ZS - Options Database

ZSCALER INC

$207.13 +4.98%

$207.00 (-0.06%)🌙

as of 09/21 07:16 PM

(9/18 19:17) ◀

Monday, September 21, 2026 (7:16pm)

▶

◀ 9/21 19:16

Option Volume

Detail

ℹ

Current (09/21) 24,111

Calls: 16,597 (69%)

Puts: 7,514 (31%)

Prior (09/18) 24,416

Calls: 15,374 (63%)

Puts: 9,042 (37%)

Current vs Prior -1.25%

Calls: +7.95% (Calls)

Puts: -16.90% (Puts)

Prior 7-Day Total 241,194

Calls: 157,539 (65%)

Puts: 83,655 (35%)

Prior 7-Day Average 34,456

Calls: 22,505 (65%)

Puts: 11,950 (35%)

Current vs Prior 7-Day Avg -30.02%

Calls: -26.25%

Puts: -37.13%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (09/21) $27.64M

Calls: $21.70M (79%)

Puts: $5.93M (21%)

Prior (09/18) $14.52M

Calls: $11.19M (77%)

Puts: $3.33M (23%)

Current vs Prior +90.32%

Calls: +93.87%

Puts: +78.37%

Prior 7-Day Total $135.60M

Calls: $78.65M (58%)

Puts: $56.95M (42%)

Prior 7-Day Average $19.37M

Calls: $11.24M (58%)

Puts: $8.14M (42%)

Current vs Prior 7-Day Avg +42.67%

Calls: +93.17%

Puts: -27.06%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (09/21) 0.45

Prior (09/18) 0.59

Current vs Prior -23.02%

Prior 7-Day Average 0.55

Current vs Prior 7-Day Avg -17.34%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (09/21) 121,329

Calls: 74,323 (61%)

Puts: 47,006 (39%)

Prior (09/18) 133,767

Calls: 80,983 (61%)

Puts: 52,784 (39%)

Current vs Prior -9.30%

Prior 7-Day Total 1,035,203

Calls: 650,101 (63%)

Puts: 385,102 (37%)

Prior 7-Day Average 147,886

Calls: 92,871 (63%)

Puts: 55,014 (37%)

Current vs Prior 7-Day Avg -17.96%

Sentiment BEARISH

Expected Move

Detail

ℹ

WKMO Expiry (09/25) | Next (10/02)Expiry (10/16) | Next (11/20)

Current 5.75% | 8.45%12.17% | 20.61%

Prior 6.86% | 9.10%1.59% | 13.44%

Current vs Prior -16.15% | -7.13%+664.50% | +53.40%

Prior 7-Day Avg 5.28% | 7.93%6.10% | 14.39%

Current vs 7-Day Avg +8.94% | +6.59%+99.54% | +43.21%

Prior 7-Day Eod 6.86% | 9.10%1.59% | 13.44%

Current vs 7-Day Eod -16.15% | -7.13%+664.50% | +53.40%

Sentiment BULLISHBEARISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 17.84% | 10.34%

Calls: 26.07% | 11.63%

Puts: 9.62% | 9.05%

Prior 17.84% | 10.34%

Calls: 26.07% | 11.63%

Puts: 9.62% | 9.05%

Current vs Prior +0.00% | +0.00%

Prior 7-Day Avg 8.87% | 8.37%

Calls: 10.89% | 8.67%

Puts: 6.84% | 8.07%

Current vs 7-Day Avg +101.16% | +23.56%

Liquidity Expensive

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🤖 AI Insights

Strong bullish conviction with 79% of dollar volume in calls ($21.70M) vs puts ($5.93M). Elevated premium activity with dollar volume up 90% vs prior. Extreme bullish P/C ratio of 0.45 - heavy call buying (16,597 calls vs 7,514 puts). P/C ratio dropping 23% - sentiment shifting bullish.

