Tour v527
ZS
ZSCALER INC
$190.15 -0.82%
9/15 10:01

Option Volume

Detail
Current (09/15 10:00am) 5,430
Calls: 2,997 (55%)
Puts: 2,433 (45%)
Prior (09/03) 8,303
Calls: 6,890 (83%)
Puts: 1,413 (17%)
Current vs Prior -34.60%
Calls: -56.50% (Calls)
Puts: +72.19% (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 -86.15%
Calls: -87.07%
Puts: -84.83%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/15 10:00am) $3.68M
Calls: $2.74M (74%)
Puts: $945.2K (26%)
Prior (09/03) $4.74M
Calls: $3.58M (76%)
Puts: $1.16M (24%)
Current vs Prior -22.19%
Calls: -23.49%
Puts: -18.17%
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 -90.13%
Calls: -86.49%
Puts: -94.46%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/15 10:00am) 0.81
Prior (09/03) 0.21
Current vs Prior +295.85%
Prior 7-Day Average 0.75
Current vs Prior 7-Day Avg +8.74%
Sentiment NEUTRAL

Open Interest

Detail
Current (09/15 10:00am) 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 6.13% | 8.62%6.13% | 14.74%
Prior 15.60% | 16.69%17.58% | 20.70%
Current vs Prior -60.72% | -48.33%-65.14% | -28.78%
Prior 7-Day Avg 10.02% | 14.60%16.61% | 20.72%
Current vs 7-Day Avg -38.85% | -40.94%-63.12% | -28.84%
Prior 7-Day Eod 15.60% | 16.69%5.77% | 13.84%
Current vs 7-Day Eod -60.72% | -48.33%+6.11% | +6.52%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 23.20% | 24.02%
Calls: 16.73% | 19.13%
Puts: 29.68% | 28.91%
Prior 5.28% | 7.58%
Calls: 4.82% | 7.48%
Puts: 5.73% | 7.68%
Current vs Prior +339.39% | +216.89%
Prior 7-Day Avg 19.07% | 7.98%
Calls: 18.39% | 6.78%
Puts: 19.76% | 9.17%
Current vs 7-Day Avg +21.64% | +201.11%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 74% call dollar volume ($2.74M). P/C ratio rising 296% - increased hedging/bearish positioning.

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 BULLISH
Current BULLISH
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
10:00BULLISHBULLISHBULLISH
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 19 of results (avg 8.6%, best 6.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$155.00Sep 1834.1536.35$35.256.2%--0.99356
$155.00Sep 2534.3036.65$35.476.6%--0.9535
$155.00Oct 935.3537.95$36.657.1%--0.9124
$210.00Oct 165.806.25$6.037.5%40.31539
$162.50Sep 2527.2529.40$28.337.6%--0.9429
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Sep 1829.0531.75$30.408.9%--0.95104

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 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$155.00Sep 1834.1536.35$35.256.2%--0.99356
$160.00Sep 1828.5531.25$29.909.0%--0.98707
$162.50Sep 1826.2028.85$27.539.6%--0.97160
$165.00Sep 1823.5526.30$24.9311.0%10.97473
$167.50Sep 1821.0523.95$22.5012.9%10.96276
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Sep 1829.0531.75$30.408.9%--0.95104
$205.00Sep 1815.0017.60$16.3016.0%100.8511
$200.00Sep 1810.5513.05$11.8021.2%--0.76373
$197.50Sep 188.8011.10$9.9523.1%20.7123
$200.00Sep 2512.7014.90$13.8015.9%10.6716

