ZS - Options Database

ZSCALER INC

$189.75 -1.04%

(9/15 10:25) ◀

Tuesday, September 15, 2026 (10:30am)

▶ (9/15 10:35)

◀ 9/15 10:30 ▶

Option Volume

Detail

ℹ

Current (09/15 10:30am) 8,204

Calls: 5,267 (64%)

Puts: 2,937 (36%)

Prior (09/03) 15,200

Calls: 10,952 (72%)

Puts: 4,248 (28%)

Current vs Prior -46.03%

Calls: -51.91% (Calls)

Puts: -30.86% (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 -79.08%

Calls: -77.27%

Puts: -81.69%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (09/15 10:30am) $5.05M

Calls: $3.78M (75%)

Puts: $1.27M (25%)

Prior (09/03) $10.46M

Calls: $7.57M (72%)

Puts: $2.89M (28%)

Current vs Prior -51.68%

Calls: -50.06%

Puts: -55.92%

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 -86.47%

Calls: -81.37%

Puts: -92.54%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (09/15 10:30am) 0.56

Prior (09/03) 0.39

Current vs Prior +43.76%

Prior 7-Day Average 0.75

Current vs Prior 7-Day Avg -25.31%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (09/15 10:30am) 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 5.99% | 8.46%5.99% | 14.50%

Prior 15.60% | 16.69%17.58% | 20.70%

Current vs Prior -61.61% | -49.33%-65.94% | -29.95%

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

Current vs 7-Day Avg -40.24% | -42.08%-63.96% | -30.02%

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

Current vs 7-Day Eod -61.61% | -49.33%+3.69% | +4.76%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 19.29% | 11.19%

Calls: 27.65% | 11.63%

Puts: 10.93% | 10.74%

Prior 5.28% | 7.58%

Calls: 4.82% | 7.48%

Puts: 5.73% | 7.68%

Current vs Prior +265.34% | +47.63%

Prior 7-Day Avg 19.07% | 7.98%

Calls: 18.39% | 6.78%

Puts: 19.76% | 9.17%

Current vs 7-Day Avg +1.14% | +40.28%

Liquidity Expensive

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🤖 AI Insights

Moderately bullish flow with 75% call dollar volume ($3.78M). Light premium activity with dollar volume down 52% vs prior. Below-average activity with volume down 46% vs prior. Bullish P/C ratio of 0.56.

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)

Time	Smart Money	Retail	Overall
10:30	BULLISH	BULLISH	BULLISH
10:25	BULLISH	BULLISH	BULLISH
10:20	BULLISH	BULLISH	BULLISH
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

🎯

Tightest Spreads

💰

Best Value <$1

📊

High Delta

⚖️

Ratio Spreads

🛡️

Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 48 of results (avg 8.1%, best 3.1%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$200.00	Sep 18	1.60	1.65	$1.63	3.1%	2.3K	0.23	3.7K
$165.00	Oct 16	27.75	29.35	$28.55	5.6%	3	0.83	142
$155.00	Oct 16	35.90	38.10	$37.00	5.9%	--	0.91	35
$160.00	Oct 23	32.50	34.55	$33.53	6.1%	4	0.85	9
$155.00	Sep 18	33.90	36.25	$35.08	6.7%	--	1.00	356

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$195.00	Oct 16	14.80	15.45	$15.13	4.3%	17	0.53	355
$200.00	Oct 16	17.55	18.65	$18.10	6.1%	1	0.59	12
$197.50	Sep 25	11.70	12.55	$12.13	7.0%	10	0.64	22
$185.00	Oct 16	9.30	10.00	$9.65	7.3%	54	0.41	358
$220.00	Sep 18	29.20	31.40	$30.30	7.3%	--	0.96	104

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.51, cheapest $0.51)

CALLS (0)

