Tour v527
ZS
ZSCALER INC
$189.85 -0.98%
9/15 10:20

Option Volume

Detail
Current (09/15 10:20am) 6,212
Calls: 3,506 (56%)
Puts: 2,706 (44%)
Prior (09/03) 14,190
Calls: 10,339 (73%)
Puts: 3,851 (27%)
Current vs Prior -56.22%
Calls: -66.09% (Calls)
Puts: -29.73% (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 -84.16%
Calls: -84.87%
Puts: -83.13%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/15 10:20am) $4.33M
Calls: $3.21M (74%)
Puts: $1.12M (26%)
Prior (09/03) $8.87M
Calls: $6.62M (75%)
Puts: $2.25M (25%)
Current vs Prior -51.20%
Calls: -51.51%
Puts: -50.30%
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 -88.41%
Calls: -84.18%
Puts: -93.44%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/15 10:20am) 0.77
Prior (09/03) 0.37
Current vs Prior +107.21%
Prior 7-Day Average 0.75
Current vs Prior 7-Day Avg +3.38%
Sentiment NEUTRAL

Open Interest

Detail
Current (09/15 10:20am) 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 5.77% | 8.56%5.77% | 14.50%
Prior 15.60% | 16.69%17.58% | 20.70%
Current vs Prior -62.98% | -48.72%-67.15% | -29.94%
Prior 7-Day Avg 10.02% | 14.60%16.61% | 20.72%
Current vs 7-Day Avg -42.38% | -41.39%-65.25% | -30.00%
Prior 7-Day Eod 15.60% | 16.69%5.77% | 13.84%
Current vs 7-Day Eod -62.98% | -48.72%-0.01% | +4.79%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 20.55% | 13.30%
Calls: 29.23% | 15.73%
Puts: 11.88% | 10.88%
Prior 5.28% | 7.58%
Calls: 4.82% | 7.48%
Puts: 5.73% | 7.68%
Current vs Prior +289.20% | +75.46%
Prior 7-Day Avg 19.07% | 7.98%
Calls: 18.39% | 6.78%
Puts: 19.76% | 9.17%
Current vs 7-Day Avg +7.74% | +66.73%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 74% call dollar volume ($3.21M). Light premium activity with dollar volume down 51% vs prior. Below-average activity with volume down 56% vs prior. P/C ratio rising 107% - 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
10:20BULLISHBULLISHBULLISH
10:15BULLISHBULLISHBULLISH
10:10BULLISHBULLISHBULLISH
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 36 of results (avg 7.6%, best 4.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$155.00Sep 1834.6036.25$35.424.7%--1.00356
$157.50Oct 2334.9536.65$35.804.7%30.874
$160.00Oct 2332.8534.65$33.755.3%30.859
$155.00Sep 2534.6036.55$35.585.5%--0.9735
$155.00Oct 1635.9038.10$37.005.9%--0.9135
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$190.00Oct 1611.8512.45$12.154.9%230.47164
$185.00Oct 169.309.90$9.606.2%40.40358
$200.00Oct 1617.6518.80$18.236.3%10.5812
$180.00Oct 167.257.75$7.506.7%20.34572
$197.50Sep 2511.4012.25$11.837.2%100.6322

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. 89 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$155.00Sep 1834.6036.25$35.424.7%--1.00356
$160.00Sep 1828.9031.25$30.087.8%--0.99707
$162.50Sep 1826.3528.50$27.437.8%260.98160
$165.00Sep 1824.2526.00$25.137.0%10.97473
$167.50Sep 1821.3524.00$22.6811.7%10.97276
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Sep 1828.8531.55$30.208.9%--0.95104
$205.00Sep 1815.1517.05$16.1011.8%100.8611
$200.00Sep 1810.6512.95$11.8019.5%--0.77373
$197.50Sep 188.7511.10$9.9323.7%20.7123
$200.00Sep 2513.0014.35$13.689.9%10.6816

Most actively traded options today. High liquidity = easy entry/exit. 138 active (total vol 4.8K, top 827)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Sep 181.542.00$1.7726.0%8270.243.7K
$190.00Sep 257.008.00$7.5013.3%2960.52825
$215.00Sep 180.270.48$0.3855.3%1280.06231
$190.00Sep 184.255.35$4.8022.9%1240.521.9K
$205.00Sep 180.781.23$1.0045.0%1150.15553
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$190.00Sep 184.354.90$4.6311.9%5870.49487
$180.00Sep 181.121.32$1.2216.4%4460.181.8K
$185.00Sep 182.382.91$2.6520.0%2570.32635
$175.00Sep 180.450.66$0.5637.5%1390.091.3K
$190.00Sep 256.957.75$7.3510.9%1340.48224

