ZS - Options Database

ZSCALER INC

$189.97 -0.92%

(9/15 10:30) ◀

Tuesday, September 15, 2026 (10:35am)

▶

◀ 9/15 10:35

Option Volume

Detail

ℹ

Current (09/15 10:35am) 8,466

Calls: 5,377 (64%)

Puts: 3,089 (36%)

Prior (09/03) 15,551

Calls: 11,154 (72%)

Puts: 4,397 (28%)

Current vs Prior -45.56%

Calls: -51.79% (Calls)

Puts: -29.75% (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 -78.41%

Calls: -76.80%

Puts: -80.74%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (09/15 10:35am) $5.12M

Calls: $3.86M (75%)

Puts: $1.26M (25%)

Prior (09/03) $10.67M

Calls: $7.67M (72%)

Puts: $3.00M (28%)

Current vs Prior -52.02%

Calls: -49.73%

Puts: -57.88%

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 -86.30%

Calls: -80.99%

Puts: -92.60%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (09/15 10:35am) 0.57

Prior (09/03) 0.39

Current vs Prior +45.73%

Prior 7-Day Average 0.75

Current vs Prior 7-Day Avg -23.05%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (09/15 10:35am) 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 5.80% | 8.31%5.80% | 14.43%

Prior 15.60% | 16.69%17.58% | 20.70%

Current vs Prior -62.84% | -50.24%-67.02% | -30.29%

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

Current vs 7-Day Avg -42.15% | -43.12%-65.11% | -30.35%

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

Current vs 7-Day Eod -62.84% | -50.24%+0.38% | +4.26%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 17.84% | 10.34%

Calls: 26.07% | 11.63%

Puts: 9.62% | 9.05%

Prior 5.28% | 7.58%

Calls: 4.82% | 7.48%

Puts: 5.73% | 7.68%

Current vs Prior +237.88% | +36.41%

Prior 7-Day Avg 19.07% | 7.98%

Calls: 18.39% | 6.78%

Puts: 19.76% | 9.17%

Current vs 7-Day Avg -6.46% | +29.62%

Liquidity Expensive

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Strong bullish conviction with 75% of dollar volume in calls ($3.86M) vs puts ($1.26M). Light premium activity with dollar volume down 52% vs prior. Below-average activity with volume down 46% vs prior. Bullish P/C ratio of 0.57.

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
10:35	BULLISH	BULLISH	BULLISH
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

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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 48 of results (avg 7.9%, best 3.0%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$155.00	Oct 16	36.10	37.90	$37.00	4.9%	--	0.91	35
$165.00	Oct 16	27.80	29.35	$28.58	5.4%	3	0.83	142
$190.00	Oct 16	12.40	13.10	$12.75	5.5%	36	0.53	523
$160.00	Sep 18	29.00	30.65	$29.83	5.5%	10	1.00	707
$160.00	Oct 23	32.50	34.55	$33.53	6.1%	4	0.84	9

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$200.00	Oct 16	17.75	18.30	$18.02	3.1%	1	0.59	12
$185.00	Oct 16	9.35	9.70	$9.52	3.7%	54	0.40	358
$195.00	Oct 16	14.50	15.05	$14.78	3.7%	17	0.53	355
$190.00	Oct 16	11.65	12.40	$12.03	6.2%	23	0.47	164
$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. -- found (avg $--, cheapest $--)

No options available for this category

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	34.05	36.25	$35.15	6.3%	--	1.00	356
$160.00	Sep 18	29.00	30.65	$29.83	5.5%	10	1.00	707
$162.50	Sep 18	26.45	28.35	$27.40	6.9%	26	1.00	160
$165.00	Sep 18	24.20	25.95	$25.08	7.0%	2	1.00	473
$155.00	Sep 25	33.60	36.75	$35.17	9.0%	--	1.00	35

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	0.85	11
$200.00	Sep 18	10.95	12.65	$11.80	14.4%	--	0.77	373
$197.50	Sep 18	8.80	11.00	$9.90	22.2%	2	0.71	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. 148 active (total vol 7.0K, top 2.4K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$200.00	Sep 18	1.57	1.74	$1.66	10.2%	2.4K	0.23	3.7K
$190.00	Sep 25	6.85	7.75	$7.30	12.3%	300	0.52	825
$205.00	Sep 18	0.81	1.25	$1.03	42.7%	152	0.15	553
$215.00	Sep 18	0.24	0.42	$0.33	54.5%	129	0.06	231
$190.00	Sep 18	4.35	5.10	$4.72	15.9%	127	0.51	1.9K

