ZS - Options Database

ZSCALER INC

$189.69 -1.06%

(9/15 09:45) ◀

Tuesday, September 15, 2026 (9:50am)

▶ (9/15 09:55)

◀ 9/15 09:50 ▶

Option Volume

Detail

ℹ

Current (09/15 9:50am) 4,157

Calls: 1,994 (48%)

Puts: 2,163 (52%)

Prior (09/03) 7,575

Calls: 6,391 (84%)

Puts: 1,184 (16%)

Current vs Prior -45.12%

Calls: -68.80% (Calls)

Puts: +82.69% (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 -89.40%

Calls: -91.40%

Puts: -86.51%

Sentiment BEARISH

Dollar Volume

Detail

ℹ

Current (09/15 9:50am) $2.59M

Calls: $1.77M (69%)

Puts: $813.3K (31%)

Prior (09/03) $4.17M

Calls: $3.19M (76%)

Puts: $981.3K (24%)

Current vs Prior -37.95%

Calls: -44.37%

Puts: -17.13%

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 -93.08%

Calls: -91.26%

Puts: -95.23%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (09/15 9:50am) 1.08

Prior (09/03) 0.19

Current vs Prior +485.53%

Prior 7-Day Average 0.75

Current vs Prior 7-Day Avg +45.30%

Sentiment BEARISH

Open Interest

Detail

ℹ

Current (09/15 9:50am) 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 6.03% | 8.69%6.03% | 14.82%

Prior 15.60% | 16.69%17.58% | 20.70%

Current vs Prior -61.36% | -47.95%-65.72% | -28.40%

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

Current vs 7-Day Avg -39.86% | -40.51%-63.73% | -28.47%

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

Current vs 7-Day Eod -61.36% | -47.95%+4.36% | +7.08%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 30.72% | 24.23%

Calls: 33.44% | 22.34%

Puts: 28.00% | 26.13%

Prior 5.28% | 7.58%

Calls: 4.82% | 7.48%

Puts: 5.73% | 7.68%

Current vs Prior +481.82% | +219.66%

Prior 7-Day Avg 19.07% | 7.98%

Calls: 18.39% | 6.78%

Puts: 19.76% | 9.17%

Current vs 7-Day Avg +61.07% | +203.74%

Liquidity Expensive

Add Card

🤖 AI Insights

Moderately bullish flow with 69% call dollar volume ($1.77M). Below-average activity with volume down 45% vs prior. Slightly bearish P/C ratio of 1.08. P/C ratio rising 486% - 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
09:50	BULLISH	NEUTRAL	MIXED
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 10 of results (avg 8.8%, best 7.7%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$165.00	Oct 16	27.55	29.75	$28.65	7.7%	--	0.84	142
$160.00	Sep 18	28.70	31.10	$29.90	8.0%	--	0.98	707
$155.00	Oct 16	35.75	38.75	$37.25	8.1%	--	0.91	35
$160.00	Oct 9	31.00	33.80	$32.40	8.6%	--	0.91	22
$155.00	Sep 18	33.70	36.75	$35.23	8.7%	--	1.00	356

PUTS (0)

No puts meet the criteria

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)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$155.00	Sep 18	33.70	36.75	$35.23	8.7%	--	1.00	356
$160.00	Sep 18	28.70	31.10	$29.90	8.0%	--	0.98	707
$165.00	Sep 18	23.75	26.85	$25.30	12.3%	1	0.97	473
$167.50	Sep 18	21.45	24.45	$22.95	13.1%	1	0.97	276
$160.00	Sep 25	29.00	32.30	$30.65	10.8%	--	0.96	25

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$220.00	Sep 18	28.55	31.65	$30.10	10.3%	--	0.98	104
$205.00	Sep 18	14.05	17.35	$15.70	21.0%	10	0.85	11
$200.00	Sep 18	9.95	13.10	$11.52	27.3%	--	0.77	373
$197.50	Sep 18	9.15	10.95	$10.05	17.9%	2	0.71	23
$200.00	Sep 25	12.15	14.75	$13.45	19.3%	1	0.68	16

