Tour v527
ZS
ZSCALER INC
$190.34 -0.72%
9/15 10:05

Option Volume

Detail
Current (09/15 10:05am) 5,577
Calls: 3,087 (55%)
Puts: 2,490 (45%)
Prior (09/03) 10,117
Calls: 8,068 (80%)
Puts: 2,049 (20%)
Current vs Prior -44.87%
Calls: -61.74% (Calls)
Puts: +21.52% (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 -85.78%
Calls: -86.68%
Puts: -84.47%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/15 10:05am) $3.87M
Calls: $2.92M (75%)
Puts: $951.6K (25%)
Prior (09/03) $6.12M
Calls: $4.74M (78%)
Puts: $1.37M (22%)
Current vs Prior -36.73%
Calls: -38.46%
Puts: -30.74%
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 -89.64%
Calls: -85.61%
Puts: -94.42%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/15 10:05am) 0.81
Prior (09/03) 0.25
Current vs Prior +217.60%
Prior 7-Day Average 0.75
Current vs Prior 7-Day Avg +8.04%
Sentiment NEUTRAL

Open Interest

Detail
Current (09/15 10:05am) 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 6.08% | 8.84%6.08% | 14.75%
Prior 15.60% | 16.69%17.58% | 20.70%
Current vs Prior -60.99% | -47.03%-65.39% | -28.72%
Prior 7-Day Avg 10.02% | 14.60%16.61% | 20.72%
Current vs 7-Day Avg -39.28% | -39.45%-63.38% | -28.79%
Prior 7-Day Eod 15.60% | 16.69%5.77% | 13.84%
Current vs 7-Day Eod -60.99% | -47.03%+5.37% | +6.60%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 18.10% | 19.45%
Calls: 12.20% | 11.32%
Puts: 24.00% | 27.59%
Prior 5.28% | 7.58%
Calls: 4.82% | 7.48%
Puts: 5.73% | 7.68%
Current vs Prior +242.80% | +156.60%
Prior 7-Day Avg 19.07% | 7.98%
Calls: 18.39% | 6.78%
Puts: 19.76% | 9.17%
Current vs 7-Day Avg -5.10% | +143.82%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 75% of dollar volume in calls ($2.92M) vs puts ($951.6K). Below-average activity with volume down 45% vs prior. P/C ratio rising 218% - 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
10:05BULLISHBULLISHBULLISH
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 20 of results (avg 8.0%, best 4.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$155.00Oct 1636.1037.90$37.004.9%--0.9035
$155.00Sep 1834.1536.35$35.256.2%--0.99356
$162.50Sep 2527.4029.40$28.407.0%--0.9429
$170.00Sep 1820.0521.55$20.807.2%490.951.3K
$155.00Sep 2534.3036.90$35.607.3%--0.9535
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Oct 1617.5018.30$17.904.5%10.5812
$200.00Sep 2513.0014.15$13.588.5%10.6716
$220.00Sep 1828.8531.55$30.208.9%--0.96104

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 1828.9031.30$30.108.0%--0.98707
$162.50Sep 1826.5028.95$27.738.8%250.98160
$165.00Sep 1823.8026.45$25.1310.5%10.97473
$167.50Sep 1821.3524.00$22.6811.7%10.97276
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Sep 1828.8531.55$30.208.9%--0.96104
$205.00Sep 1814.8517.35$16.1015.5%100.8511
$200.00Sep 1810.6512.95$11.8019.5%--0.75373
$197.50Sep 188.7511.10$9.9323.7%20.6923
$200.00Sep 2513.0014.15$13.588.5%10.6716

Most actively traded options today. High liquidity = easy entry/exit. 127 active (total vol 4.3K, top 612)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Sep 181.672.18$1.9326.4%6120.263.7K
$190.00Sep 257.508.40$7.9511.3%2950.54825
$215.00Sep 180.240.55$0.4077.5%1280.06231
$190.00Sep 185.005.65$5.3312.2%1190.541.9K
$205.00Sep 180.941.30$1.1232.1%1150.16553
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$190.00Sep 184.404.90$4.6510.8%5820.47487
$180.00Sep 181.181.38$1.2815.6%4320.181.8K
$185.00Sep 182.382.75$2.5714.4%2370.31635
$175.00Sep 180.400.67$0.5450.0%1350.091.3K
$190.00Sep 256.507.55$7.0314.9%1340.47224

