ZS - Options Database

ZSCALER INC

$189.51 -1.16%

(9/15 10:05) ◀

Tuesday, September 15, 2026 (10:10am)

▶ (9/15 10:15)

◀ 9/15 10:10 ▶

Option Volume

Detail

ℹ

Current (09/15 10:10am) 5,714

Calls: 3,145 (55%)

Puts: 2,569 (45%)

Prior (09/03) 12,697

Calls: 9,420 (74%)

Puts: 3,277 (26%)

Current vs Prior -55.00%

Calls: -66.61% (Calls)

Puts: -21.61% (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 -85.43%

Calls: -86.43%

Puts: -83.98%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (09/15 10:10am) $3.91M

Calls: $2.89M (74%)

Puts: $1.01M (26%)

Prior (09/03) $7.21M

Calls: $5.51M (76%)

Puts: $1.70M (24%)

Current vs Prior -45.82%

Calls: -47.50%

Puts: -40.38%

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 -89.54%

Calls: -85.73%

Puts: -94.07%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (09/15 10:10am) 0.82

Prior (09/03) 0.35

Current vs Prior +134.81%

Prior 7-Day Average 0.75

Current vs Prior 7-Day Avg +9.42%

Sentiment NEUTRAL

Open Interest

Detail

ℹ

Current (09/15 10:10am) 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 5.92% | 8.64%5.92% | 14.74%

Prior 15.60% | 16.69%17.58% | 20.70%

Current vs Prior -62.07% | -48.22%-66.34% | -28.79%

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

Current vs 7-Day Avg -40.96% | -40.81%-64.39% | -28.86%

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

Current vs 7-Day Eod -62.07% | -48.22%+2.45% | +6.50%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 25.38% | 15.86%

Calls: 29.23% | 19.71%

Puts: 21.52% | 12.00%

Prior 5.28% | 7.58%

Calls: 4.82% | 7.48%

Puts: 5.73% | 7.68%

Current vs Prior +380.68% | +109.23%

Prior 7-Day Avg 19.07% | 7.98%

Calls: 18.39% | 6.78%

Puts: 19.76% | 9.17%

Current vs 7-Day Avg +33.07% | +98.82%

Liquidity Expensive

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Moderately bullish flow with 74% call dollar volume ($2.89M). Below-average activity with volume down 55% vs prior. P/C ratio rising 135% - 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)

Time	Smart Money	Retail	Overall
10:10	BULLISH	BULLISH	BULLISH
10:05	BULLISH	BULLISH	BULLISH
10:00	BULLISH	BULLISH	BULLISH
09:55	BULLISH	NEUTRAL	BULLISH
09:50	BULLISH	NEUTRAL	MIXED
09:45	BULLISH	NEUTRAL	MIXED
09:40	BULLISH	BEARISH	BEARISH
09:35	BULLISH	BEARISH	BEARISH

📈 Options Analysis

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💰 Best Value Under $1

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🔥 High Volume

⏰ Backwardation

📈 Debit Spreads

📉 Credit Spreads

📅 Calendar Spreads

⚡ Straddles

🔀 Strangles

🦅 Iron Condors

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⚖️ Ratio Spreads

🛡️ Covered Calls

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Tightest Spreads

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Best Value <$1

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Ratio Spreads

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Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 30 of results (avg 8.2%, best 4.5%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$162.50	Sep 18	26.30	27.50	$26.90	4.5%	25	0.98	160
$165.00	Sep 25	24.55	25.85	$25.20	5.2%	--	0.94	38
$155.00	Oct 16	35.90	38.05	$36.97	5.8%	--	0.91	35
$155.00	Sep 18	33.95	36.35	$35.15	6.8%	--	0.99	356
$155.00	Sep 25	34.15	36.80	$35.47	7.5%	--	0.95	35

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$200.00	Oct 16	18.05	18.95	$18.50	4.9%	1	0.59	12
$192.50	Sep 18	6.30	6.70	$6.50	6.2%	20	0.58	52
$195.00	Oct 16	14.75	16.10	$15.43	8.7%	10	0.53	355
$220.00	Sep 18	28.85	31.55	$30.20	8.9%	--	1.00	104
$187.50	Oct 30	12.70	13.95	$13.33	9.4%	1	0.44	5