Most actively traded options today. High liquidity = easy entry/exit. 125 active (total vol 4.2K, top 611)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Sep 181.672.04$1.8619.9%6110.253.7K
$190.00Sep 256.858.30$7.5819.1%2950.52825
$215.00Sep 180.190.55$0.3797.3%1270.06231
$190.00Sep 184.655.50$5.0816.7%1170.531.9K
$205.00Sep 180.781.22$1.0044.0%1140.15553
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$190.00Sep 184.354.95$4.6512.9%5760.48487
$180.00Sep 181.081.37$1.2323.6%4290.181.8K
$185.00Sep 182.272.85$2.5622.7%2270.32635
$190.00Sep 256.407.90$7.1521.0%1340.48224
$175.00Sep 180.460.67$0.5736.8%1290.101.3K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 20 strikes (avg 20.3%, max 26.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$200.00Sep 18Oct 3072.8%57.8%26.0%6123.8K
$185.00Sep 18Oct 3067.5%53.7%25.7%572.0K
$190.00Sep 18Oct 3067.3%54.2%24.2%1172.0K
$205.00Sep 18Oct 3073.4%59.1%24.1%117758
$192.50Sep 18Oct 2370.7%57.4%23.1%52288
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$182.50Sep 18Oct 271.0%56.7%25.1%6572
$200.00Sep 18Oct 1672.8%58.4%24.5%--385
$190.00Sep 18Oct 3067.3%54.2%24.2%576545
$185.00Sep 18Oct 1667.5%54.7%23.4%229993
$192.50Sep 18Oct 2370.7%57.4%23.1%2255

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 144 found (best R:R 0.64, avg 4.14)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$172.50$180.00Oct 23$4.56$2.94$4.5674%0.64$177.06
$200.00$205.00Oct 30$1.35$3.65$1.3544%2.70$201.35
$195.00$200.00Oct 9$1.41$3.59$1.4146%2.55$196.41
$200.00$210.00Oct 16$2.82$7.18$2.8241%2.55$202.82
$192.50$195.00Oct 23$0.70$1.80$0.7051%2.57$193.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$180.00$177.50Oct 2$0.22$2.28$0.2230%10.36$179.78
$185.00$182.50Sep 25$0.57$1.93$0.5737%3.39$184.43
$162.50$160.00Oct 23$0.19$2.31$0.1917%12.16$162.31
$165.00$162.50Oct 9$0.18$2.32$0.1815%12.89$164.82
$185.00$182.50Sep 18$0.55$1.95$0.5532%3.55$184.45

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 102 found (best R:R 0.83, avg 0.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$192.50$195.00Sep 18$1.17$1.17$1.3355%0.88$193.67
$205.00$210.00Oct 23$1.87$1.87$3.1362%0.60$206.87
$207.50$210.00Sep 25$0.59$0.59$1.9178%0.31$208.09
$210.00$215.00Oct 9$1.37$1.37$3.6370%0.38$211.37
$195.00$197.50Sep 25$1.05$1.05$1.4558%0.72$196.05
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$190.00$175.00Oct 30$6.80$6.80$8.2054%0.83$183.20
$175.00$165.00Oct 30$3.37$3.37$6.6370%0.51$171.63
$175.00$167.50Oct 23$2.59$2.59$4.9171%0.53$172.41
$175.00$170.00Oct 16$1.90$1.90$3.1072%0.61$173.10
$187.50$175.00Oct 23$5.00$5.00$7.5057%0.67$182.50

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $2.48, cheapest $2.25)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$192.50Sep 18Sep 25$2.2870.7%58.3%
$190.00Sep 18Sep 25$2.5067.3%57.1%
$185.00Sep 18Sep 25$2.4267.5%57.5%
$187.50Sep 18Sep 25$2.6367.0%57.9%
$195.00Sep 18Sep 25$2.8267.5%61.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$192.50Sep 18Sep 25$2.2570.7%58.3%
$190.00Sep 18Sep 25$2.5067.3%57.1%
$185.00Sep 18Sep 25$2.3467.5%57.5%
$187.50Sep 18Sep 25$2.5567.0%57.9%
$195.00Sep 18Sep 25$2.5267.5%61.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 49 found (cheapest 5.12% of stock, avg 10.08%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$187.50Sep 18$6.25$3.48$9.73$177.77$197.235.12%
$190.00Sep 18$5.08$4.65$9.73$180.27$199.735.12%
$185.00Sep 18$7.58$2.56$10.14$174.86$195.145.33%
$192.50Sep 18$4.10$6.57$10.67$181.83$203.175.61%
$195.00Sep 18$2.93$7.98$10.91$184.09$205.915.74%
$182.50Sep 18$9.27$2.01$11.28$171.22$193.785.93%
$197.50Sep 18$2.22$9.95$12.17$185.33$209.676.40%
$180.00Sep 18$11.40$1.23$12.63$167.37$192.636.64%
$200.00Sep 18$1.86$11.80$13.66$186.34$213.667.18%
$177.50Sep 18$13.18$0.90$14.08$163.42$191.587.40%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 157 found (cheapest 1.17% of stock, avg 7.18%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$205.00$180.00Sep 18$1.00$1.23$2.23$177.77$207.23
$200.00$180.00Sep 18$1.86$1.23$3.09$176.91$203.09
$205.00$182.50Sep 18$1.00$2.01$3.01$179.49$208.01
$197.50$180.00Sep 18$2.22$1.23$3.45$176.55$200.95
$200.00$182.50Sep 18$1.86$2.01$3.87$178.63$203.87
$205.00$185.00Sep 18$1.00$2.56$3.56$181.44$208.56
$197.50$182.50Sep 18$2.22$2.01$4.23$178.27$201.73
$200.00$185.00Sep 18$1.86$2.56$4.42$180.58$204.42
$197.50$185.00Sep 18$2.22$2.56$4.78$180.22$202.28
$195.00$180.00Sep 18$2.93$1.23$4.16$175.84$199.16

