Tour v536
ZS
ZSCALER INC
$197.66 -3.05%
$197.00 (-0.33%)🌙
as of 11/06 07:03 PM
◀ 11/6 19:03

Option Volume

Detail
ℹ
Current (11/06) 11,979
Calls: 7,493 (63%)
Puts: 4,486 (37%)
Prior (11/05) 14,188
Calls: 8,094 (57%)
Puts: 6,094 (43%)
Current vs Prior -15.57%
Calls: -7.43% (Calls)
Puts: -26.39% (Puts)
Prior 7-Day Total 90,833
Calls: 52,319 (58%)
Puts: 38,514 (42%)
Prior 7-Day Average 12,976
Calls: 7,474 (58%)
Puts: 5,502 (42%)
Current vs Prior 7-Day Avg -7.68%
Calls: +0.25%
Puts: -18.47%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/06) $9.56M
Calls: $4.46M (47%)
Puts: $5.10M (53%)
Prior (11/05) $16.13M
Calls: $7.68M (48%)
Puts: $8.44M (52%)
Current vs Prior -40.73%
Calls: -42.00%
Puts: -39.57%
Prior 7-Day Total $122.84M
Calls: $71.69M (58%)
Puts: $51.15M (42%)
Prior 7-Day Average $17.55M
Calls: $10.24M (58%)
Puts: $7.31M (42%)
Current vs Prior 7-Day Avg -45.52%
Calls: -56.48%
Puts: -30.17%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/06) 0.60
Prior (11/05) 0.75
Current vs Prior -20.48%
Prior 7-Day Average 0.75
Current vs Prior 7-Day Avg -20.56%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/06) 100,852
Calls: 64,384 (64%)
Puts: 36,468 (36%)
Prior (11/05) 123,059
Calls: 71,312 (58%)
Puts: 51,747 (42%)
Current vs Prior -18.05%
Prior 7-Day Total 727,208
Calls: 442,992 (61%)
Puts: 284,216 (39%)
Prior 7-Day Average 103,886
Calls: 63,284 (61%)
Puts: 40,602 (39%)
Current vs Prior 7-Day Avg -2.92%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 1.82% | 8.54%11.27% | 23.32%
Prior 4.95% | 10.08%12.55% | 25.02%
Current vs Prior +72.49% | +11.78%-10.16% | -6.78%
Prior 7-Day Avg 5.79% | 9.51%12.68% | 23.75%
Current vs 7-Day Avg +47.49% | +18.58%-11.08% | -1.79%
Prior 7-Day Eod 4.95% | 10.08%12.55% | 25.02%
Current vs 7-Day Eod +72.49% | +11.78%-10.16% | -6.78%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 18.25% | 8.01%
Calls: 13.69% | 8.15%
Puts: 22.82% | 7.87%
Prior 18.25% | 8.01%
Calls: 13.69% | 8.15%
Puts: 22.82% | 7.87%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 18.25% | 8.01%
Calls: 13.69% | 8.15%
Puts: 22.82% | 7.87%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Bullish P/C ratio of 0.60. P/C ratio dropping 20% - sentiment shifting bullish. Call-heavy open interest (64,384 calls vs 36,468 puts) suggests bullish positioning. Declining open interest (down 18%) indicates positions being closed.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 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 29 of results (avg 7.9%, best 3.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Nov 209.259.90$9.576.8%300.50777
$175.00Dec 1833.7036.10$34.906.9%110.721.1K
$180.00Dec 1830.7032.95$31.837.1%50.69--
$220.00Dec 1812.6013.55$13.087.3%380.40623
$160.00Nov 2037.7540.60$39.177.3%50.92--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$235.00Nov 2037.6538.90$38.283.3%160.93178
$230.00Dec 1840.0542.70$41.386.4%80.66--
$230.00Dec 1139.2042.00$40.606.9%30.68--
$235.00Dec 441.9544.95$43.456.9%30.738
$220.00Dec 1832.9035.35$34.137.2%210.60790

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. 79 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Nov 616.4519.25$17.8515.7%11.00--
$165.00Nov 1331.9035.05$33.479.4%10.962
$182.50Nov 613.8016.25$15.0316.3%10.94--
$190.00Nov 66.758.60$7.6824.1%20.93--
$165.00Nov 631.8034.25$33.037.4%10.922
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$202.50Nov 63.805.70$4.7540.0%151.0047
$205.00Nov 65.758.40$7.0837.4%761.0081
$207.50Nov 68.2511.00$9.6328.6%241.00101
$210.00Nov 610.7513.50$12.1322.7%291.00288
$212.50Nov 613.2515.95$14.6018.5%21.00--