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$190.00	Sep 18	4.45	4.90	$4.68	9.6%	647	0.49	487
$180.00	Sep 18	1.12	1.44	$1.28	25.0%	575	0.19	1.8K
$185.00	Sep 18	2.36	2.75	$2.55	15.3%	309	0.32	635
$175.00	Sep 18	0.42	0.56	$0.49	28.6%	150	0.09	1.3K
$190.00	Sep 25	6.85	7.50	$7.18	9.1%	135	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 20.8%, max 27.9%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$205.00	Sep 18	Oct 30	75.8%	59.2%	27.9%	155	758
$180.00	Sep 18	Oct 23	67.3%	54.1%	24.4%	11	1.9K
$195.00	Sep 18	Oct 30	70.8%	57.0%	24.3%	126	1.3K
$200.00	Sep 18	Oct 30	71.0%	57.9%	22.8%	2.4K	3.8K
$185.00	Sep 18	Oct 30	65.8%	53.9%	22.1%	59	2.0K

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$205.00	Sep 18	Oct 23	75.8%	60.0%	26.3%	13	11
$200.00	Sep 18	Oct 16	71.0%	57.5%	23.6%	1	385
$180.00	Sep 18	Oct 16	67.3%	55.2%	21.9%	577	2.3K
$187.50	Sep 18	Oct 30	65.8%	54.0%	21.9%	54	456
$185.00	Sep 18	Oct 16	65.8%	54.4%	20.9%	363	993

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 142 found (best R:R 2.70, avg 3.46)

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
$172.50	$180.00	Oct 23	$4.63	$2.87	$4.63	74%	0.62	$177.13
$167.50	$170.00	Oct 2	$1.48	$1.02	$1.48	86%	0.69	$168.98
$195.00	$200.00	Oct 30	$1.70	$3.30	$1.70	49%	1.94	$196.70
$215.00	$220.00	Oct 9	$0.38	$4.62	$0.38	22%	12.16	$215.38

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$165.00	$162.50	Oct 23	$0.15	$2.35	$0.15	18%	15.67	$164.85
$180.00	$177.50	Oct 9	$0.52	$1.98	$0.52	33%	3.81	$179.48
$185.00	$182.50	Oct 2	$0.70	$1.80	$0.70	39%	2.57	$184.30
$162.50	$160.00	Oct 23	$0.18	$2.32	$0.18	17%	12.89	$162.32
$195.00	$192.50	Oct 23	$1.12	$1.38	$1.12	51%	1.23	$193.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 99 found (best R:R 0.51, avg 0.38)

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
$200.00	$202.50	Sep 25	$0.76	$0.76	$1.74	68%	0.44	$200.76
$215.00	$220.00	Oct 2	$0.85	$0.85	$4.15	80%	0.20	$215.85
$205.00	$207.50	Sep 25	$0.55	$0.55	$1.95	76%	0.28	$205.55

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
$185.00	$180.00	Oct 9	$2.37	$2.37	$2.63	60%	0.90	$182.63
$177.50	$175.00	Oct 9	$1.25	$1.25	$1.25	70%	1.00	$176.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $2.50, cheapest $2.32)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$195.00	Sep 18	Sep 25	$2.48	70.8%	60.1%
$190.00	Sep 18	Sep 25	$2.58	65.4%	56.2%
$185.00	Sep 18	Sep 25	$2.60	65.8%	57.5%
$187.50	Sep 18	Sep 25	$2.27	65.8%	57.7%
$192.50	Sep 18	Sep 25	$2.72	67.3%	59.7%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$195.00	Sep 18	Sep 25	$2.32	70.8%	60.1%
$190.00	Sep 18	Sep 25	$2.50	65.4%	56.2%
$185.00	Sep 18	Sep 25	$2.45	65.8%	57.5%
$187.50	Sep 18	Sep 25	$2.63	65.8%	57.7%
$192.50	Sep 18	Sep 25	$2.42	67.3%	59.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 51 found (cheapest 4.95% of stock, avg 10.13%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$190.00	Sep 18	$4.72	$4.68	$9.40	$180.60	$199.40	4.95%
$187.50	Sep 18	$6.33	$3.50	$9.83	$177.67	$197.33	5.17%
$192.50	Sep 18	$3.68	$6.28	$9.96	$182.54	$202.46	5.24%
$185.00	Sep 18	$7.50	$2.55	$10.05	$174.95	$195.05	5.29%
$195.00	Sep 18	$2.97	$7.98	$10.95	$184.05	$205.95	5.76%
$182.50	Sep 18	$9.25	$1.88	$11.13	$171.37	$193.63	5.86%
$197.50	Sep 18	$2.21	$9.90	$12.11	$185.39	$209.61	6.37%
$180.00	Sep 18	$11.25	$1.28	$12.53	$167.47	$192.53	6.60%
$200.00	Sep 18	$1.66	$11.80	$13.46	$186.54	$213.46	7.09%
$177.50	Sep 18	$13.45	$0.80	$14.25	$163.25	$191.75	7.50%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 165 found (cheapest 1.22% of stock, avg 7.15%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$205.00	$180.00	Sep 18	$1.03	$1.28	$2.31	$177.69	$207.31
$200.00	$180.00	Sep 18	$1.66	$1.28	$2.94	$177.06	$202.94
$205.00	$182.50	Sep 18	$1.03	$1.88	$2.91	$179.59	$207.91
$200.00	$182.50	Sep 18	$1.66	$1.88	$3.54	$178.96	$203.54
$197.50	$180.00	Sep 18	$2.21	$1.28	$3.49	$176.51	$200.99
$197.50	$182.50	Sep 18	$2.21	$1.88	$4.09	$178.41	$201.59
$205.00	$185.00	Sep 18	$1.03	$2.55	$3.58	$181.42	$208.58
$200.00	$185.00	Sep 18	$1.66	$2.55	$4.21	$180.79	$204.21
$197.50	$185.00	Sep 18	$2.21	$2.55	$4.76	$180.24	$202.26
$195.00	$180.00	Sep 18	$2.97	$1.28	$4.25	$175.75	$199.25

