Tour v527
ZS
ZSCALER INC
$188.79 -1.53%
9/15 09:55

Option Volume

Detail
Current (09/15 9:55am) 4,738
Calls: 2,462 (52%)
Puts: 2,276 (48%)
Prior (09/03) 8,303
Calls: 6,890 (83%)
Puts: 1,413 (17%)
Current vs Prior -42.94%
Calls: -64.27% (Calls)
Puts: +61.08% (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 -87.92%
Calls: -89.38%
Puts: -85.81%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/15 9:55am) $2.95M
Calls: $2.00M (68%)
Puts: $957.9K (32%)
Prior (09/03) $4.74M
Calls: $3.58M (76%)
Puts: $1.16M (24%)
Current vs Prior -37.61%
Calls: -44.24%
Puts: -17.07%
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 -92.09%
Calls: -90.16%
Puts: -94.39%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/15 9:55am) 0.92
Prior (09/03) 0.21
Current vs Prior +350.78%
Prior 7-Day Average 0.75
Current vs Prior 7-Day Avg +23.83%
Sentiment NEUTRAL

Open Interest

Detail
Current (09/15 9:55am) 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
Expiry (09/18) | Next (09/25)Expiry (09/18) | Next (10/16)
Current 6.12% | 8.60%6.12% | 14.32%
Prior 15.60% | 16.69%17.58% | 20.70%
Current vs Prior -60.74% | -48.50%-65.16% | -30.82%
Prior 7-Day Avg 10.02% | 14.60%16.61% | 20.72%
Current vs 7-Day Avg -38.88% | -41.13%-63.14% | -30.89%
Prior 7-Day Eod 15.60% | 16.69%5.77% | 13.84%
Current vs 7-Day Eod -60.74% | -48.50%+6.05% | +3.46%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 27.50% | 29.31%
Calls: 40.93% | 28.89%
Puts: 14.07% | 29.74%
Prior 5.28% | 7.58%
Calls: 4.82% | 7.48%
Puts: 5.73% | 7.68%
Current vs Prior +420.83% | +286.68%
Prior 7-Day Avg 19.07% | 7.98%
Calls: 18.39% | 6.78%
Puts: 19.76% | 9.17%
Current vs 7-Day Avg +44.18% | +267.42%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 68% call dollar volume ($2.00M). Below-average activity with volume down 43% vs prior. P/C ratio rising 351% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall BULLISH
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)
TimeSmart MoneyRetailOverall
09:55BULLISHNEUTRALBULLISH
09:50BULLISHNEUTRALMIXED
09:45BULLISHNEUTRALMIXED
09:40BULLISHBEARISHBEARISH
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 26 of results (avg 8.3%, best 4.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Oct 1631.1032.60$31.854.7%10.8894
$165.00Oct 1627.1528.65$27.905.4%20.83142
$155.00Oct 1635.1537.45$36.306.3%--0.9135
$155.00Oct 934.3536.90$35.637.2%--0.9324
$160.00Sep 1828.2030.30$29.257.2%--0.98707
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$192.50Oct 2314.8015.85$15.336.8%30.493
$220.00Sep 1829.9532.15$31.057.1%--1.00104
$190.00Oct 29.5510.50$10.039.5%100.4810
$180.00Sep 181.451.60$1.539.8%3900.211.8K

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)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$155.00Sep 1833.0035.60$34.307.6%--0.99356
$160.00Sep 1828.2030.30$29.257.2%--0.98707
$162.50Sep 1825.8028.05$26.938.4%--0.97160
$165.00Sep 1823.2525.70$24.4810.0%10.97473
$167.50Sep 1820.8023.45$22.1312.0%10.97276
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Sep 1829.9532.15$31.057.1%--1.00104
$205.00Sep 1815.0017.65$16.3316.2%100.9111
$200.00Sep 1810.7513.25$12.0020.8%--0.82373
$197.50Sep 189.1511.15$10.1519.7%20.7623
$200.00Sep 2512.7015.20$13.9517.9%10.7016

Most actively traded options today. High liquidity = easy entry/exit. 118 active (total vol 3.7K, top 564)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Sep 181.321.60$1.4619.2%5640.213.7K
$190.00Sep 256.757.35$7.058.5%2930.51825
$215.00Sep 180.190.42$0.3174.2%1270.05231
$190.00Sep 184.054.65$4.3513.8%1120.501.9K
$205.00Sep 180.711.03$0.8736.8%1100.14553
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$190.00Sep 184.955.70$5.3314.1%5350.51487
$180.00Sep 181.451.60$1.539.8%3900.211.8K
$185.00Sep 182.733.25$2.9917.4%2220.35635
$190.00Sep 256.158.30$7.2329.7%1340.49224
$175.00Sep 180.450.90$0.6866.2%1130.111.3K