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. 88 found (avg delta 0.74, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$155.00	Sep 18	33.95	36.35	$35.15	6.8%	--	0.99	356
$160.00	Sep 18	28.90	31.30	$30.10	8.0%	--	0.98	707
$162.50	Sep 18	26.30	27.50	$26.90	4.5%	25	0.98	160
$167.50	Sep 18	21.35	24.00	$22.68	11.7%	1	0.97	276
$165.00	Sep 18	23.80	26.45	$25.13	10.5%	1	0.97	473

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$220.00	Sep 18	28.85	31.55	$30.20	8.9%	--	1.00	104
$205.00	Sep 18	14.85	17.35	$16.10	15.5%	10	0.86	11
$200.00	Sep 18	10.65	12.95	$11.80	19.5%	--	0.78	373
$197.50	Sep 18	8.75	11.10	$9.93	23.7%	2	0.71	23
$200.00	Sep 25	13.00	14.60	$13.80	11.6%	1	0.69	16

Most actively traded options today. High liquidity = easy entry/exit. 131 active (total vol 4.4K, top 618)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$200.00	Sep 18	1.45	1.83	$1.64	23.2%	618	0.23	3.7K
$190.00	Sep 25	6.95	8.40	$7.68	18.9%	295	0.52	825
$215.00	Sep 18	0.26	0.45	$0.36	52.8%	128	0.06	231
$190.00	Sep 18	4.25	4.95	$4.60	15.2%	124	0.50	1.9K
$205.00	Sep 18	0.78	1.31	$1.05	50.5%	115	0.15	553

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$190.00	Sep 18	4.35	5.40	$4.88	21.5%	583	0.50	487
$180.00	Sep 18	1.14	1.55	$1.35	30.4%	438	0.20	1.8K
$185.00	Sep 18	2.29	2.99	$2.64	26.5%	241	0.33	635
$175.00	Sep 18	0.43	0.67	$0.55	43.6%	138	0.10	1.3K
$190.00	Sep 25	7.05	7.95	$7.50	12.0%	134	0.48	224

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 19.9%, max 30.1%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$205.00	Sep 18	Oct 30	77.2%	59.3%	30.1%	118	758
$197.50	Sep 18	Oct 23	74.0%	59.4%	24.7%	10	270
$200.00	Sep 18	Oct 30	71.9%	58.0%	24.1%	620	3.8K
$192.50	Sep 18	Oct 23	70.8%	57.7%	22.9%	52	288
$190.00	Sep 18	Oct 30	66.7%	54.4%	22.7%	124	2.0K

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$192.50	Sep 18	Oct 23	70.8%	57.7%	22.9%	23	55
$190.00	Sep 18	Oct 30	66.7%	54.4%	22.7%	583	545
$200.00	Sep 18	Oct 16	71.9%	59.4%	21.1%	1	385
$180.00	Sep 18	Oct 16	67.1%	55.8%	20.2%	438	2.3K
$187.50	Sep 18	Oct 30	65.8%	55.1%	19.4%	51	456

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 143 found (best R:R 2.70, avg 3.63)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$200.00	$205.00	Oct 30	$1.35	$3.65	$1.35	44%	2.70	$201.35
$175.00	$177.50	Sep 25	$1.30	$1.20	$1.30	81%	0.92	$176.30
$172.50	$180.00	Oct 23	$4.63	$2.87	$4.63	74%	0.62	$177.13
$195.00	$200.00	Oct 9	$1.43	$3.57	$1.43	46%	2.50	$196.43
$190.00	$192.50	Oct 9	$0.60	$1.90	$0.60	52%	3.17	$190.60

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$165.00	$162.50	Oct 23	$0.13	$2.37	$0.13	18%	18.23	$164.87
$200.00	$197.50	Sep 25	$1.37	$1.13	$1.37	69%	0.82	$198.63
$162.50	$160.00	Oct 23	$0.20	$2.30	$0.20	17%	11.50	$162.30
$185.00	$182.50	Sep 18	$0.56	$1.94	$0.56	33%	3.46	$184.44
$172.50	$170.00	Oct 2	$0.35	$2.15	$0.35	20%	6.14	$172.15