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 23.3%, max 28.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$185.00Sep 18Oct 3069.2%53.7%28.8%572.0K
$205.00Sep 18Oct 3075.0%59.1%26.8%118758
$180.00Sep 18Oct 2369.8%55.1%26.7%91.9K
$190.00Sep 18Oct 3068.2%54.2%25.8%1192.0K
$200.00Sep 18Oct 3072.5%57.8%25.5%6133.8K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$187.50Sep 18Oct 2369.0%54.7%25.9%45462
$205.00Sep 18Oct 2375.0%59.6%25.9%1311
$190.00Sep 18Oct 3068.2%54.2%25.8%582545
$185.00Sep 18Oct 1669.2%55.1%25.5%239993
$180.00Sep 18Oct 1669.8%55.8%25.1%4322.3K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 141 found (best R:R 2.82, avg 3.61)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$200.00$210.00Oct 16$2.62$7.38$2.6241%2.82$202.62
$200.00$205.00Oct 30$1.35$3.65$1.3544%2.70$201.35
$195.00$200.00Oct 9$1.43$3.57$1.4346%2.50$196.43
$172.50$180.00Oct 23$4.63$2.87$4.6374%0.62$177.13
$192.50$195.00Sep 25$0.52$1.98$0.5248%3.81$193.02
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$180.00$177.50Oct 2$0.37$2.13$0.3730%5.76$179.63
$165.00$162.50Oct 23$0.13$2.37$0.1318%18.23$164.87
$200.00$197.50Sep 25$1.40$1.10$1.4067%0.79$198.60
$162.50$160.00Oct 23$0.18$2.32$0.1817%12.89$162.32
$185.00$182.50Sep 25$0.67$1.83$0.6736%2.73$184.33

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 100 found (best R:R 0.83, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$205.00$210.00Oct 9$2.12$2.12$2.8865%0.74$207.12
$207.50$210.00Oct 2$0.92$0.92$1.5871%0.58$208.42
$195.00$197.50Sep 25$1.18$1.18$1.3257%0.89$196.18
$205.00$210.00Oct 23$1.87$1.87$3.1362%0.60$206.87
$192.50$195.00Oct 9$1.30$1.30$1.2050%1.08$193.80
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$2.56$2.56$4.9471%0.52$172.44
$187.50$175.00Oct 23$5.03$5.03$7.4757%0.67$182.47
$182.50$180.00Oct 2$1.42$1.42$1.0865%1.31$181.08

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 12 found (avg debit $2.41, cheapest $2.20)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$197.50Sep 18Sep 25$2.2071.2%58.7%
$192.50Sep 18Sep 25$2.3068.5%56.7%
$190.00Sep 18Sep 25$2.6268.2%58.0%
$187.50Sep 18Sep 25$2.2569.0%59.3%
$185.00Sep 18Sep 25$2.0469.2%59.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$197.50Sep 18Sep 25$2.2571.2%58.7%
$192.50Sep 18Sep 25$2.6368.5%56.7%
$190.00Sep 18Sep 25$2.3868.2%58.0%
$187.50Sep 18Sep 25$2.5269.0%59.3%
$185.00Sep 18Sep 25$2.4069.2%59.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 49 found (cheapest 5.24% of stock, avg 10.13%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$190.00Sep 18$5.33$4.65$9.98$180.02$199.985.24%
$187.50Sep 18$6.63$3.48$10.11$177.39$197.615.31%
$192.50Sep 18$4.10$6.25$10.35$182.15$202.855.44%
$185.00Sep 18$8.03$2.57$10.60$174.40$195.605.57%
$195.00Sep 18$3.21$7.88$11.09$183.91$206.095.83%
$182.50Sep 18$9.88$2.00$11.88$170.62$194.386.24%
$197.50Sep 18$2.50$9.93$12.43$185.07$209.936.53%
$180.00Sep 18$11.68$1.28$12.96$167.04$192.966.81%
$200.00Sep 18$1.93$11.80$13.73$186.27$213.737.21%
$177.50Sep 18$13.85$0.85$14.70$162.80$192.207.72%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 157 found (cheapest 1.26% of stock, avg 7.18%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$205.00$180.00Sep 18$1.12$1.28$2.40$177.60$207.40
$205.00$182.50Sep 18$1.12$2.00$3.12$179.38$208.12
$200.00$180.00Sep 18$1.93$1.28$3.21$176.79$203.21
$200.00$182.50Sep 18$1.93$2.00$3.93$178.57$203.93
$205.00$185.00Sep 18$1.12$2.57$3.69$181.31$208.69
$197.50$180.00Sep 18$2.50$1.28$3.78$176.22$201.28
$200.00$185.00Sep 18$1.93$2.57$4.50$180.50$204.50
$197.50$182.50Sep 18$2.50$2.00$4.50$178.00$202.00
$197.50$185.00Sep 18$2.50$2.57$5.07$179.93$202.57
$195.00$180.00Sep 18$3.21$1.28$4.49$175.51$199.49