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 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

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Tightest Spreads

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Best Value <$1

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High Delta

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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 39 of results (avg 7.8%, best 2.9%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$185.00	Oct 16	25.70	26.45	$26.08	2.9%	11	0.81	737
$220.00	Oct 16	7.35	7.65	$7.50	4.0%	673	0.37	3.0K
$170.00	Sep 25	35.85	37.65	$36.75	4.9%	2	1.00	91
$170.00	Oct 2	36.05	38.05	$37.05	5.4%	17	1.00	75
$190.00	Sep 25	17.20	18.20	$17.70	5.6%	80	0.92	699

PUTS (2)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$200.00	Oct 2	4.30	4.60	$4.45	6.7%	28	0.34	43
$200.00	Oct 16	7.90	8.70	$8.30	9.6%	16	0.38	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. 81 found (avg delta 0.76, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$170.00	Sep 25	35.85	37.65	$36.75	4.9%	2	1.00	91
$175.00	Sep 25	30.85	33.55	$32.20	8.4%	34	1.00	87
$177.50	Sep 25	27.80	30.10	$28.95	7.9%	29	1.00	--
$180.00	Sep 25	25.30	27.65	$26.48	8.9%	24	1.00	381
$182.50	Sep 25	23.70	25.25	$24.48	6.3%	6	1.00	87

PUTS (4)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$215.00	Sep 25	9.35	10.75	$10.05	13.9%	12	0.72	1
$210.00	Sep 25	5.85	7.45	$6.65	24.1%	40	0.58	5
$210.00	Oct 16	12.30	13.90	$13.10	12.2%	308	0.51	337
$207.50	Sep 25	5.10	6.15	$5.63	18.7%	72	0.50	11

Most actively traded options today. High liquidity = easy entry/exit. 219 active (total vol 14.4K, top 1.2K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$210.00	Sep 25	3.65	4.20	$3.93	14.0%	1.2K	0.42	996
$215.00	Sep 25	1.84	2.60	$2.22	34.2%	999	0.28	350
$220.00	Oct 16	7.35	7.65	$7.50	4.0%	673	0.37	3.0K
$205.00	Sep 25	6.00	6.55	$6.28	8.8%	626	0.57	753
$202.50	Sep 25	7.15	8.80	$7.98	20.7%	590	0.66	165

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$210.00	Oct 16	12.30	13.90	$13.10	12.2%	308	0.51	337
$190.00	Sep 25	0.31	0.69	$0.50	76.0%	265	0.08	386
$187.50	Oct 2	1.06	1.90	$1.48	56.8%	234	0.14	30
$180.00	Oct 23	2.76	3.95	$3.36	35.4%	212	0.17	4
$195.00	Sep 25	0.70	1.19	$0.95	51.6%	202	0.15	169

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 14 strikes (avg 11.3%, max 17.2%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$207.50	Sep 25	Oct 30	63.6%	54.3%	17.2%	485	224
$220.00	Sep 25	Oct 30	66.3%	57.4%	15.5%	471	290
$205.00	Sep 25	Oct 30	62.7%	55.0%	13.9%	711	958
$200.00	Sep 25	Oct 30	61.1%	53.8%	13.5%	316	555
$212.50	Sep 25	Oct 23	63.7%	56.5%	12.8%	168	22

PUTS (4)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$200.00	Sep 25	Oct 30	61.1%	53.8%	13.5%	202	44
$207.50	Sep 25	Oct 16	63.6%	56.7%	12.2%	75	11
$197.50	Sep 25	Oct 2	60.6%	54.4%	11.5%	72	102
$210.00	Sep 25	Oct 16	61.4%	57.6%	6.7%	348	342

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 152 found (best R:R 0.97, avg 4.01)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$180.00	$182.50	Oct 2	$1.27	$1.23	$1.27	92%	0.97	$181.27
$230.00	$235.00	Oct 30	$0.45	$4.55	$0.45	31%	10.11	$230.45
$187.50	$190.00	Sep 25	$1.53	$0.97	$1.53	94%	0.63	$189.03
$187.50	$190.00	Oct 9	$1.25	$1.25	$1.25	81%	1.00	$188.75
$215.00	$220.00	Oct 23	$1.33	$3.67	$1.33	44%	2.76	$216.33

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$210.00	$207.50	Sep 25	$1.02	$1.48	$1.02	58%	1.45	$208.98
$207.50	$205.00	Oct 16	$0.90	$1.60	$0.90	48%	1.78	$206.60
$187.50	$185.00	Oct 9	$0.19	$2.31	$0.19	19%	12.16	$187.31
$210.00	$207.50	Oct 16	$1.05	$1.45	$1.05	51%	1.38	$208.95
$190.00	$187.50	Oct 16	$0.40	$2.10	$0.40	25%	5.25	$189.60