Most actively traded options today. High liquidity = easy entry/exit. 188 active (total vol 8.0K, top 768)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Nov 202.603.30$2.9523.7%7680.222.4K
$215.00Nov 131.902.30$2.1019.0%6210.21242
$230.00Nov 130.290.59$0.4468.2%4200.0642
$217.50Nov 60.002.13$1.07199.1%3380.14376
$210.00Nov 276.308.75$7.5332.5%2810.3934
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Nov 201.051.65$1.3544.4%4620.09396
$200.00Nov 61.243.25$2.2589.3%4150.81181
$197.50Nov 60.321.73$1.02138.2%2950.52324
$195.00Nov 208.309.50$8.9013.5%2620.43508
$185.00Nov 275.257.60$6.4336.5%1930.3032

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 9 strikes (avg 203.6%, max 892.3%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$200.00Nov 6Dec 18268.5%83.1%223.0%51761
$195.00Nov 6Dec 18201.5%80.6%150.2%13324
$185.00Nov 13Dec 1883.1%78.7%5.6%22264
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$187.50Nov 6Nov 13764.3%77.0%892.3%3227
$200.00Nov 6Dec 18268.5%83.1%223.0%4461.1K
$197.50Nov 6Nov 20183.6%67.0%173.9%301358
$195.00Nov 6Dec 18201.5%80.6%150.2%23302
$192.50Nov 13Nov 2075.0%69.0%8.7%3816

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 118 found (best R:R 0.95, avg 3.37)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$180.00$205.00Dec 4$12.82$12.18$12.8270%0.95$192.82
$220.00$230.00Dec 18$2.18$7.82$2.1840%3.59$222.18
$205.00$220.00Dec 11$5.53$9.47$5.5351%1.71$210.53
$210.00$225.00Dec 4$4.70$10.30$4.7046%2.19$214.70
$200.00$210.00Dec 18$4.13$5.87$4.1354%1.42$204.13
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$185.00$180.00Nov 27$0.88$4.12$0.8830%4.68$184.12
$187.50$185.00Nov 13$0.22$2.28$0.2228%10.36$187.28
$200.00$197.50Nov 6$1.23$1.27$1.2380%1.03$198.77
$207.50$205.00Nov 13$1.30$1.20$1.3068%0.92$206.20
$165.00$160.00Nov 20$0.18$4.82$0.1810%26.78$164.82

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 86 found (best R:R 0.57, avg 0.42)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$217.50$220.00Nov 6$0.92$0.92$1.5886%0.58$218.42
$207.50$210.00Nov 20$1.13$1.13$1.3761%0.82$208.63
$217.50$220.00Nov 13$0.59$0.59$1.9181%0.31$218.09
$227.50$230.00Nov 13$0.36$0.36$2.1491%0.17$227.86
$207.50$210.00Nov 13$0.91$0.91$1.5966%0.57$208.41
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$185.00$170.00Dec 4$5.47$5.47$9.5365%0.57$179.53
$180.00$165.00Dec 11$4.73$4.73$10.2769%0.46$175.27
$170.00$160.00Dec 4$2.88$2.88$7.1277%0.40$167.12
$185.00$180.00Dec 11$2.67$2.67$2.3365%1.15$182.33
$187.50$180.00Nov 6$1.05$1.05$6.4583%0.16$186.45

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $5.85, cheapest $6.30)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$200.00Nov 6Nov 13$6.30268.5%73.0%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$197.50Nov 6Nov 20$8.93183.6%67.0%
$192.50Nov 13Nov 20$2.3275.0%69.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 42 found (cheapest 1.52% of stock, avg 11.64%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$200.00Nov 6$0.75$2.25$3.00$197.00$203.001.52%
$195.00Nov 6$3.10$0.28$3.38$191.62$198.381.71%
$202.50Nov 6$0.26$4.75$5.01$197.49$207.512.53%
$205.00Nov 6$0.08$7.08$7.16$197.84$212.163.62%
$190.00Nov 6$7.68$0.21$7.89$182.11$197.893.99%
$207.50Nov 6$0.10$9.63$9.73$197.77$217.234.92%
$210.00Nov 6$0.13$12.13$12.26$197.74$222.266.20%
$212.50Nov 6$0.01$14.60$14.61$197.89$227.117.39%
$200.00Nov 13$7.05$8.57$15.62$184.38$215.627.90%
$202.50Nov 13$5.98$10.35$16.33$186.17$218.838.26%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 133 found (cheapest 0.24% of stock, avg 8.27%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$202.50$190.00Nov 6$0.26$0.21$0.47$189.53$202.97
$202.50$195.00Nov 6$0.26$0.28$0.54$194.46$203.04
$200.00$195.00Nov 6$0.75$0.28$1.03$193.97$201.03
$200.00$190.00Nov 6$0.75$0.21$0.96$189.04$200.96
$232.50$190.00Nov 6$1.07$0.21$1.28$188.72$233.78
$225.00$190.00Nov 6$1.07$0.21$1.28$188.72$226.28
$217.50$190.00Nov 6$1.07$0.21$1.28$188.72$218.78
$202.50$187.50Nov 6$0.26$1.06$1.32$186.18$203.82
$217.50$195.00Nov 6$1.07$0.28$1.35$193.65$218.85
$225.00$195.00Nov 6$1.07$0.28$1.35$193.65$226.35