Most actively traded options today. High liquidity = easy entry/exit. 111 active (total vol 3.3K, top 535)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$200.00	Sep 18	1.50	2.19	$1.85	37.3%	519	0.24	3.7K
$215.00	Sep 18	0.28	0.55	$0.42	64.3%	125	0.07	231
$190.00	Sep 18	4.30	5.75	$5.03	28.8%	103	0.52	1.9K
$190.00	Sep 25	7.05	9.15	$8.10	25.9%	96	0.54	825
$205.00	Sep 18	0.85	1.65	$1.25	64.0%	95	0.17	553

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$190.00	Sep 18	4.30	5.70	$5.00	28.0%	535	0.49	487
$180.00	Sep 18	0.92	1.60	$1.26	54.0%	376	0.19	1.8K
$185.00	Sep 18	2.27	3.00	$2.64	27.7%	219	0.33	635
$190.00	Sep 25	6.15	8.00	$7.08	26.1%	131	0.47	224
$175.00	Sep 18	0.45	0.88	$0.67	64.2%	112	0.11	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. 21 strikes (avg 24.3%, max 38.1%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$205.00	Sep 18	Oct 30	80.4%	58.2%	38.1%	98	758
$187.50	Sep 18	Oct 9	73.0%	57.0%	28.2%	1	314
$197.50	Sep 18	Oct 23	74.8%	58.7%	27.4%	6	270
$195.00	Sep 18	Oct 30	74.3%	58.5%	27.1%	50	1.3K
$190.00	Sep 18	Oct 30	69.6%	55.1%	26.5%	103	2.0K

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$205.00	Sep 18	Oct 23	80.4%	59.5%	35.1%	13	11
$187.50	Sep 18	Oct 23	73.0%	54.6%	33.7%	24	462
$195.00	Sep 18	Oct 16	74.3%	58.2%	27.7%	12	511
$200.00	Sep 18	Oct 16	74.0%	58.0%	27.7%	--	385
$190.00	Sep 18	Oct 30	69.6%	55.1%	26.5%	535	545

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 139 found (best R:R 3.23, avg 3.75)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$205.00	$220.00	Oct 30	$3.55	$11.45	$3.55	41%	3.23	$208.55
$200.00	$210.00	Oct 16	$2.58	$7.42	$2.58	42%	2.88	$202.58
$180.00	$185.00	Oct 23	$2.47	$2.53	$2.47	67%	1.02	$182.47
$170.00	$175.00	Oct 16	$3.17	$1.83	$3.17	80%	0.58	$173.17
$200.00	$205.00	Oct 9	$1.20	$3.80	$1.20	42%	3.17	$201.20

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$200.00	$197.50	Sep 18	$1.47	$1.03	$1.47	77%	0.70	$198.53
$187.50	$185.00	Sep 25	$0.70	$1.80	$0.70	42%	2.57	$186.80
$170.00	$167.50	Oct 2	$0.11	$2.39	$0.11	16%	21.73	$169.89
$162.50	$160.00	Oct 23	$0.18	$2.32	$0.18	17%	12.89	$162.32
$190.00	$185.00	Oct 9	$1.93	$3.07	$1.93	47%	1.59	$188.07

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 97 found (best R:R 0.51, avg 0.41)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$207.50	$210.00	Oct 2	$0.98	$0.98	$1.52	70%	0.64	$208.48
$205.00	$210.00	Sep 18	$0.68	$0.68	$4.32	83%	0.16	$205.68
$195.00	$197.50	Sep 25	$1.14	$1.14	$1.36	56%	0.84	$196.14
$197.50	$200.00	Sep 25	$1.00	$1.00	$1.50	61%	0.67	$198.50
$215.00	$220.00	Oct 2	$0.96	$0.96	$4.04	78%	0.24	$215.96