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 117 found (best R:R 0.58, avg 0.41)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$207.50	$210.00	Oct 2	$1.65	$1.65	$0.85	49%	1.94	$209.15
$225.00	$230.00	Oct 30	$2.02	$2.02	$2.98	63%	0.68	$227.02
$215.00	$217.50	Oct 9	$1.28	$1.28	$1.22	58%	1.05	$216.28
$210.00	$212.50	Oct 16	$1.45	$1.45	$1.05	51%	1.38	$211.45
$215.00	$217.50	Oct 2	$1.11	$1.11	$1.39	62%	0.80	$216.11

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$200.00	$187.50	Oct 30	$4.60	$4.60	$7.90	61%	0.58	$195.40
$200.00	$190.00	Oct 23	$3.85	$3.85	$6.15	61%	0.63	$196.15
$202.50	$200.00	Oct 16	$1.58	$1.58	$0.92	59%	1.72	$200.92
$195.00	$190.00	Oct 16	$1.90	$1.90	$3.10	69%	0.61	$193.10
$202.50	$200.00	Oct 2	$1.45	$1.45	$1.05	61%	1.38	$201.05

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $3.12, cheapest $2.58)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$212.50	Sep 25	Oct 2	$2.58	63.7%	56.8%
$205.00	Sep 25	Oct 2	$2.82	62.7%	56.0%
$210.00	Sep 25	Oct 2	$2.60	61.4%	55.1%
$207.50	Sep 25	Oct 2	$2.98	63.6%	58.8%
$202.50	Sep 25	Oct 2	$2.37	57.7%	56.4%

PUTS (4)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$205.00	Sep 25	Oct 2	$2.58	62.7%	56.0%
$207.50	Sep 25	Oct 2	$2.77	63.6%	58.8%
$210.00	Sep 25	Oct 16	$6.45	61.4%	57.6%
$202.50	Sep 25	Oct 2	$2.93	57.7%	56.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 37 found (cheapest 5.11% of stock, avg 9.60%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$210.00	Sep 25	$3.93	$6.65	$10.58	$199.42	$220.58	5.11%
$205.00	Sep 25	$6.28	$4.40	$10.68	$194.32	$215.68	5.16%
$207.50	Sep 25	$5.20	$5.63	$10.83	$196.67	$218.33	5.23%
$202.50	Sep 25	$7.98	$2.97	$10.95	$191.55	$213.45	5.29%
$200.00	Sep 25	$8.98	$2.38	$11.36	$188.64	$211.36	5.48%
$215.00	Sep 25	$2.22	$10.05	$12.27	$202.73	$227.27	5.92%
$197.50	Sep 25	$11.10	$1.68	$12.78	$184.72	$210.28	6.17%
$195.00	Sep 25	$13.25	$0.95	$14.20	$180.80	$209.20	6.86%
$205.00	Oct 2	$9.10	$6.98	$16.08	$188.92	$221.08	7.76%
$192.50	Sep 25	$15.50	$0.74	$16.24	$176.26	$208.74	7.84%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.39% of stock, avg 6.89%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$217.50	$195.00	Sep 25	$1.92	$0.95	$2.87	$192.13	$220.37
$215.00	$195.00	Sep 25	$2.22	$0.95	$3.17	$191.83	$218.17
$217.50	$197.50	Sep 25	$1.92	$1.68	$3.60	$193.90	$221.10
$215.00	$197.50	Sep 25	$2.22	$1.68	$3.90	$193.60	$218.90
$217.50	$200.00	Sep 25	$1.92	$2.38	$4.30	$195.70	$221.80
$215.00	$200.00	Sep 25	$2.22	$2.38	$4.60	$195.40	$219.60
$212.50	$195.00	Sep 25	$3.20	$0.95	$4.15	$190.85	$216.65
$217.50	$202.50	Sep 25	$1.92	$2.97	$4.89	$197.61	$222.39
$215.00	$202.50	Sep 25	$2.22	$2.97	$5.19	$197.31	$220.19
$212.50	$197.50	Sep 25	$3.20	$1.68	$4.88	$192.62	$217.38

