ZS - Options Database

ZSCALER INC

$190.23 -0.78%

(9/15 10:10) ◀

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

▶

◀ 9/15 10:15

Option Volume

Detail

ℹ

Current (09/15 10:15am) 5,891

Calls: 3,220 (55%)

Puts: 2,671 (45%)

Prior (09/03) 13,587

Calls: 9,994 (74%)

Puts: 3,593 (26%)

Current vs Prior -56.64%

Calls: -67.78% (Calls)

Puts: -25.66% (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 -84.98%

Calls: -86.11%

Puts: -83.35%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (09/15 10:15am) $4.10M

Calls: $2.99M (73%)

Puts: $1.11M (27%)

Prior (09/03) $8.17M

Calls: $6.22M (76%)

Puts: $1.95M (24%)

Current vs Prior -49.82%

Calls: -51.88%

Puts: -43.23%

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 -89.03%

Calls: -85.25%

Puts: -93.51%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (09/15 10:15am) 0.83

Prior (09/03) 0.36

Current vs Prior +130.73%

Prior 7-Day Average 0.75

Current vs Prior 7-Day Avg +11.11%

Sentiment NEUTRAL

Open Interest

Detail

ℹ

Current (09/15 10:15am) 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 5.81% | 8.81%5.81% | 14.83%

Prior 15.60% | 16.69%17.58% | 20.70%

Current vs Prior -62.72% | -47.25%-66.92% | -28.35%

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

Current vs 7-Day Avg -41.97% | -39.70%-65.00% | -28.42%

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

Current vs 7-Day Eod -62.72% | -47.25%+0.70% | +7.16%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 20.14% | 20.74%

Calls: 21.97% | 18.88%

Puts: 18.31% | 22.60%

Prior 5.28% | 7.58%

Calls: 4.82% | 7.48%

Puts: 5.73% | 7.68%

Current vs Prior +281.44% | +173.61%

Prior 7-Day Avg 19.07% | 7.98%

Calls: 18.39% | 6.78%

Puts: 19.76% | 9.17%

Current vs 7-Day Avg +5.60% | +159.99%

Liquidity Expensive

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Moderately bullish flow with 73% call dollar volume ($2.99M). Below-average activity with volume down 57% vs prior. P/C ratio rising 131% - 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 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
10:15	BULLISH	BULLISH	BULLISH
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

🎯 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

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Tightest Spreads

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Best Value <$1

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High Delta

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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 29 of results (avg 7.8%, best 4.1%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$155.00	Sep 25	34.60	36.35	$35.48	4.9%	--	1.00	35
$155.00	Oct 16	35.90	38.10	$37.00	5.9%	--	0.90	35
$155.00	Sep 18	33.95	36.35	$35.15	6.8%	--	1.00	356
$200.00	Oct 16	8.70	9.35	$9.02	7.2%	24	0.42	1.9K
$162.50	Sep 18	26.35	28.45	$27.40	7.7%	26	1.00	160

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$190.00	Oct 16	11.90	12.40	$12.15	4.1%	21	0.47	164
$197.50	Sep 25	11.45	12.05	$11.75	5.1%	10	0.63	22
$200.00	Oct 16	17.80	18.90	$18.35	6.0%	1	0.58	12
$185.00	Oct 16	9.30	9.90	$9.60	6.2%	4	0.40	358
$190.00	Oct 9	10.70	11.40	$11.05	6.3%	6	0.47	3

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	33.95	36.35	$35.15	6.8%	--	1.00	356
$160.00	Sep 18	28.90	31.25	$30.08	7.8%	--	1.00	707
$162.50	Sep 18	26.35	28.45	$27.40	7.7%	26	1.00	160
$165.00	Sep 18	23.80	26.45	$25.13	10.5%	1	1.00	473
$167.50	Sep 18	21.35	24.00	$22.68	11.7%	1	1.00	276

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$220.00	Sep 18	28.85	31.55	$30.20	8.9%	--	0.96	104
$205.00	Sep 18	14.85	17.35	$16.10	15.5%	10	0.85	11
$200.00	Sep 18	10.65	12.95	$11.80	19.5%	--	0.76	373
$197.50	Sep 18	8.75	11.10	$9.93	23.7%	2	0.70	23
$200.00	Sep 25	13.00	14.60	$13.80	11.6%	1	0.67	16

Most actively traded options today. High liquidity = easy entry/exit. 135 active (total vol 4.5K, top 619)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$200.00	Sep 18	1.45	1.96	$1.71	29.8%	619	0.23	3.7K
$190.00	Sep 25	6.95	8.40	$7.68	18.9%	295	0.52	825
$215.00	Sep 18	0.27	0.48	$0.38	55.3%	128	0.06	231
$190.00	Sep 18	4.25	5.30	$4.78	22.0%	124	0.52	1.9K
$205.00	Sep 18	0.78	1.23	$1.00	45.0%	115	0.15	553