No calls meet the criteria

PUTS (1)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$175.00	Sep 18	0.46	0.56	$0.51	19.6%	150	0.09	1.3K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 91 found (avg delta 0.74, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$155.00	Sep 18	33.90	36.25	$35.08	6.7%	--	1.00	356
$160.00	Sep 18	28.90	31.25	$30.08	7.8%	--	1.00	707
$162.50	Sep 18	26.45	28.50	$27.48	7.5%	26	1.00	160
$165.00	Sep 18	24.20	25.95	$25.08	7.0%	2	1.00	473
$167.50	Sep 18	21.50	23.85	$22.68	10.4%	1	0.95	276

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$220.00	Sep 18	29.20	31.40	$30.30	7.3%	--	0.96	104
$205.00	Sep 18	15.20	17.00	$16.10	11.2%	10	0.86	11
$200.00	Sep 18	10.95	12.65	$11.80	14.4%	--	0.77	373
$197.50	Sep 18	8.75	11.05	$9.90	23.2%	2	0.72	23
$200.00	Sep 25	13.00	14.45	$13.73	10.6%	1	0.68	16

Most actively traded options today. High liquidity = easy entry/exit. 146 active (total vol 6.7K, top 2.3K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$200.00	Sep 18	1.60	1.65	$1.63	3.1%	2.3K	0.23	3.7K
$190.00	Sep 25	6.85	7.90	$7.38	14.2%	297	0.51	825
$205.00	Sep 18	0.81	1.10	$0.96	30.2%	152	0.14	553
$215.00	Sep 18	0.24	0.42	$0.33	54.5%	129	0.06	231
$190.00	Sep 18	4.35	4.90	$4.63	11.9%	124	0.50	1.9K

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$190.00	Sep 18	4.75	5.30	$5.03	10.9%	632	0.50	487
$180.00	Sep 18	1.12	1.52	$1.32	30.3%	462	0.20	1.8K
$185.00	Sep 18	2.51	3.00	$2.76	17.8%	307	0.34	635
$175.00	Sep 18	0.46	0.56	$0.51	19.6%	150	0.09	1.3K
$190.00	Sep 25	7.05	7.85	$7.45	10.7%	134	0.49	224

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 18 strikes (avg 20.3%, max 26.0%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$195.00	Sep 18	Oct 30	71.8%	57.0%	26.0%	122	1.3K
$200.00	Sep 18	Oct 30	72.3%	57.9%	25.0%	2.4K	3.8K
$190.00	Sep 18	Oct 30	68.0%	54.8%	24.2%	124	2.0K
$185.00	Sep 18	Oct 30	66.4%	53.9%	23.2%	59	2.0K
$197.50	Sep 18	Oct 23	70.5%	59.1%	19.2%	12	270

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$200.00	Sep 18	Oct 16	72.3%	57.5%	25.7%	1	385
$190.00	Sep 18	Oct 30	68.0%	54.8%	24.2%	632	545
$195.00	Sep 18	Oct 23	71.8%	58.8%	22.1%	5	157
$185.00	Sep 18	Oct 16	66.4%	54.5%	21.9%	361	993
$180.00	Sep 18	Oct 16	66.3%	54.7%	21.1%	464	2.3K

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 3.54)

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
$215.00	$220.00	Oct 9	$0.30	$4.70	$0.30	22%	15.67	$215.30
$172.50	$180.00	Oct 23	$4.63	$2.87	$4.63	74%	0.62	$177.13
$200.00	$210.00	Oct 16	$2.72	$7.28	$2.72	41%	2.68	$202.72
$195.00	$200.00	Oct 30	$1.70	$3.30	$1.70	49%	1.94	$196.70

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
$180.00	$177.50	Oct 9	$0.50	$2.00	$0.50	33%	4.00	$179.50
$162.50	$160.00	Oct 23	$0.20	$2.30	$0.20	17%	11.50	$162.30
$185.00	$182.50	Oct 2	$0.73	$1.77	$0.73	39%	2.42	$184.27
$192.50	$190.00	Sep 18	$1.17	$1.33	$1.17	58%	1.14	$191.33