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 149 found (best R:R 1.42, avg credit $1.25)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
170/175	210/215	Oct 9	$2.93	$2.07	46%	1.42	$172.07	$212.93
162/165	202/205	Oct 2	$1.34	$1.16	52%	1.16	$163.66	$203.84
172/175	202/205	Oct 2	$1.58	$0.92	42%	1.72	$173.42	$204.08
165/168	200/202	Sep 25	$1.17	$1.33	58%	0.88	$166.33	$201.17
165/168	205/208	Sep 25	$0.96	$1.54	66%	0.62	$166.54	$205.96
162/165	205/208	Oct 2	$1.17	$1.33	56%	0.88	$163.83	$206.17
172/175	205/208	Oct 2	$1.41	$1.09	45%	1.29	$173.59	$206.41
155/158	200/202	Sep 25	$0.97	$1.53	63%	0.63	$156.53	$200.97
155/158	205/208	Sep 25	$0.76	$1.74	71%	0.44	$156.74	$205.76
168/170	202/205	Oct 2	$1.30	$1.20	49%	1.08	$168.70	$203.80

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 105 found (best R:R 70.43, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$180.00	$185.00	$190.00	Oct 16	$0.07	$4.93	13%	70.43
$170.00	$175.00	$180.00	Oct 16	$0.08	$4.92	12%	61.50
$200.00	$210.00	$220.00	Oct 16	$0.83	$9.17	19%	11.05
$200.00	$205.00	$210.00	Sep 18	$0.18	$4.82	14%	26.78
$210.00	$215.00	$220.00	Oct 2	$0.10	$4.90	10%	49.00

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$175.00	$180.00	$185.00	Oct 16	$0.14	$4.86	12%	34.71
$180.00	$185.00	$190.00	Oct 9	$0.21	$4.79	15%	22.81
$180.00	$182.50	$185.00	Sep 18	$0.07	$2.43	14%	34.71
$190.00	$192.50	$195.00	Sep 18	$0.10	$2.40	15%	24.00
$185.00	$190.00	$195.00	Oct 16	$0.24	$4.76	13%	19.83

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 83 found (best net $-1.90, 82 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	-$1.81	$8.19
$200.00	$210.00	1:2	Oct 16	-$3.00	$7.00
$200.00	$205.00	1:2	Sep 18	-$0.40	$4.60
$205.00	$210.00	1:2	Sep 18	-$0.13	$4.87

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 5.58%, avg 2.82%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$200.00	Oct 30	$10.60	0.44	5.3%	5.58%	10.86%	2	69
$195.00	Oct 30	$12.50	0.49	2.6%	6.58%	9.23%	42	29
$205.00	Oct 30	$8.85	0.40	7.9%	4.66%	12.57%	3	205
$190.00	Oct 30	$14.60	0.54	0.0%	7.69%	7.70%	--	23
$197.50	Oct 23	$10.20	0.46	4.0%	5.37%	9.33%	1	2
$205.00	Oct 23	$7.75	0.39	7.9%	4.08%	11.99%	--	226
$195.00	Oct 23	$11.10	0.49	2.6%	5.84%	8.49%	--	117
$200.00	Oct 23	$9.15	0.43	5.3%	4.82%	10.10%	--	199
$192.50	Oct 23	$12.15	0.51	1.3%	6.40%	7.73%	6	14
$220.00	Oct 30	$5.25	0.27	15.8%	2.76%	18.57%	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 5,377

Total Puts 3,089

Put/Call Ratio 0.57

Net Difference 2,288

Prior's Put/Call Breakdown

Total Calls 11,154

Total Puts 4,397

Put/Call Ratio 0.39

Net Difference 6,757

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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