58%
$190.00	Sep 18	$6.15	$4.55	$10.70	$179.30	$200.70	5.58%
$192.50	Sep 18	$4.85	$6.03	$10.88	$181.62	$203.38	5.68%
$185.00	Sep 18	$9.05	$2.51	$11.56	$173.44	$196.56	6.03%
$195.00	Sep 18	$3.90	$7.65	$11.55	$183.45	$206.55	6.03%
$197.50	Sep 18	$2.92	$9.40	$12.32	$185.18	$209.82	6.43%
$182.50	Sep 18	$10.60	$2.13	$12.73	$169.77	$195.23	6.64%
$200.00	Sep 18	$2.65	$11.05	$13.70	$186.30	$213.70	7.15%
$180.00	Sep 18	$12.48	$1.29	$13.77	$166.23	$193.77	7.18%
$177.50	Sep 18	$14.80	$0.90	$15.70	$161.80	$193.20	8.19%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 162 found (cheapest 1.47% of stock, avg 7.25%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$205.00	$180.00	Sep 18	$1.53	$1.29	$2.82	$177.18	$207.82
$205.00	$182.50	Sep 18	$1.53	$2.13	$3.66	$178.84	$208.66
$200.00	$180.00	Sep 18	$2.65	$1.29	$3.94	$176.06	$203.94
$205.00	$185.00	Sep 18	$1.53	$2.51	$4.04	$180.96	$209.04
$200.00	$182.50	Sep 18	$2.65	$2.13	$4.78	$177.72	$204.78
$197.50	$180.00	Sep 18	$2.92	$1.29	$4.21	$175.79	$201.71
$200.00	$185.00	Sep 18	$2.65	$2.51	$5.16	$179.84	$205.16
$197.50	$182.50	Sep 18	$2.92	$2.13	$5.05	$177.45	$202.55
$197.50	$185.00	Sep 18	$2.92	$2.51	$5.43	$179.57	$202.93
$205.00	$187.50	Sep 18	$1.53	$3.45	$4.98	$182.52	$209.98

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 192 found (best R:R 1.87, avg credit $1.25)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
180/182	208/210	Sep 25	$1.63	$0.87	46%	1.87	$180.87	$209.13
175/178	205/208	Oct 2	$1.71	$0.79	42%	2.16	$175.79	$206.71
170/175	225/230	Oct 9	$2.45	$2.55	56%	0.96	$172.55	$227.45
180/182	202/205	Sep 25	$1.74	$0.76	38%	2.29	$180.76	$204.24
170/172	205/208	Oct 2	$1.48	$1.02	48%	1.45	$171.02	$206.48
180/182	205/208	Sep 25	$1.60	$0.90	42%	1.78	$180.90	$206.60
162/165	205/208	Oct 2	$1.26	$1.24	55%	1.02	$163.74	$206.26
175/178	208/210	Oct 2	$1.51	$0.99	45%	1.53	$175.99	$209.01
175/178	208/210	Sep 25	$1.28	$1.22	54%	1.05	$176.22	$208.78
162/165	208/210	Sep 25	$0.93	$1.57	68%	0.59	$164.07	$208.43

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 99 found (best R:R 24.64, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$210.00	$220.00	$230.00	Oct 16	$0.39	$9.61	15%	24.64
$205.00	$210.00	$215.00	Oct 9	$0.08	$4.92	10%	61.50
$210.00	$215.00	$220.00	Sep 25	$0.08	$4.92	8%	61.50
$195.00	$200.00	$205.00	Oct 9	$0.23	$4.77	12%	20.74
$215.00	$220.00	$225.00	Sep 25	$0.10	$4.90	7%	49.00

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$155.00	$160.00	$165.00	Oct 16	$0.06	$4.94	7%	82.33
$192.50	$195.00	$197.50	Sep 18	$0.13	$2.37	14%	18.23
$190.00	$192.50	$195.00	Sep 18	$0.14	$2.36	14%	16.86
$185.00	$187.50	$190.00	Sep 18	$0.16	$2.34	15%	14.63
$175.00	$177.50	$180.00	Sep 18	$0.08	$2.42	8%	30.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 80 found (best net $-1.37, 79 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$205.00	$220.00	1:2	Oct 30	-$2.28	$12.72
$220.00	$230.00	1:2	Oct 2	-$0.15	$9.85
$200.00	$210.00	1:2	Oct 16	-$2.88	$7.12
$200.00	$205.00	1:2	Sep 18	-$0.41	$4.59
$205.00	$210.00	1:2	Sep 18	-$0.13	$4.87

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$220.00	$205.00	1:2	Sep 18	-$1.37	$13.63
$190.00	$175.00	1:2	Oct 30	-$0.83	$14.17
$187.50	$175.00	1:2	Oct 23	-$1.64	$10.86
$175.00	$165.00	1:2	Oct 30	-$1.73	$8.27
$205.00	$192.50	1:2	Oct 23	-$6.37	$6.13

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 55 found (best yield 6.52%, avg 2.44%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$195.00	Oct 30	$12.50	0.50	1.7%	6.52%	8.25%	--	29
$200.00	Oct 30	$10.40	0.45	4.3%	5.43%	9.77%	--	69
$205.00	Oct 30	$8.65	0.40	7.0%	4.51%	11.46%	3	205
$197.50	Oct 23	$10.75	0.47	3.0%	5.61%	8.64%	1	2
$220.00	Oct 30	$5.30	0.28	14.8%	2.77%	17.54%	1	1
$195.00	Oct 23	$11.35	0.50	1.7%	5.92%	7.65%	--	117
$200.00	Oct 23	$9.30	0.44	4.3%	4.85%	9.19%	--	199
$192.50	Oct 23	$12.45	0.52	0.4%	6.50%	6.92%	4	14
$200.00	Oct 16	$9.10	0.43	4.3%	4.75%	9.09%	9	1.9K
$205.00	Oct 23	$7.50	0.39	7.0%	3.91%	10.86%	--	226

Current 5-Minute Volume Snapshots

Time (HH:MM)	Total Volume	Call Volume	Put Volume	Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM)	Total Volume	Call Volume	Put Volume	Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 1,648

Total Puts 1,695

Put/Call Ratio 1.03

Net Difference -47

Prior's Put/Call Breakdown

Total Calls 2,089

Total Puts 882

Put/Call Ratio 0.42

Net Difference 1,207

Prior 7-Day Put/Call Summary

Total Calls 162,224

Total Puts 112,263

Average Put/Call Ratio 0.75

Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date	Calls	Puts	Ratio	Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker	Earnings Date	Days Away	Call Volume	Put Volume	IV Rank
Loading data...

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

Add Card