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$190.00	Sep 18	4.40	4.85	$4.63	9.7%	585	0.48	487
$180.00	Sep 18	1.12	1.37	$1.25	20.0%	438	0.18	1.8K
$185.00	Sep 18	2.30	2.75	$2.53	17.8%	254	0.32	635
$175.00	Sep 18	0.43	0.67	$0.55	43.6%	138	0.09	1.3K
$190.00	Sep 25	6.95	7.95	$7.45	13.4%	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. 21 strikes (avg 18.2%, max 25.9%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$205.00	Sep 18	Oct 30	74.6%	59.3%	25.9%	118	758
$200.00	Sep 18	Oct 30	71.4%	57.9%	23.2%	621	3.8K
$185.00	Sep 18	Oct 30	65.7%	53.5%	22.7%	58	2.0K
$197.50	Sep 18	Oct 23	71.6%	59.1%	21.3%	10	270
$195.00	Sep 18	Oct 30	69.4%	57.5%	20.6%	91	1.3K

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$205.00	Sep 18	Oct 23	74.6%	59.4%	25.6%	13	11
$180.00	Sep 18	Oct 16	66.8%	55.0%	21.5%	440	2.3K
$200.00	Sep 18	Oct 16	71.4%	59.1%	20.8%	1	385
$185.00	Sep 18	Oct 16	65.7%	54.7%	20.2%	258	993
$195.00	Sep 18	Oct 16	69.4%	58.1%	19.5%	14	511

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 145 found (best R:R 2.70, avg 3.79)

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
$195.00	$200.00	Oct 9	$1.43	$3.57	$1.43	46%	2.50	$196.43
$172.50	$180.00	Oct 23	$4.63	$2.87	$4.63	74%	0.62	$177.13
$185.00	$190.00	Oct 30	$2.27	$2.73	$2.27	59%	1.20	$187.27
$215.00	$220.00	Oct 9	$0.47	$4.53	$0.47	23%	9.64	$215.47

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$197.50	$195.00	Sep 25	$1.00	$1.50	$1.00	63%	1.50	$196.50
$165.00	$162.50	Oct 23	$0.13	$2.37	$0.13	18%	18.23	$164.87
$162.50	$160.00	Oct 23	$0.20	$2.30	$0.20	17%	11.50	$162.30
$185.00	$182.50	Sep 18	$0.55	$1.95	$0.55	32%	3.55	$184.45
$187.50	$185.00	Oct 2	$0.89	$1.61	$0.89	43%	1.81	$186.61

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 104 found (best R:R 0.84, avg 0.40)

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
$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	62%	0.60	$206.87
$207.50	$210.00	Sep 25	$0.53	$0.53	$1.97	78%	0.27	$208.03
$210.00	$215.00	Oct 9	$1.25	$1.25	$3.75	72%	0.33	$211.25

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$187.50	$175.00	Oct 30	$5.70	$5.70	$6.80	57%	0.84	$181.80
$175.00	$165.00	Oct 30	$3.37	$3.37	$6.63	70%	0.51	$171.63
$175.00	$167.50	Oct 23	$2.61	$2.61	$4.89	71%	0.53	$172.39
$187.50	$175.00	Oct 23	$4.95	$4.95	$7.55	57%	0.66	$182.55
$182.50	$180.00	Oct 2	$1.35	$1.35	$1.15	65%	1.17	$181.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $2.83, cheapest $2.65)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$187.50	Sep 18	Sep 25	$2.65	65.2%	58.6%
$190.00	Sep 18	Sep 25	$2.90	65.3%	58.8%
$195.00	Sep 18	Sep 25	$2.93	69.4%	63.2%
$185.00	Sep 18	Sep 25	$3.05	65.7%	59.6%
$192.50	Sep 18	Sep 25	$2.95	65.1%	60.3%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$187.50	Sep 18	Sep 25	$2.75	65.2%	58.6%
$190.00	Sep 18	Sep 25	$2.82	65.3%	58.8%
$195.00	Sep 18	Sep 25	$2.77	69.4%	63.2%
$185.00	Sep 18	Sep 25	$2.70	65.7%	59.6%
$192.50	Sep 18	Sep 25	$2.79	65.1%	60.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 49 found (cheapest 4.95% of stock, avg 10.11%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$190.00	Sep 18	$4.78	$4.63	$9.41	$180.59	$199.41	4.95%
$187.50	Sep 18	$6.33	$3.45	$9.78	$177.72	$197.28	5.14%
$192.50	Sep 18	$3.58	$6.28	$9.86	$182.64	$202.36	5.18%
$185.00	Sep 18	$7.58	$2.53	$10.11	$174.89	$195.11	5.31%
$195.00	Sep 18	$2.95	$7.98	$10.93	$184.07	$205.93	5.75%
$182.50	Sep 18	$9.40	$1.98	$11.38	$171.12	$193.88	5.98%
$197.50	Sep 18	$2.33	$9.93	$12.26	$185.24	$209.76	6.44%
$180.00	Sep 18	$11.13	$1.25	$12.38	$167.62	$192.38	6.51%
$200.00	Sep 18	$1.71	$11.80	$13.51	$186.49	$213.51	7.10%
$177.50	Sep 18	$13.45	$0.81	$14.26	$163.24	$191.76	7.50%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 165 found (cheapest 1.18% of stock, avg 7.30%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$205.00	$180.00	Sep 18	$1.00	$1.25	$2.25	$177.75	$207.25
$200.00	$180.00	Sep 18	$1.71	$1.25	$2.96	$177.04	$202.96
$205.00	$182.50	Sep 18	$1.00	$1.98	$2.98	$179.52	$207.98
$200.00	$182.50	Sep 18	$1.71	$1.98	$3.69	$178.81	$203.69
$197.50	$180.00	Sep 18	$2.33	$1.25	$3.58	$176.42	$201.08
$205.00	$185.00	Sep 18	$1.00	$2.53	$3.53	$181.47	$208.53
$197.50	$182.50	Sep 18	$2.33	$1.98	$4.31	$178.19	$201.81
$200.00	$185.00	Sep 18	$1.71	$2.53	$4.24	$180.76	$204.24
$197.50	$185.00	Sep 18	$2.33	$2.53	$4.86	$180.14	$202.36
$195.00	$180.00	Sep 18	$2.95	$1.25	$4.20	$175.80	$199.20