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 100 found (best R:R 0.51, avg 0.39)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$210.00	$215.00	Oct 9	$1.52	$1.52	$3.48	72%	0.44	$211.52
$205.00	$210.00	Oct 23	$2.07	$2.07	$2.93	61%	0.71	$207.07
$197.50	$200.00	Oct 2	$1.12	$1.12	$1.38	60%	0.81	$198.62
$192.50	$195.00	Oct 9	$1.32	$1.32	$1.18	50%	1.12	$193.82
$205.00	$207.50	Sep 25	$0.61	$0.61	$1.89	76%	0.32	$205.61

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$175.00	$165.00	Oct 30	$3.37	$3.37	$6.63	70%	0.51	$171.63
$187.50	$175.00	Oct 30	$5.45	$5.45	$7.05	57%	0.77	$182.05
$175.00	$167.50	Oct 23	$2.76	$2.76	$4.74	71%	0.58	$172.24
$177.50	$175.00	Oct 9	$1.40	$1.40	$1.10	70%	1.27	$176.10
$185.00	$180.00	Oct 9	$2.45	$2.45	$2.55	60%	0.96	$182.55

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $2.54, cheapest $2.47)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$195.00	Sep 18	Sep 25	$2.54	71.8%	60.8%
$190.00	Sep 18	Sep 25	$2.75	68.0%	59.3%
$185.00	Sep 18	Sep 25	$2.52	66.4%	58.1%
$192.50	Sep 18	Sep 25	$2.80	68.1%	60.0%
$187.50	Sep 18	Sep 25	$2.27	64.5%	57.2%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$195.00	Sep 18	Sep 25	$2.47	71.8%	60.8%
$190.00	Sep 18	Sep 25	$2.42	68.0%	59.3%
$185.00	Sep 18	Sep 25	$2.39	66.4%	58.1%
$192.50	Sep 18	Sep 25	$2.68	68.1%	60.0%
$187.50	Sep 18	Sep 25	$2.52	64.5%	57.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 51 found (cheapest 5.09% of stock, avg 10.16%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$190.00	Sep 18	$4.63	$5.03	$9.66	$180.34	$199.66	5.09%
$192.50	Sep 18	$3.55	$6.20	$9.75	$182.75	$202.25	5.14%
$187.50	Sep 18	$6.33	$3.63	$9.96	$177.54	$197.46	5.25%
$185.00	Sep 18	$7.48	$2.76	$10.24	$174.76	$195.24	5.40%
$195.00	Sep 18	$2.91	$7.98	$10.89	$184.11	$205.89	5.74%
$182.50	Sep 18	$9.13	$1.88	$11.01	$171.49	$193.51	5.80%
$197.50	Sep 18	$2.10	$9.90	$12.00	$185.50	$209.50	6.32%
$180.00	Sep 18	$10.95	$1.32	$12.27	$167.73	$192.27	6.47%
$200.00	Sep 18	$1.63	$11.80	$13.43	$186.57	$213.43	7.08%
$177.50	Sep 18	$13.45	$0.81	$14.26	$163.24	$191.76	7.52%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 165 found (cheapest 1.29% of stock, avg 7.18%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$200.00	$177.50	Sep 18	$1.63	$0.81	$2.44	$175.06	$202.44
$200.00	$180.00	Sep 18	$1.63	$1.32	$2.95	$177.05	$202.95
$197.50	$177.50	Sep 18	$2.10	$0.81	$2.91	$174.59	$200.41
$200.00	$182.50	Sep 18	$1.63	$1.88	$3.51	$178.99	$203.51
$197.50	$180.00	Sep 18	$2.10	$1.32	$3.42	$176.58	$200.92
$197.50	$182.50	Sep 18	$2.10	$1.88	$3.98	$178.52	$201.48
$195.00	$177.50	Sep 18	$2.91	$0.81	$3.72	$173.78	$198.72
$200.00	$185.00	Sep 18	$1.63	$2.76	$4.39	$180.61	$204.39
$195.00	$180.00	Sep 18	$2.91	$1.32	$4.23	$175.77	$199.23
$197.50	$185.00	Sep 18	$2.10	$2.76	$4.86	$180.14	$202.36