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 19 strikes (avg 19.9%, max 26.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$185.00Sep 18Oct 3067.6%53.5%26.4%582.0K
$205.00Sep 18Oct 3074.6%59.3%25.8%118758
$200.00Sep 18Oct 3072.5%57.9%25.1%8293.8K
$197.50Sep 18Oct 2371.5%59.0%21.2%10270
$195.00Sep 18Oct 3069.3%57.5%20.4%961.3K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$200.00Sep 18Oct 1672.5%58.4%24.0%1385
$185.00Sep 18Oct 1667.6%54.9%23.1%261993
$187.50Sep 18Oct 3066.4%54.7%21.3%53456
$180.00Sep 18Oct 1666.4%55.2%20.2%4482.3K
$190.00Sep 18Oct 3065.4%54.9%19.2%587545

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 3.43)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$200.00$205.00Oct 30$1.35$3.65$1.3544%2.70$201.35
$172.50$180.00Oct 23$4.63$2.87$4.6374%0.62$177.13
$195.00$197.50Oct 2$0.45$2.05$0.4545%4.56$195.45
$185.00$190.00Oct 30$2.27$2.73$2.2760%1.20$187.27
$215.00$220.00Oct 9$0.47$4.53$0.4723%9.64$215.47
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$165.00$162.50Oct 23$0.13$2.37$0.1318%18.23$164.87
$185.00$182.50Oct 2$0.68$1.82$0.6839%2.68$184.32
$162.50$160.00Oct 23$0.20$2.30$0.2017%11.50$162.30
$180.00$177.50Oct 9$0.58$1.92$0.5833%3.31$179.42
$197.50$195.00Sep 25$1.43$1.07$1.4363%0.75$196.07

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 101 found (best R:R 0.83, avg 0.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$195.00$197.50Sep 25$1.25$1.25$1.2558%1.00$196.25
$205.00$210.00Oct 23$1.87$1.87$3.1361%0.60$206.87
$210.00$215.00Oct 9$1.33$1.33$3.6771%0.36$211.33
$205.00$210.00Oct 9$1.60$1.60$3.4065%0.47$206.60
$220.00$225.00Oct 9$0.83$0.83$4.1780%0.20$220.83
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$187.50$175.00Oct 30$5.67$5.67$6.8357%0.83$181.83
$175.00$165.00Oct 30$3.37$3.37$6.6370%0.51$171.63
$175.00$167.50Oct 23$2.61$2.61$4.8971%0.53$172.39
$177.50$175.00Oct 9$1.35$1.35$1.1570%1.17$176.15
$187.50$175.00Oct 23$4.95$4.95$7.5557%0.66$182.55

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $2.67, cheapest $2.50)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$185.00Sep 18Sep 25$2.9367.6%58.8%
$187.50Sep 18Sep 25$2.5766.4%58.1%
$190.00Sep 18Sep 25$2.7065.4%57.7%
$192.50Sep 18Sep 25$2.7867.5%60.6%
$195.00Sep 18Sep 25$2.8569.3%62.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$185.00Sep 18Sep 25$2.5067.6%58.8%
$187.50Sep 18Sep 25$2.6566.4%58.1%
$190.00Sep 18Sep 25$2.7265.4%57.7%
$192.50Sep 18Sep 25$2.5967.5%60.6%
$195.00Sep 18Sep 25$2.4269.3%62.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 49 found (cheapest 4.97% of stock, avg 10.09%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$190.00Sep 18$4.80$4.63$9.43$180.57$199.434.97%
$187.50Sep 18$6.33$3.53$9.86$177.64$197.365.19%
$192.50Sep 18$3.75$6.18$9.93$182.57$202.435.23%
$185.00Sep 18$7.60$2.65$10.25$174.75$195.255.40%
$195.00Sep 18$2.95$7.98$10.93$184.07$205.935.76%
$182.50Sep 18$9.40$1.80$11.20$171.30$193.705.90%
$197.50Sep 18$2.33$9.93$12.26$185.24$209.766.46%
$180.00Sep 18$11.33$1.22$12.55$167.45$192.556.61%
$200.00Sep 18$1.77$11.80$13.57$186.43$213.577.15%
$177.50Sep 18$13.45$0.80$14.25$163.25$191.757.51%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 165 found (cheapest 1.17% of stock, avg 7.28%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$205.00$180.00Sep 18$1.00$1.22$2.22$177.78$207.22
$205.00$182.50Sep 18$1.00$1.80$2.80$179.70$207.80
$200.00$180.00Sep 18$1.77$1.22$2.99$177.01$202.99
$200.00$182.50Sep 18$1.77$1.80$3.57$178.93$203.57
$197.50$180.00Sep 18$2.33$1.22$3.55$176.45$201.05
$197.50$182.50Sep 18$2.33$1.80$4.13$178.37$201.63
$205.00$185.00Sep 18$1.00$2.65$3.65$181.35$208.65
$200.00$185.00Sep 18$1.77$2.65$4.42$180.58$204.42
$195.00$180.00Sep 18$2.95$1.22$4.17$175.83$199.17
$197.50$185.00Sep 18$2.33$2.65$4.98$180.02$202.48