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 100 found (best R:R 0.87, avg 0.39)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$205.00	$210.00	Oct 9	$1.90	$1.90	$3.10	65%	0.61	$206.90
$207.50	$210.00	Sep 25	$0.66	$0.66	$1.84	78%	0.36	$208.16
$195.00	$197.50	Sep 25	$1.18	$1.18	$1.32	58%	0.89	$196.18
$205.00	$210.00	Oct 23	$1.87	$1.87	$3.13	61%	0.60	$206.87
$197.50	$200.00	Sep 18	$0.72	$0.72	$1.78	71%	0.40	$198.22

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$187.50	$175.00	Oct 30	$5.80	$5.80	$6.70	56%	0.87	$181.70
$175.00	$165.00	Oct 30	$3.37	$3.37	$6.63	70%	0.51	$171.63
$175.00	$167.50	Oct 23	$2.56	$2.56	$4.94	71%	0.52	$172.44
$187.50	$175.00	Oct 23	$5.03	$5.03	$7.47	56%	0.67	$182.47
$182.50	$180.00	Oct 2	$1.33	$1.33	$1.17	64%	1.14	$181.17

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $2.73, cheapest $2.68)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$192.50	Sep 18	Sep 25	$2.73	70.8%	60.5%
$190.00	Sep 18	Sep 25	$3.08	66.7%	58.9%
$195.00	Sep 18	Sep 25	$3.03	70.1%	63.3%
$187.50	Sep 18	Sep 25	$2.55	65.8%	59.6%
$185.00	Sep 18	Sep 25	$2.67	65.3%	59.4%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$192.50	Sep 18	Sep 25	$2.68	70.8%	60.5%
$190.00	Sep 18	Sep 25	$2.62	66.7%	58.9%
$195.00	Sep 18	Sep 25	$2.68	70.1%	63.3%
$187.50	Sep 18	Sep 25	$2.67	65.8%	59.6%
$185.00	Sep 18	Sep 25	$2.59	65.3%	59.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 49 found (cheapest 5.00% of stock, avg 10.16%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$190.00	Sep 18	$4.60	$4.88	$9.48	$180.52	$199.48	5.00%
$187.50	Sep 18	$6.33	$3.68	$10.01	$177.49	$197.51	5.28%
$185.00	Sep 18	$7.40	$2.64	$10.04	$174.96	$195.04	5.30%
$192.50	Sep 18	$3.80	$6.50	$10.30	$182.20	$202.80	5.44%
$195.00	Sep 18	$2.85	$8.07	$10.92	$184.08	$205.92	5.76%
$182.50	Sep 18	$9.40	$2.08	$11.48	$171.02	$193.98	6.06%
$180.00	Sep 18	$10.80	$1.35	$12.15	$167.85	$192.15	6.41%
$197.50	Sep 18	$2.36	$9.93	$12.29	$185.21	$209.79	6.49%
$200.00	Sep 18	$1.64	$11.80	$13.44	$186.56	$213.44	7.09%
$177.50	Sep 18	$13.45	$0.94	$14.39	$163.11	$191.89	7.59%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 161 found (cheapest 1.05% of stock, avg 7.32%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$205.00	$177.50	Sep 18	$1.05	$0.94	$1.99	$175.51	$206.99
$205.00	$180.00	Sep 18	$1.05	$1.35	$2.40	$177.60	$207.40
$200.00	$177.50	Sep 18	$1.64	$0.94	$2.58	$174.92	$202.58
$200.00	$180.00	Sep 18	$1.64	$1.35	$2.99	$177.01	$202.99
$205.00	$182.50	Sep 18	$1.05	$2.08	$3.13	$179.37	$208.13
$197.50	$177.50	Sep 18	$2.36	$0.94	$3.30	$174.20	$200.80
$200.00	$182.50	Sep 18	$1.64	$2.08	$3.72	$178.78	$203.72
$197.50	$180.00	Sep 18	$2.36	$1.35	$3.71	$176.29	$201.21
$205.00	$185.00	Sep 18	$1.05	$2.64	$3.69	$181.31	$208.69
$197.50	$182.50	Sep 18	$2.36	$2.08	$4.44	$178.06	$201.94