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$175.00	$165.00	Oct 30	$3.37	$3.37	$6.63	70%	0.51	$171.63
$187.50	$175.00	Oct 23	$5.28	$5.28	$7.22	57%	0.73	$182.22
$175.00	$170.00	Oct 16	$2.08	$2.08	$2.92	72%	0.71	$172.92
$177.50	$175.00	Oct 2	$1.38	$1.38	$1.12	74%	1.23	$176.12
$177.50	$175.00	Oct 9	$1.27	$1.27	$1.23	70%	1.03	$176.23

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 12 found (avg debit $2.56, cheapest $1.72)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$187.50	Sep 18	Sep 25	$2.97	73.0%	57.5%
$197.50	Sep 18	Sep 25	$2.41	74.8%	60.1%
$195.00	Sep 18	Sep 25	$2.80	74.3%	61.9%
$190.00	Sep 18	Sep 25	$3.07	69.6%	58.5%
$192.50	Sep 18	Sep 25	$3.16	72.5%	62.7%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$187.50	Sep 18	Sep 25	$1.72	73.0%	57.5%
$195.00	Sep 18	Sep 25	$2.35	74.3%	61.9%
$190.00	Sep 18	Sep 25	$2.08	69.6%	58.5%
$192.50	Sep 18	Sep 25	$2.53	72.5%	62.7%
$185.00	Sep 18	Sep 25	$2.41	66.7%	60.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 49 found (cheapest 5.29% of stock, avg 10.25%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$190.00	Sep 18	$5.03	$5.00	$10.03	$179.97	$200.03	5.29%
$192.50	Sep 18	$4.07	$6.20	$10.27	$182.23	$202.77	5.41%
$187.50	Sep 18	$6.43	$4.03	$10.46	$177.04	$197.96	5.51%
$185.00	Sep 18	$7.85	$2.64	$10.49	$174.51	$195.49	5.53%
$195.00	Sep 18	$3.27	$7.88	$11.15	$183.85	$206.15	5.88%
$182.50	Sep 18	$9.88	$1.93	$11.81	$170.69	$194.31	6.23%
$197.50	Sep 18	$2.52	$10.05	$12.57	$184.93	$210.07	6.63%
$180.00	Sep 18	$11.65	$1.26	$12.91	$167.09	$192.91	6.81%
$200.00	Sep 18	$1.85	$11.52	$13.37	$186.63	$213.37	7.05%
$177.50	Sep 18	$13.73	$0.91	$14.64	$162.86	$192.14	7.72%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 154 found (cheapest 1.32% of stock, avg 7.23%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$205.00	$180.00	Sep 18	$1.25	$1.26	$2.51	$177.49	$207.51
$200.00	$180.00	Sep 18	$1.85	$1.26	$3.11	$176.89	$203.11
$205.00	$182.50	Sep 18	$1.25	$1.93	$3.18	$179.32	$208.18
$200.00	$182.50	Sep 18	$1.85	$1.93	$3.78	$178.72	$203.78
$197.50	$180.00	Sep 18	$2.52	$1.26	$3.78	$176.22	$201.28
$205.00	$185.00	Sep 18	$1.25	$2.64	$3.89	$181.11	$208.89
$197.50	$182.50	Sep 18	$2.52	$1.93	$4.45	$178.05	$201.95
$200.00	$185.00	Sep 18	$1.85	$2.64	$4.49	$180.51	$204.49
$197.50	$185.00	Sep 18	$2.52	$2.64	$5.16	$179.84	$202.66
$195.00	$180.00	Sep 18	$3.27	$1.26	$4.53	$175.47	$199.53