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 168 found (best R:R 14.62, avg credit $1.26)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
180/182208/210Oct 2$2.34$0.1636%14.62$180.16$209.84
165/170205/210Oct 9$3.44$1.5644%2.21$166.56$208.44
175/178208/210Oct 2$1.89$0.6144%3.10$175.61$209.39
162/165208/210Oct 2$1.48$1.0258%1.45$163.52$208.98
180/182200/202Sep 25$2.01$0.4935%4.10$180.49$202.01
170/175205/210Oct 9$3.45$1.5538%2.23$171.55$208.45
180/182202/205Oct 2$2.07$0.4331%4.81$180.43$204.57
168/170208/210Oct 2$1.47$1.0354%1.43$168.53$208.97
180/182208/210Sep 25$1.62$0.8846%1.84$180.88$209.12
160/162205/210Oct 9$2.66$2.3452%1.14$159.84$207.66

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 97 found (best R:R 24.64, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$200.00$210.00$220.00Oct 16$0.39$9.6119%24.64
$195.00$200.00$205.00Oct 9$0.11$4.8911%44.45
$185.00$190.00$195.00Oct 30$0.10$4.9010%49.00
$187.50$190.00$192.50Sep 18$0.07$2.4316%34.71
$170.00$175.00$180.00Oct 16$0.19$4.8112%25.32
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$175.00$180.00$185.00Oct 16$0.18$4.8212%26.78
$185.00$190.00$195.00Oct 16$0.22$4.7812%21.73
$192.50$195.00$197.50Sep 25$0.06$2.4410%40.67
$170.00$175.00$180.00Oct 16$0.25$4.7512%19.00
$182.50$185.00$187.50Oct 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. 81 found (best net $-2.00, 81 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$205.00$220.001:2Oct 30-$1.65$13.35
$210.00$220.001:2Oct 16-$1.77$8.23
$200.00$205.001:2Sep 18-$0.31$4.69
$205.00$210.001:2Sep 18-$0.22$4.78
$210.00$215.001:2Sep 18-$0.13$4.87
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$220.00$205.001:2Sep 18-$2.00$13.00
$190.00$175.001:2Oct 30-$0.73$14.27
$187.50$175.001:2Oct 23-$1.97$10.53
$175.00$165.001:2Oct 30-$0.79$9.21
$205.00$192.501:2Oct 23-$6.94$5.56

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 2.54%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$205.00Oct 30$8.850.407.7%4.65%12.35%3205
$200.00Oct 30$10.400.445.1%5.46%10.54%169
$195.00Oct 30$11.650.492.5%6.12%8.57%--29
$197.50Oct 23$10.200.463.8%5.36%9.12%12
$195.00Oct 23$11.100.482.5%5.83%8.28%--117
$200.00Oct 23$9.150.435.1%4.81%9.88%--199
$205.00Oct 23$7.550.397.7%3.97%11.67%--226
$220.00Oct 30$5.250.2715.6%2.76%18.34%11
$192.50Oct 23$12.150.511.1%6.38%7.52%614
$210.00Oct 23$6.100.3310.3%3.20%13.53%--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 3,087
Total Puts 2,490
Put/Call Ratio 0.81
Net Difference 597

Prior's Put/Call Breakdown

Total Calls 8,068
Total Puts 2,049
Put/Call Ratio 0.25
Net Difference 6,019

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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