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 154 found (best R:R 1.16, avg credit $1.26)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
162/165202/205Oct 2$1.34$1.1652%1.16$163.66$203.84
165/168205/208Sep 25$1.00$1.5065%0.67$166.50$206.00
172/175202/205Oct 2$1.56$0.9442%1.66$173.44$204.06
160/162202/205Oct 2$1.21$1.2955%0.94$161.29$203.71
172/175205/208Sep 25$1.16$1.3456%0.87$173.84$206.16
170/172202/205Oct 2$1.42$1.0845%1.31$171.08$203.92
165/168200/202Sep 25$1.10$1.4057%0.79$166.40$201.10
162/165205/208Oct 2$1.14$1.3655%0.84$163.86$206.14
155/158205/208Sep 25$0.74$1.7670%0.42$156.76$205.74
165/168208/210Sep 25$0.78$1.7268%0.45$166.72$208.28

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 102 found (best R:R 82.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$200.00$210.00$220.00Oct 16$0.87$9.1319%10.49
$195.00$200.00$205.00Oct 9$0.14$4.8612%34.71
$170.00$175.00$180.00Oct 16$0.16$4.8412%30.25
$210.00$215.00$220.00Oct 2$0.12$4.8810%40.67
$205.00$210.00$215.00Sep 18$0.12$4.889%40.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$180.00$185.00$190.00Oct 9$0.06$4.9414%82.33
$170.00$175.00$180.00Oct 16$0.09$4.9112%54.56
$190.00$195.00$200.00Oct 16$0.18$4.8212%26.78
$192.50$195.00$197.50Sep 18$0.15$2.3514%15.67
$165.00$170.00$175.00Oct 9$0.27$4.7311%17.52

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, 80 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$205.00$220.001:2Oct 30-$1.65$13.35
$210.00$220.001:2Oct 16-$1.78$8.22
$200.00$205.001:2Sep 18-$0.23$4.77
$200.00$210.001:2Oct 16-$3.01$6.99
$205.00$210.001:2Sep 18-$0.26$4.74
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$220.00$205.001:2Sep 18-$2.00$13.00
$187.50$175.001:2Oct 30-$1.86$10.64
$187.50$175.001:2Oct 23-$2.10$10.40
$175.00$165.001:2Oct 30-$0.79$9.21
$165.00$155.001:2Oct 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. 55 found (best yield 6.69%, avg 2.85%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$195.00Oct 30$12.700.492.7%6.69%9.40%2129
$200.00Oct 30$10.600.445.3%5.58%10.93%269
$205.00Oct 30$8.850.408.0%4.66%12.64%3205
$190.00Oct 30$14.600.540.1%7.69%7.77%--23
$197.50Oct 23$10.200.464.0%5.37%9.40%12
$195.00Oct 23$11.100.492.7%5.85%8.56%--117
$200.00Oct 23$9.150.435.3%4.82%10.17%--199
$192.50Oct 23$12.150.511.4%6.40%7.80%614
$205.00Oct 23$7.550.398.0%3.98%11.96%--226
$220.00Oct 30$5.250.2715.9%2.77%18.65%11

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 3,506
Total Puts 2,706
Put/Call Ratio 0.77
Net Difference 800

Prior's Put/Call Breakdown

Total Calls 10,339
Total Puts 3,851
Put/Call Ratio 0.37
Net Difference 6,488

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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