Tour v527
ZS
ZSCALER INC
$190.41 -0.69%
9/15 10:25

Option Volume

Detail
Current (09/15 10:25am) 7,315
Calls: 4,490 (61%)
Puts: 2,825 (39%)
Prior (09/03) 14,737
Calls: 10,674 (72%)
Puts: 4,063 (28%)
Current vs Prior -50.36%
Calls: -57.94% (Calls)
Puts: -30.47% (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 -81.35%
Calls: -80.63%
Puts: -82.39%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/15 10:25am) $4.84M
Calls: $3.68M (76%)
Puts: $1.16M (24%)
Prior (09/03) $10.05M
Calls: $7.27M (72%)
Puts: $2.78M (28%)
Current vs Prior -51.79%
Calls: -49.37%
Puts: -58.12%
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 -87.03%
Calls: -81.86%
Puts: -93.18%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/15 10:25am) 0.63
Prior (09/03) 0.38
Current vs Prior +65.29%
Prior 7-Day Average 0.75
Current vs Prior 7-Day Avg -15.72%
Sentiment BULLISH

Open Interest

Detail
Current (09/15 10:25am) 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 5.92% | 8.67%5.92% | 14.41%
Prior 15.60% | 16.69%17.58% | 20.70%
Current vs Prior -62.02% | -48.09%-66.29% | -30.40%
Prior 7-Day Avg 10.02% | 14.60%16.61% | 20.72%
Current vs 7-Day Avg -40.87% | -40.66%-64.34% | -30.46%
Prior 7-Day Eod 15.60% | 16.69%5.77% | 13.84%
Current vs 7-Day Eod -62.02% | -48.09%+2.60% | +4.10%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 17.69% | 12.01%
Calls: 12.80% | 10.46%
Puts: 22.58% | 13.56%
Prior 5.28% | 7.58%
Calls: 4.82% | 7.48%
Puts: 5.73% | 7.68%
Current vs Prior +235.04% | +58.44%
Prior 7-Day Avg 19.07% | 7.98%
Calls: 18.39% | 6.78%
Puts: 19.76% | 9.17%
Current vs 7-Day Avg -7.25% | +50.56%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 76% of dollar volume in calls ($3.68M) vs puts ($1.16M). Light premium activity with dollar volume down 52% vs prior. Below-average activity with volume down 50% vs prior. Bullish P/C ratio of 0.63.

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 BULLISH
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
10:25BULLISHBULLISHBULLISH
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 44 of results (avg 7.4%, best 1.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Sep 181.801.82$1.811.1%1.7K0.243.7K
$200.00Oct 168.659.00$8.824.0%290.421.9K
$160.00Oct 2332.9034.55$33.724.9%40.849
$165.00Oct 1627.7529.35$28.555.6%30.83142
$155.00Oct 1635.9038.10$37.005.9%--0.9035
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$195.00Oct 1614.5514.90$14.732.4%100.53355
$185.00Oct 169.259.55$9.403.2%40.40358
$180.00Oct 167.157.45$7.304.1%20.33572
$190.00Oct 1611.5512.10$11.834.6%230.47164
$200.00Oct 1617.5518.45$18.005.0%10.5812

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 1833.9036.25$35.086.7%--1.00356
$160.00Sep 1828.9031.25$30.087.8%--1.00707
$162.50Sep 1826.4528.50$27.487.5%261.00160
$165.00Sep 1824.3025.95$25.136.6%21.00473
$155.00Sep 2533.6036.75$35.179.0%--1.0035
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Sep 1828.8531.55$30.208.9%--0.96104
$205.00Sep 1815.2017.00$16.1011.2%100.8411
$200.00Sep 1810.6512.95$11.8019.5%--0.76373
$197.50Sep 188.7511.05$9.9023.2%20.7023
$200.00Sep 2513.0014.45$13.7310.6%10.6816