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 111 found (best R:R 1.03, avg credit $1.38)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
178/180218/220Nov 13$1.27$1.2363%1.03$178.73$218.77
178/180208/210Nov 13$1.59$0.9148%1.75$178.41$209.09
178/180210/212Nov 13$1.37$1.1353%1.21$178.63$211.37
188/190218/220Nov 13$1.44$1.0648%1.36$188.56$218.94
178/180222/225Nov 13$0.91$1.5969%0.57$179.09$223.41
175/178218/220Nov 13$0.95$1.5567%0.61$176.55$218.45
182/185215/218Nov 20$1.55$0.9543%1.63$183.45$216.55
182/185225/228Nov 20$1.27$1.2353%1.03$183.73$226.27
188/190208/210Nov 13$1.76$0.7433%2.38$188.24$209.26
178/180220/222Nov 13$0.89$1.6167%0.55$179.11$220.89

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 64 found (best R:R 4.10, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$200.00$210.00$220.00Dec 18$0.36$9.6414%26.78
$200.00$205.00$210.00Nov 27$0.17$4.8313%28.41
$205.00$210.00$215.00Nov 27$0.19$4.8112%25.32
$180.00$185.00$190.00Dec 18$0.06$4.948%82.33
$210.00$215.00$220.00Nov 27$0.27$4.7312%17.52
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$195.00$197.50$200.00Nov 6$0.49$2.0162%4.10
$165.00$170.00$175.00Nov 13$0.06$4.947%82.33
$170.00$175.00$180.00Nov 27$0.19$4.8110%25.32
$190.00$192.50$195.00Nov 13$0.09$2.419%26.78
$160.00$165.00$170.00Nov 27$0.18$4.827%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. 76 found (best net $-2.67, 65 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$165.00$180.001:2Nov 6-$2.67$12.33
$170.00$190.001:2Nov 27-$2.52$17.48
$180.00$205.001:2Dec 4-$3.51$21.49
$182.50$190.001:2Nov 6-$0.33$7.17
$165.00$180.001:2Nov 13-$6.87$8.13
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$185.00$170.001:2Dec 4-$1.91$13.09
$180.00$165.001:2Dec 11-$2.17$12.83
$195.00$190.001:2Nov 6-$0.14$4.86
$170.00$165.001:2Nov 13-$0.11$4.89
$170.00$160.001:2Dec 4-$1.62$8.38

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 47 found (best yield 6.37%, avg 2.96%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$220.00Dec 18$12.600.4011.3%6.37%17.68%38623
$210.00Dec 18$15.300.476.2%7.74%13.98%50574
$230.00Dec 18$10.000.3416.4%5.06%21.42%321.3K
$200.00Dec 18$19.550.541.2%9.89%11.07%17727
$205.00Dec 11$16.650.513.7%8.42%12.14%42
$220.00Dec 11$11.100.4011.3%5.62%16.92%64
$200.00Dec 11$18.250.541.2%9.23%10.42%1--
$230.00Dec 11$8.050.3316.4%4.07%20.43%3--
$210.00Dec 4$12.800.466.2%6.48%12.72%26
$205.00Dec 4$14.650.503.7%7.41%11.13%14--

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 7,493
Total Puts 4,486
Put/Call Ratio 0.60
Net Difference 3,007

Prior's Put/Call Breakdown

Total Calls 8,094
Total Puts 6,094
Put/Call Ratio 0.75
Net Difference 2,000

Prior 7-Day Put/Call Summary

Total Calls 52,319
Total Puts 38,514
Average Put/Call Ratio 0.75
Ratio Trend Falling

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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