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 216 found (best R:R 1.31, avg credit $1.20)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
190/192	222/225	Oct 2	$1.42	$1.08	53%	1.31	$191.08	$223.92
170/172	222/225	Oct 2	$1.01	$1.49	70%	0.68	$171.49	$223.51
190/195	235/240	Oct 16	$2.95	$2.05	46%	1.44	$192.05	$237.95
195/198	230/232	Sep 25	$0.96	$1.54	71%	0.62	$196.54	$230.96
195/198	222/225	Sep 25	$1.15	$1.35	62%	0.85	$196.35	$223.65
195/198	228/230	Sep 25	$1.00	$1.50	68%	0.67	$196.50	$228.50
192/195	222/225	Oct 2	$1.42	$1.08	49%	1.31	$193.58	$223.92
190/192	228/230	Oct 2	$1.12	$1.38	60%	0.81	$191.38	$228.62
170/172	228/230	Oct 2	$0.71	$1.79	76%	0.40	$171.79	$228.21
178/180	222/225	Oct 2	$0.93	$1.57	67%	0.59	$179.07	$223.43

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 80 found (best R:R 40.67, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$220.00	$225.00	$230.00	Oct 9	$0.12	$4.88	12%	40.67
$217.50	$220.00	$222.50	Sep 25	$0.06	$2.44	8%	40.67
$192.50	$195.00	$197.50	Sep 25	$0.10	$2.40	10%	24.00
$235.00	$240.00	$245.00	Oct 9	$0.17	$4.83	7%	28.41
$215.00	$217.50	$220.00	Oct 16	$0.07	$2.43	6%	34.71

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$200.00	$202.50	$205.00	Oct 9	$0.05	$2.45	8%	49.00
$195.00	$197.50	$200.00	Oct 2	$0.08	$2.42	8%	30.25
$187.50	$190.00	$192.50	Sep 25	$0.07	$2.43	6%	34.71
$182.50	$185.00	$187.50	Oct 2	$0.10	$2.40	5%	24.00
$202.50	$205.00	$207.50	Oct 9	$0.14	$2.36	8%	16.86

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 86 found (best net $-1.80, 84 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$230.00	$240.00	1:2	Oct 23	-$2.26	$7.74
$230.00	$232.50	1:2	Sep 25	-$0.01	$2.49
$240.00	$245.00	1:2	Sep 25	-$0.02	$4.98
$235.00	$240.00	1:2	Sep 25	-$0.09	$4.91
$227.50	$230.00	1:2	Sep 25	-$0.20	$2.30

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$200.00	$187.50	1:2	Oct 30	-$1.80	$10.70
$200.00	$190.00	1:2	Oct 23	-$2.30	$7.70
$197.50	$195.00	1:2	Sep 25	-$0.22	$2.28
$215.00	$210.00	1:2	Sep 25	-$3.25	$1.75
$175.00	$170.00	1:2	Sep 25	-$0.02	$4.98

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 64 found (best yield 3.77%, avg 2.46%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$225.00	Oct 30	$7.80	0.37	8.6%	3.77%	12.39%	6	7
$220.00	Oct 30	$9.10	0.41	6.2%	4.39%	10.61%	10	8
$207.50	Oct 30	$14.15	0.53	0.2%	6.83%	7.01%	5	--
$215.00	Oct 30	$10.60	0.46	3.8%	5.12%	8.92%	6	28
$210.00	Oct 30	$12.60	0.51	1.4%	6.08%	7.47%	8	17
$235.00	Oct 30	$5.40	0.29	13.5%	2.61%	16.06%	5	1
$230.00	Oct 30	$6.25	0.31	11.0%	3.02%	14.06%	11	90
$220.00	Oct 23	$7.95	0.39	6.2%	3.84%	10.05%	12	28
$225.00	Oct 23	$6.50	0.35	8.6%	3.14%	11.77%	1	12
$210.00	Oct 23	$11.15	0.50	1.4%	5.38%	6.77%	9	27

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 16,597

Total Puts 7,514

Put/Call Ratio 0.45

Net Difference 9,083

Prior's Put/Call Breakdown

Total Calls 15,374

Total Puts 9,042

Put/Call Ratio 0.59

Net Difference 6,332

Prior 7-Day Put/Call Summary

Total Calls 157,539

Total Puts 83,655

Average Put/Call Ratio 0.55

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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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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