Most actively traded options today. High liquidity = easy entry/exit. 141 active (total vol 5.8K, top 1.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Sep 181.801.82$1.811.1%1.7K0.243.7K
$190.00Sep 257.258.05$7.6510.5%2960.52825
$215.00Sep 180.220.38$0.3053.3%1280.05231
$190.00Sep 184.755.40$5.0812.8%1240.521.9K
$205.00Sep 180.851.27$1.0639.6%1160.15553
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$190.00Sep 184.455.00$4.7211.7%6150.48487
$180.00Sep 181.121.46$1.2926.4%4500.191.8K
$185.00Sep 182.282.82$2.5521.2%3070.32635
$175.00Sep 180.440.68$0.5642.9%1390.091.3K
$190.00Sep 256.957.80$7.3811.5%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. 20 strikes (avg 22.3%, max 27.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$205.00Sep 18Oct 3075.3%59.2%27.1%119758
$185.00Sep 18Oct 3068.3%53.9%26.6%582.0K
$200.00Sep 18Oct 3072.6%57.8%25.4%1.7K3.8K
$190.00Sep 18Oct 3068.1%54.8%24.3%1242.0K
$195.00Sep 18Oct 3070.7%57.0%24.1%1171.3K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$180.00Sep 18Oct 1668.6%54.3%26.2%4522.3K
$200.00Sep 18Oct 1672.6%57.6%25.9%1385
$185.00Sep 18Oct 1668.3%54.2%25.8%311993
$195.00Sep 18Oct 1670.7%56.6%24.8%14511
$205.00Sep 18Oct 2375.3%60.3%24.8%1311

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 144 found (best R:R 19.00, avg 3.41)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$215.00$220.00Oct 9$0.25$4.75$0.2522%19.00$215.25
$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
$200.00$205.00Oct 23$1.38$3.62$1.3843%2.62$201.38
$195.00$200.00Oct 30$1.70$3.30$1.7049%1.94$196.70
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$0.65$1.85$0.6539%2.85$184.35
$162.50$160.00Oct 23$0.20$2.30$0.2017%11.50$162.30
$177.50$175.00Sep 25$0.40$2.10$0.4022%5.25$177.10
$180.00$177.50Oct 9$0.68$1.82$0.6833%2.68$179.32

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 101 found (best R:R 0.51, avg 0.42)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$205.00$210.00Oct 23$2.20$2.20$2.8061%0.79$207.20
$210.00$215.00Oct 9$1.52$1.52$3.4872%0.44$211.52
$200.00$202.50Sep 25$0.84$0.84$1.6668%0.51$200.84
$205.00$207.50Sep 25$0.61$0.61$1.8975%0.32$205.61
$210.00$215.00Sep 18$0.34$0.34$4.6690%0.07$210.34
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$175.00$165.00Oct 30$3.37$3.37$6.6370%0.51$171.63
$187.50$175.00Oct 30$5.45$5.45$7.0557%0.77$182.05
$175.00$167.50Oct 23$2.61$2.61$4.8971%0.53$172.39
$177.50$175.00Oct 9$1.25$1.25$1.2570%1.00$176.25
$182.50$180.00Oct 2$1.37$1.37$1.1365%1.21$181.13

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 12 found (avg debit $2.48, cheapest $1.95)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$197.50Sep 18Sep 25$2.2270.7%60.1%
$190.00Sep 18Sep 25$2.5768.1%57.6%
$195.00Sep 18Sep 25$2.3770.7%60.4%
$185.00Sep 18Sep 25$2.8568.3%58.3%
$187.50Sep 18Sep 25$2.4066.7%57.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$197.50Sep 18Sep 25$1.9570.7%60.1%
$190.00Sep 18Sep 25$2.6668.1%57.6%
$195.00Sep 18Sep 25$2.2770.7%60.4%
$185.00Sep 18Sep 25$2.5868.3%58.3%
$187.50Sep 18Sep 25$2.6566.7%57.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 49 found (cheapest 5.14% of stock, avg 10.01%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$187.50Sep 18$6.33$3.45$9.78$177.72$197.285.14%
$190.00Sep 18$5.08$4.72$9.80$180.20$199.805.15%
$192.50Sep 18$3.85$6.20$10.05$182.45$202.555.28%
$185.00Sep 18$7.60$2.55$10.15$174.85$195.155.33%
$195.00Sep 18$3.11$7.98$11.09$183.91$206.095.82%
$182.50Sep 18$9.40$1.78$11.18$171.32$193.685.87%
$197.50Sep 18$2.33$9.90$12.23$185.27$209.736.42%
$180.00Sep 18$11.23$1.29$12.52$167.48$192.526.58%
$200.00Sep 18$1.81$11.80$13.61$186.39$213.617.15%
$177.50Sep 18$13.45$0.84$14.29$163.21$191.797.50%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 165 found (cheapest 1.23% of stock, avg 7.18%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$205.00$180.00Sep 18$1.06$1.29$2.35$177.65$207.35
$205.00$182.50Sep 18$1.06$1.78$2.84$179.66$207.84
$200.00$180.00Sep 18$1.81$1.29$3.10$176.90$203.10
$200.00$182.50Sep 18$1.81$1.78$3.59$178.91$203.59
$197.50$180.00Sep 18$2.33$1.29$3.62$176.38$201.12
$205.00$185.00Sep 18$1.06$2.55$3.61$181.39$208.61
$197.50$182.50Sep 18$2.33$1.78$4.11$178.39$201.61
$200.00$185.00Sep 18$1.81$2.55$4.36$180.64$204.36
$197.50$185.00Sep 18$2.33$2.55$4.88$180.12$202.38
$195.00$180.00Sep 18$3.11$1.29$4.40$175.60$199.40