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 159 found (best R:R 1.23, avg credit $1.24)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
162/165	202/205	Oct 2	$1.38	$1.12	52%	1.23	$163.62	$203.88
165/168	205/208	Sep 25	$1.02	$1.48	65%	0.69	$166.48	$206.02
172/175	202/205	Oct 2	$1.58	$0.92	42%	1.72	$173.42	$204.08
162/165	205/208	Oct 2	$1.21	$1.29	56%	0.94	$163.79	$206.21
170/175	210/215	Oct 9	$2.78	$2.22	46%	1.25	$172.22	$212.78
155/158	205/208	Sep 25	$0.82	$1.68	70%	0.49	$156.68	$205.82
170/172	205/208	Sep 25	$1.04	$1.46	60%	0.71	$171.46	$206.04
172/175	205/208	Oct 2	$1.41	$1.09	45%	1.29	$173.59	$206.41
165/168	200/202	Sep 25	$1.09	$1.41	58%	0.77	$166.41	$201.09
162/165	208/210	Oct 2	$1.06	$1.44	58%	0.74	$163.94	$208.56

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 99 found (best R:R 13.49, cheapest $0.06)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$200.00	$210.00	$220.00	Oct 16	$0.69	$9.31	19%	13.49
$210.00	$215.00	$220.00	Oct 2	$0.10	$4.90	10%	49.00
$210.00	$215.00	$220.00	Sep 25	$0.07	$4.93	8%	70.43
$205.00	$210.00	$215.00	Sep 18	$0.15	$4.85	9%	32.33
$200.00	$205.00	$210.00	Sep 18	$0.28	$4.72	14%	16.86

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$180.00	$185.00	$190.00	Oct 9	$0.08	$4.92	15%	61.50
$175.00	$180.00	$185.00	Oct 16	$0.27	$4.73	13%	17.52
$192.50	$195.00	$197.50	Sep 18	$0.14	$2.36	14%	16.86
$187.50	$190.00	$192.50	Oct 2	$0.07	$2.43	8%	34.71
$170.00	$172.50	$175.00	Sep 25	$0.06	$2.44	7%	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. 84 found (best net $-1.90, 83 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	-$1.82	$8.18
$200.00	$205.00	1:2	Sep 18	-$0.29	$4.71
$205.00	$210.00	1:2	Sep 18	-$0.18	$4.82
$200.00	$210.00	1:2	Oct 16	-$3.16	$6.84

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$220.00	$205.00	1:2	Sep 18	-$1.90	$13.10
$187.50	$175.00	1:2	Oct 30	-$2.08	$10.42
$187.50	$175.00	1:2	Oct 23	-$2.30	$10.20
$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. 55 found (best yield 5.59%, avg 2.82%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$200.00	Oct 30	$10.60	0.44	5.4%	5.59%	10.99%	2	69
$195.00	Oct 30	$12.50	0.49	2.8%	6.59%	9.35%	42	29
$205.00	Oct 30	$8.85	0.40	8.0%	4.66%	12.70%	3	205
$190.00	Oct 30	$14.60	0.54	0.1%	7.69%	7.83%	--	23
$197.50	Oct 23	$10.20	0.46	4.1%	5.38%	9.46%	1	2
$205.00	Oct 23	$7.75	0.39	8.0%	4.08%	12.12%	--	226
$195.00	Oct 23	$11.10	0.49	2.8%	5.85%	8.62%	--	117
$192.50	Oct 23	$12.15	0.51	1.4%	6.40%	7.85%	6	14
$200.00	Oct 23	$9.15	0.43	5.4%	4.82%	10.22%	--	199
$220.00	Oct 30	$5.25	0.27	15.9%	2.77%	18.71%	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 5,267

Total Puts 2,937

Put/Call Ratio 0.56

Net Difference 2,330

Prior's Put/Call Breakdown

Total Calls 10,952

Total Puts 4,248

Put/Call Ratio 0.39

Net Difference 6,704

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

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📈 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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