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 160 found (best R:R 1.81, avg credit $1.24)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
165/170	205/210	Oct 9	$3.22	$1.78	44%	1.81	$166.78	$208.22
180/182	208/210	Sep 25	$1.79	$0.71	45%	2.52	$180.71	$209.29
165/168	208/210	Sep 25	$1.13	$1.37	68%	0.82	$166.37	$208.63
162/165	208/210	Oct 2	$1.25	$1.25	58%	1.00	$163.75	$208.75
172/175	208/210	Sep 25	$1.22	$1.28	59%	0.95	$173.78	$208.72
172/175	208/210	Oct 2	$1.43	$1.07	48%	1.34	$173.57	$208.93
170/175	205/210	Oct 9	$3.21	$1.79	38%	1.79	$171.79	$208.21
180/182	202/205	Sep 25	$1.64	$0.86	39%	1.91	$180.86	$204.14
168/170	208/210	Oct 2	$1.25	$1.25	54%	1.00	$168.75	$208.75
165/170	210/215	Oct 9	$2.57	$2.43	51%	1.06	$167.43	$212.57

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 91 found (best R:R 54.56, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$170.00	$175.00	$180.00	Oct 16	$0.09	$4.91	12%	54.56
$200.00	$205.00	$210.00	Sep 18	$0.17	$4.83	13%	28.41
$195.00	$200.00	$205.00	Oct 9	$0.11	$4.89	11%	44.45
$180.00	$185.00	$190.00	Oct 16	$0.24	$4.76	13%	19.83
$205.00	$210.00	$215.00	Sep 18	$0.15	$4.85	9%	32.33

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$175.00	$180.00	$185.00	Oct 16	$0.19	$4.81	13%	25.32
$180.00	$185.00	$190.00	Oct 9	$0.26	$4.74	14%	18.23
$190.00	$195.00	$200.00	Oct 16	$0.19	$4.81	11%	25.32
$165.00	$170.00	$175.00	Oct 16	$0.20	$4.80	11%	24.00
$185.00	$187.50	$190.00	Sep 18	$0.16	$2.34	17%	14.63

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 79 found (best net $-2.00, 79 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$205.00	$220.00	1:2	Oct 30	-$1.65	$13.35
$200.00	$210.00	1:2	Oct 16	-$2.74	$7.26
$200.00	$205.00	1:2	Sep 18	-$0.46	$4.54
$210.00	$220.00	1:2	Oct 16	-$2.12	$7.88
$205.00	$210.00	1:2	Sep 18	-$0.21	$4.79

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$220.00	$205.00	1:2	Sep 18	-$2.00	$13.00
$187.50	$175.00	1:2	Oct 30	-$1.73	$10.77
$187.50	$175.00	1:2	Oct 23	-$1.97	$10.53
$175.00	$165.00	1:2	Oct 30	-$0.79	$9.21
$205.00	$192.50	1:2	Oct 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. 55 found (best yield 5.59%, avg 2.81%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$200.00	Oct 30	$10.60	0.44	5.5%	5.59%	11.13%	2	69
$195.00	Oct 30	$12.40	0.49	2.9%	6.54%	9.44%	1	29
$205.00	Oct 30	$8.85	0.40	8.2%	4.67%	12.84%	3	205
$190.00	Oct 30	$14.20	0.54	0.3%	7.49%	7.75%	--	23
$197.50	Oct 23	$10.20	0.46	4.2%	5.38%	9.60%	1	2
$195.00	Oct 23	$11.10	0.49	2.9%	5.86%	8.75%	--	117
$192.50	Oct 23	$12.15	0.51	1.6%	6.41%	7.99%	6	14
$200.00	Oct 23	$9.15	0.43	5.5%	4.83%	10.36%	--	199
$205.00	Oct 23	$7.55	0.39	8.2%	3.98%	12.16%	--	226
$220.00	Oct 30	$5.25	0.27	16.1%	2.77%	18.86%	1	1

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 3,145

Total Puts 2,569

Put/Call Ratio 0.82

Net Difference 576

Prior's Put/Call Breakdown

Total Calls 9,420

Total Puts 3,277

Put/Call Ratio 0.35

Net Difference 6,143

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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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

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