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 140 found (best R:R 16.86, avg credit $1.20)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
175/178	208/210	Oct 2	$2.36	$0.14	43%	16.86	$175.14	$209.86
162/165	208/210	Oct 2	$1.69	$0.81	56%	2.09	$163.31	$209.19
170/172	208/210	Oct 2	$1.69	$0.81	50%	2.09	$170.81	$209.19
175/178	205/208	Oct 2	$1.93	$0.57	41%	3.39	$175.57	$206.93
152/155	208/210	Oct 2	$1.27	$1.23	63%	1.03	$153.73	$208.77
158/160	208/210	Oct 2	$1.29	$1.21	61%	1.07	$158.71	$208.79
178/180	208/210	Oct 2	$1.77	$0.73	40%	2.42	$178.23	$209.27
180/182	208/210	Oct 2	$1.76	$0.74	36%	2.38	$180.74	$209.26
160/162	208/210	Oct 2	$1.16	$1.34	60%	0.87	$161.34	$208.66
162/165	202/205	Sep 25	$1.11	$1.39	60%	0.80	$163.89	$203.61

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 89 found (best R:R 37.46, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$200.00	$210.00	$220.00	Oct 16	$0.26	$9.74	19%	37.46
$200.00	$205.00	$210.00	Oct 23	$0.08	$4.92	10%	61.50
$155.00	$160.00	$165.00	Oct 16	$0.06	$4.94	7%	82.33
$215.00	$220.00	$225.00	Sep 25	$0.08	$4.92	8%	61.50
$195.00	$197.50	$200.00	Sep 18	$0.08	$2.42	13%	30.25

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$180.00	$185.00	$190.00	Oct 9	$0.06	$4.94	14%	82.33
$160.00	$165.00	$170.00	Oct 16	$0.14	$4.86	8%	34.71
$175.00	$177.50	$180.00	Sep 18	$0.11	$2.39	8%	21.73
$157.50	$160.00	$162.50	Sep 18	$0.06	$2.44	4%	40.67
$165.00	$170.00	$175.00	Oct 9	$0.32	$4.68	12%	14.62

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 78 found (best net $-1.30, 76 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$205.00	$220.00	1:2	Oct 30	-$2.95	$12.05
$210.00	$220.00	1:2	Oct 16	-$1.76	$8.24
$200.00	$205.00	1:2	Sep 18	-$0.65	$4.35
$215.00	$220.00	1:2	Sep 18	-$0.08	$4.92
$210.00	$215.00	1:2	Sep 18	-$0.27	$4.73

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$220.00	$205.00	1:2	Sep 18	-$1.30	$13.70
$190.00	$175.00	1:2	Oct 30	-$0.76	$14.24
$187.50	$175.00	1:2	Oct 23	-$1.17	$11.33
$175.00	$165.00	1:2	Oct 30	-$0.79	$9.21
$175.00	$172.50	1:2	Sep 18	-$0.03	$2.47

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 55 found (best yield 5.61%, avg 2.84%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$200.00	Oct 30	$10.65	0.46	5.4%	5.61%	11.05%	--	69
$195.00	Oct 30	$12.65	0.50	2.8%	6.67%	9.47%	--	29
$205.00	Oct 30	$8.85	0.41	8.1%	4.67%	12.74%	3	205
$190.00	Oct 30	$14.75	0.55	0.2%	7.78%	7.94%	--	23
$195.00	Oct 23	$11.55	0.50	2.8%	6.09%	8.89%	--	117
$200.00	Oct 23	$9.45	0.45	5.4%	4.98%	10.42%	--	199
$220.00	Oct 30	$5.30	0.29	16.0%	2.79%	18.77%	1	1
$197.50	Oct 23	$10.30	0.47	4.1%	5.43%	9.55%	1	2
$205.00	Oct 23	$7.75	0.40	8.1%	4.09%	12.16%	--	226
$192.50	Oct 23	$12.20	0.52	1.5%	6.43%	7.91%	5	14

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 1,994

Total Puts 2,163

Put/Call Ratio 1.08

Net Difference -169

Prior's Put/Call Breakdown

Total Calls 6,391

Total Puts 1,184

Put/Call Ratio 0.19

Net Difference 5,207

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