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 19.1%, max 31.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$185.00Sep 18Oct 3069.7%53.0%31.6%572.0K
$180.00Sep 18Oct 2370.0%54.9%27.6%91.9K
$187.50Sep 18Oct 971.2%57.8%23.3%1314
$177.50Sep 18Oct 971.1%59.1%20.3%1257
$190.00Sep 18Oct 3064.0%53.3%20.1%1122.0K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$187.50Sep 18Oct 2371.2%54.7%30.1%37462
$185.00Sep 18Oct 1669.7%54.6%27.6%224993
$180.00Sep 18Oct 1670.0%55.4%26.4%3902.3K
$177.50Sep 18Oct 971.1%59.1%20.3%20668
$190.00Sep 18Oct 3064.0%53.3%20.1%535545

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 138 found (best R:R 3.20, avg 4.22)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$205.00$220.00Oct 30$3.57$11.43$3.5740%3.20$208.57
$185.00$190.00Oct 16$1.80$3.20$1.8060%1.78$186.80
$185.00$192.50Oct 23$3.20$4.30$3.2060%1.34$188.20
$195.00$200.00Oct 30$1.50$3.50$1.5049%2.33$196.50
$195.00$200.00Oct 9$1.36$3.64$1.3646%2.68$196.36
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$185.00$182.50Sep 25$0.30$2.20$0.3038%7.33$184.70
$190.00$187.50Sep 25$0.58$1.92$0.5850%3.31$189.42
$192.50$190.00Oct 2$0.77$1.73$0.7752%2.25$191.73
$162.50$160.00Oct 23$0.18$2.32$0.1817%12.89$162.32
$170.00$165.00Oct 16$0.70$4.30$0.7022%6.14$169.30

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 100 found (best R:R 0.79, avg 0.42)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$190.00$192.50Oct 9$1.60$1.60$0.9047%1.78$191.60
$207.50$210.00Sep 25$0.73$0.73$1.7778%0.41$208.23
$195.00$197.50Sep 25$1.15$1.15$1.3558%0.85$196.15
$215.00$220.00Sep 25$0.68$0.68$4.3285%0.16$215.68
$197.50$200.00Sep 25$0.98$0.98$1.5263%0.64$198.48
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$187.50$175.00Oct 23$5.50$5.50$7.0056%0.79$182.00
$175.00$165.00Oct 30$3.37$3.37$6.6370%0.51$171.63
$175.00$170.00Oct 16$1.96$1.96$3.0472%0.64$173.04
$187.50$185.00Oct 2$1.82$1.82$0.6856%2.68$185.68
$187.50$185.00Sep 25$1.80$1.80$0.7056%2.57$185.70

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $2.56, cheapest $1.86)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$185.00Sep 18Sep 25$3.1069.7%55.2%
$187.50Sep 18Sep 25$2.7771.2%60.7%
$190.00Sep 18Sep 25$2.7064.0%57.0%
$195.00Sep 18Sep 25$3.0768.6%63.6%
$192.50Sep 18Sep 25$3.1165.6%61.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$185.00Sep 18Sep 25$1.8669.7%55.2%
$187.50Sep 18Sep 25$2.5271.2%60.7%
$190.00Sep 18Sep 25$1.9064.0%57.0%
$195.00Sep 18Sep 25$2.4068.6%63.6%
$192.50Sep 18Sep 25$2.1965.6%61.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 54 found (cheapest 5.13% of stock, avg 10.38%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$190.00Sep 18$4.35$5.33$9.68$180.32$199.685.13%
$185.00Sep 18$7.03$2.99$10.02$174.98$195.025.31%
$192.50Sep 18$3.39$6.63$10.02$182.48$202.525.31%
$187.50Sep 18$6.23$4.13$10.36$177.14$197.865.49%
$195.00Sep 18$2.71$8.10$10.81$184.19$205.815.73%
$182.50Sep 18$8.95$1.95$10.90$171.60$193.405.77%
$197.50Sep 18$1.94$10.15$12.09$185.41$209.596.40%
$180.00Sep 18$10.83$1.53$12.36$167.64$192.366.55%
$200.00Sep 18$1.46$12.00$13.46$186.54$213.467.13%
$177.50Sep 18$13.00$1.08$14.08$163.42$191.587.46%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 157 found (cheapest 1.35% of stock, avg 7.26%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$200.00$177.50Sep 18$1.46$1.08$2.54$174.96$202.54
$200.00$180.00Sep 18$1.46$1.53$2.99$177.01$202.99
$197.50$177.50Sep 18$1.94$1.08$3.02$174.48$200.52
$200.00$182.50Sep 18$1.46$1.95$3.41$179.09$203.41
$197.50$180.00Sep 18$1.94$1.53$3.47$176.53$200.97
$197.50$182.50Sep 18$1.94$1.95$3.89$178.61$201.39
$195.00$177.50Sep 18$2.71$1.08$3.79$173.71$198.79
$195.00$180.00Sep 18$2.71$1.53$4.24$175.76$199.24
$195.00$182.50Sep 18$2.71$1.95$4.66$177.84$199.66
$200.00$185.00Sep 18$1.46$2.99$4.45$180.55$204.45