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 158 found (best R:R 1.10, avg credit $1.24)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
165/168200/202Sep 25$1.31$1.1958%1.10$166.19$201.31
165/168205/208Sep 25$1.08$1.4265%0.76$166.42$206.08
170/175210/215Oct 9$2.90$2.1046%1.38$172.10$212.90
178/180200/202Sep 25$1.64$0.8641%1.91$178.36$201.64
155/158200/202Sep 25$1.05$1.4563%0.72$156.45$201.05
178/180205/208Sep 25$1.41$1.0948%1.29$178.59$206.41
170/172200/202Sep 25$1.27$1.2353%1.03$171.23$201.27
155/158205/208Sep 25$0.82$1.6870%0.49$156.68$205.82
160/162200/202Sep 25$1.03$1.4762%0.70$161.47$201.03
172/175200/202Sep 25$1.34$1.1649%1.16$173.66$201.34

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 94 found (best R:R 70.43, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$170.00$175.00$180.00Oct 16$0.07$4.9312%70.43
$180.00$185.00$190.00Oct 16$0.12$4.8813%40.67
$205.00$210.00$215.00Sep 18$0.08$4.9210%61.50
$210.00$215.00$220.00Oct 2$0.12$4.8810%40.67
$200.00$210.00$220.00Oct 16$0.96$9.0419%9.42
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$182.50$185.00$187.50Sep 18$0.13$2.3715%18.23
$180.00$185.00$190.00Oct 9$0.33$4.6714%14.15
$192.50$195.00$197.50Sep 18$0.14$2.3614%16.86
$160.00$165.00$170.00Oct 16$0.19$4.819%25.32
$190.00$192.50$195.00Oct 2$0.06$2.448%40.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 82 found (best net $-2.00, 81 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$205.00$220.001:2Oct 30-$1.65$13.35
$200.00$205.001:2Sep 18-$0.31$4.69
$210.00$220.001:2Oct 16-$1.92$8.08
$200.00$210.001:2Oct 16-$2.94$7.06
$205.00$210.001:2Sep 18-$0.22$4.78
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$220.00$205.001:2Sep 18-$2.00$13.00
$187.50$175.001:2Oct 30-$2.08$10.42
$187.50$175.001:2Oct 23-$2.30$10.20
$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. 49 found (best yield 5.57%, avg 2.56%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$200.00Oct 30$10.600.445.0%5.57%10.60%269
$195.00Oct 30$12.500.492.4%6.56%8.98%4229
$205.00Oct 30$8.850.407.7%4.65%12.31%3205
$205.00Oct 23$7.950.397.7%4.18%11.84%--226
$197.50Oct 23$10.200.463.7%5.36%9.08%12
$195.00Oct 23$11.100.492.4%5.83%8.24%--117
$200.00Oct 23$9.150.435.0%4.81%9.84%--199
$220.00Oct 30$5.250.2715.5%2.76%18.30%11
$192.50Oct 23$12.150.511.1%6.38%7.48%614
$200.00Oct 16$8.650.425.0%4.54%9.58%291.9K

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 4,490
Total Puts 2,825
Put/Call Ratio 0.63
Net Difference 1,665

Prior's Put/Call Breakdown

Total Calls 10,674
Total Puts 4,063
Put/Call Ratio 0.38
Net Difference 6,611

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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