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 172 found (best R:R 6.14, avg credit $1.16)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
180/182	202/205	Oct 2	$2.15	$0.35	30%	6.14	$180.35	$204.65
180/182	208/210	Sep 25	$1.71	$0.79	45%	2.16	$180.79	$209.21
180/182	205/208	Oct 2	$1.95	$0.55	34%	3.55	$180.55	$206.95
180/182	200/202	Sep 25	$1.92	$0.58	35%	3.31	$180.58	$201.92
180/182	208/210	Oct 2	$1.83	$0.67	37%	2.73	$180.67	$209.33
165/168	208/210	Sep 25	$1.00	$1.50	68%	0.67	$166.50	$208.50
180/182	202/205	Sep 25	$1.70	$0.80	39%	2.12	$180.80	$204.20
162/165	202/205	Oct 2	$1.36	$1.14	52%	1.19	$163.64	$203.86
165/168	200/202	Sep 25	$1.21	$1.29	57%	0.94	$166.29	$201.21
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. 97 found (best R:R 82.33, 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
$195.00	$200.00	$205.00	Oct 9	$0.11	$4.89	11%	44.45
$210.00	$215.00	$220.00	Oct 2	$0.12	$4.88	10%	40.67
$205.00	$210.00	$215.00	Sep 18	$0.12	$4.88	9%	40.67
$210.00	$215.00	$220.00	Sep 18	$0.08	$4.92	6%	61.50

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$170.00	$175.00	$180.00	Oct 16	$0.06	$4.94	12%	82.33
$160.00	$165.00	$170.00	Oct 16	$0.10	$4.90	9%	49.00
$190.00	$192.50	$195.00	Sep 25	$0.06	$2.44	10%	40.67
$182.50	$185.00	$187.50	Sep 25	$0.09	$2.41	10%	26.78
$170.00	$172.50	$175.00	Oct 2	$0.09	$2.41	7%	26.78

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, 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
$210.00	$220.00	1:2	Oct 16	-$1.92	$8.08
$200.00	$205.00	1:2	Sep 18	-$0.29	$4.71
$200.00	$210.00	1:2	Oct 16	-$2.94	$7.06
$205.00	$210.00	1:2	Sep 18	-$0.26	$4.74

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	-$1.83	$10.67
$187.50	$175.00	1:2	Oct 23	-$2.10	$10.40
$175.00	$165.00	1:2	Oct 30	-$0.79	$9.21
$165.00	$155.00	1:2	Oct 30	-$0.86	$9.14

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 49 found (best yield 6.68%, avg 2.55%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$195.00	Oct 30	$12.70	0.49	2.5%	6.68%	9.18%	21	29
$200.00	Oct 30	$10.60	0.44	5.1%	5.57%	10.71%	2	69
$205.00	Oct 30	$8.85	0.40	7.8%	4.65%	12.42%	3	205
$197.50	Oct 23	$10.20	0.46	3.8%	5.36%	9.18%	1	2
$195.00	Oct 23	$11.10	0.49	2.5%	5.84%	8.34%	--	117
$200.00	Oct 23	$9.15	0.43	5.1%	4.81%	9.95%	--	199
$192.50	Oct 23	$12.15	0.51	1.2%	6.39%	7.58%	6	14
$205.00	Oct 23	$7.55	0.39	7.8%	3.97%	11.73%	--	226
$220.00	Oct 30	$5.25	0.27	15.7%	2.76%	18.41%	1	1
$200.00	Oct 16	$8.70	0.42	5.1%	4.57%	9.71%	24	1.9K

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 3,220

Total Puts 2,671

Put/Call Ratio 0.83

Net Difference 549

Prior's Put/Call Breakdown

Total Calls 9,994

Total Puts 3,593

Put/Call Ratio 0.36

Net Difference 6,401

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

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