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 186 found (best R:R 3.17, avg credit $1.16)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
175/178208/210Oct 2$1.90$0.6044%3.17$175.60$209.40
175/178205/208Oct 2$1.89$0.6141%3.10$175.61$206.89
180/182208/210Oct 2$1.94$0.5637%3.46$180.56$209.44
175/178202/205Oct 2$1.88$0.6238%3.03$175.62$204.38
180/182205/208Oct 2$1.93$0.5734%3.39$180.57$206.93
162/165208/210Oct 2$1.30$1.2058%1.08$163.70$208.80
165/170210/215Oct 9$2.74$2.2650%1.21$167.26$212.74
180/182202/205Oct 2$1.92$0.5831%3.31$180.58$204.42
178/180208/210Sep 25$1.42$1.0850%1.31$178.58$208.92
162/165205/208Oct 2$1.29$1.2155%1.07$163.71$206.29

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 94 found (best R:R 11.99, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$200.00$210.00$220.00Oct 16$0.77$9.2319%11.99
$205.00$210.00$215.00Oct 9$0.08$4.9211%61.50
$195.00$200.00$205.00Oct 9$0.09$4.9111%54.56
$185.00$190.00$195.00Oct 30$0.10$4.9010%49.00
$190.00$195.00$200.00Oct 16$0.15$4.8512%32.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$185.00$190.00$195.00Oct 16$0.12$4.8812%40.67
$175.00$180.00$185.00Oct 16$0.24$4.7612%19.83
$170.00$172.50$175.00Oct 2$0.06$2.446%40.67
$172.50$175.00$177.50Sep 25$0.09$2.417%26.78
$187.50$190.00$192.50Oct 2$0.10$2.408%24.00

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 $-2.20, 79 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$205.00$220.001:2Oct 30-$1.65$13.35
$200.00$205.001:2Sep 18-$0.14$4.86
$210.00$220.001:2Oct 16-$1.93$8.07
$200.00$210.001:2Oct 16-$3.21$6.79
$205.00$210.001:2Sep 18-$0.28$4.72
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$220.00$205.001:2Sep 18-$2.20$12.80
$190.00$175.001:2Oct 30-$0.73$14.27
$187.50$175.001:2Oct 23-$2.03$10.47
$175.00$165.001:2Oct 30-$0.79$9.21
$175.00$172.501:2Sep 18-$0.11$2.39

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 49 found (best yield 4.65%, avg 2.52%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$205.00Oct 30$8.850.407.8%4.65%12.46%3205
$200.00Oct 30$10.400.445.2%5.47%10.65%169
$195.00Oct 30$11.650.492.5%6.13%8.68%--29
$197.50Oct 23$10.200.463.9%5.36%9.23%12
$195.00Oct 23$11.100.492.5%5.84%8.39%--117
$200.00Oct 23$9.150.435.2%4.81%9.99%--199
$192.50Oct 23$12.150.511.2%6.39%7.63%614
$205.00Oct 23$7.550.397.8%3.97%11.78%--226
$220.00Oct 30$5.250.2715.7%2.76%18.46%11
$210.00Oct 23$6.100.3310.4%3.21%13.65%--15

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 2,997
Total Puts 2,433
Put/Call Ratio 0.81
Net Difference 564

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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