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 164 found (best R:R 5.76, avg credit $1.17)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
180/182208/210Sep 25$2.13$0.3744%5.76$180.37$209.63
175/178208/210Oct 2$1.92$0.5844%3.31$175.58$209.42
175/178205/208Oct 2$1.91$0.5940%3.24$175.59$206.91
180/182200/202Sep 25$1.99$0.5135%3.90$180.51$201.99
162/165208/210Oct 2$1.38$1.1258%1.23$163.62$208.88
175/178202/205Oct 2$1.87$0.6337%2.97$175.63$204.37
180/182202/205Sep 25$1.83$0.6739%2.73$180.67$204.33
155/158208/210Sep 25$0.99$1.5171%0.66$156.51$208.49
162/165208/210Sep 25$1.04$1.4669%0.71$163.96$208.54
168/170208/210Sep 25$1.15$1.3564%0.85$168.85$208.65

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 88 found (best R:R 82.33, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$165.00$170.00$175.00Oct 16$0.06$4.9410%82.33
$200.00$205.00$210.00Sep 18$0.20$4.8014%24.00
$195.00$200.00$205.00Oct 9$0.14$4.8611%34.71
$185.00$190.00$195.00Oct 30$0.13$4.8710%37.46
$190.00$195.00$200.00Oct 16$0.17$4.8312%28.41
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$185.00$187.50$190.00Sep 18$0.06$2.4417%40.67
$187.50$190.00$192.50Sep 18$0.10$2.4017%24.00
$190.00$195.00$200.00Oct 16$0.19$4.8112%25.32
$182.50$185.00$187.50Sep 18$0.10$2.4016%24.00
$175.00$180.00$185.00Oct 16$0.25$4.7512%19.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 82 found (best net $-1.61, 80 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$205.00$220.001:2Oct 30-$2.91$12.09
$200.00$210.001:2Oct 16-$2.76$7.24
$210.00$220.001:2Oct 16-$1.93$8.07
$200.00$205.001:2Sep 18-$0.28$4.72
$205.00$210.001:2Sep 18-$0.09$4.91
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$220.00$205.001:2Sep 18-$1.61$13.39
$190.00$175.001:2Oct 30-$0.76$14.24
$187.50$175.001:2Oct 23-$1.03$11.47
$175.00$165.001:2Oct 30-$0.79$9.21
$175.00$172.501:2Sep 18-$0.02$2.48

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 55 found (best yield 5.54%, avg 2.77%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$200.00Oct 30$10.450.455.9%5.54%11.47%--69
$205.00Oct 30$8.850.408.6%4.69%13.27%3205
$190.00Oct 30$14.200.540.6%7.52%8.16%--23
$195.00Oct 30$11.650.493.3%6.17%9.46%--29
$200.00Oct 23$9.350.445.9%4.95%10.89%--199
$197.50Oct 23$10.200.464.6%5.40%10.02%12
$195.00Oct 23$11.100.493.3%5.88%9.17%--117
$192.50Oct 23$12.150.522.0%6.44%8.40%514
$220.00Oct 30$5.250.2816.5%2.78%19.31%11
$205.00Oct 23$7.550.398.6%4.00%12.59%--226

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 2,462
Total Puts 2,276
Put/Call Ratio 0.92
Net Difference 186

Prior's Put/Call Breakdown

Total Calls 6,890
Total Puts 1,413
Put/Call Ratio 0.21
Net Difference 5,477

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
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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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