NEW Tour v244
ZS
ZSCALER INC
$137.60 +4.04%
6/29 19:12

Option Volume

Detail
Current (06/29) 22,892
Calls: 16,677 (73%)
Puts: 6,215 (27%)
Prior (06/26) 21,492
Calls: 13,634 (63%)
Puts: 7,858 (37%)
Current vs Prior +6.51%
Calls: +22.32% (Calls)
Puts: -20.91% (Puts)
Prior 7-Day Total 139,170
Calls: 77,780 (56%)
Puts: 61,390 (44%)
Prior 7-Day Average 19,881
Calls: 11,111 (56%)
Puts: 8,770 (44%)
Current vs Prior 7-Day Avg +15.14%
Calls: +50.09%
Puts: -29.13%
Sentiment BULLISH

Dollar Volume

Detail
Current (06/29) $13.48M
Calls: $10.40M (77%)
Puts: $3.08M (23%)
Prior (06/26) $14.66M
Calls: $6.26M (43%)
Puts: $8.40M (57%)
Current vs Prior -8.02%
Calls: +66.31%
Puts: -63.36%
Prior 7-Day Total $199.84M
Calls: $31.54M (16%)
Puts: $168.30M (84%)
Prior 7-Day Average $28.55M
Calls: $4.51M (16%)
Puts: $24.04M (84%)
Current vs Prior 7-Day Avg -52.77%
Calls: +130.93%
Puts: -87.20%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (06/29) 0.37
Prior (06/26) 0.58
Current vs Prior -35.34%
Prior 7-Day Average 0.77
Current vs Prior 7-Day Avg -51.44%
Sentiment BULLISH

Open Interest

Detail
Current (06/29) 132,407
Calls: 78,680 (59%)
Puts: 53,727 (41%)
Prior (06/26) 138,876
Calls: 82,644 (60%)
Puts: 56,232 (40%)
Current vs Prior -4.66%
Prior 7-Day Total 972,605
Calls: 590,260 (61%)
Puts: 382,345 (39%)
Prior 7-Day Average 138,943
Calls: 84,322 (61%)
Puts: 54,620 (39%)
Current vs Prior 7-Day Avg -4.70%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 8.16% | 11.12%8.16% | 11.12%11.12% | 19.06%
Prior 6.15% | 8.83%-- | ---- | --
Current vs Prior -18.66% | -7.58%-- | ---- | --
Prior 7-Day Avg 4.99% | 8.08%-- | ---- | --
Current vs 7-Day Avg +0.30% | +0.98%-- | ---- | --
Prior 7-Day Eod 6.15% | 8.83%-- | ---- | --
Current vs 7-Day Eod -18.66% | -7.58%-- | ---- | --
Sentiment BULLISH----

Relative Spread

Detail
Expiry | Next
Current 5.54% | 8.33%
Calls: 5.84% | 7.69%
Puts: 5.24% | 8.97%
Prior 20.28% | 25.26%
Calls: 17.28% | 24.66%
Puts: 23.28% | 25.86%
Current vs Prior -72.68% | -67.02%
Prior 7-Day Avg 27.10% | 18.94%
Calls: 26.81% | 18.96%
Puts: 27.39% | 18.92%
Current vs 7-Day Avg -79.56% | -56.02%
Liquidity Pricy
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🤖 AI Insights

Strong bullish conviction with 77% of dollar volume in calls ($10.40M) vs puts ($3.08M). Extreme bullish P/C ratio of 0.37 - heavy call buying (16,677 calls vs 6,215 puts). P/C ratio dropping 35% - 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 BEARISH
7-Day Avg BEARISH
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

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 16 of results (avg 7.5%, best 3.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Jul 178.158.45$8.303.6%2140.591.2K
$136.00Jul 177.557.90$7.734.5%620.5745
$140.00Jul 175.656.00$5.836.0%3910.471.1K
$150.00Jul 172.602.77$2.696.3%3680.273.1K
$134.00Jul 178.509.10$8.806.8%210.6121
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Jul 173.303.55$3.437.3%1580.301.2K
$135.00Jul 175.055.50$5.288.5%1880.41353
$134.00Jul 174.605.05$4.829.3%50.391

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.72, cheapest $0.72)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$146.00Jul 20.650.79$0.7219.4%1000.1715
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 97 found (avg delta 0.70, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Jul 215.9519.75$17.8521.3%30.98--
$124.00Jul 212.5515.20$13.8819.1%10.9635
$123.00Jul 212.8516.20$14.5223.1%90.95--
$125.00Jul 212.0014.25$13.1317.1%510.94129
$126.00Jul 210.6513.30$11.9822.1%260.92--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Jul 220.8023.70$22.2513.0%201.00--
$152.50Jul 213.7516.35$15.0517.3%10.97--
$150.00Jul 211.3013.95$12.6321.0%230.9435
$155.00Jul 1016.0519.90$17.9821.4%10.895
$148.00Jul 29.4512.10$10.7724.6%40.899

Most actively traded options today. High liquidity = easy entry/exit. 280 active (total vol 15.7K, top 2.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Jul 24.305.35$4.8221.8%2.1K0.652.2K
$142.00Jul 21.081.76$1.4247.9%1.9K0.3078
$150.00Jul 20.180.32$0.2556.0%7680.071.2K
$145.00Jul 20.730.96$0.8527.1%7530.20339
$140.00Jul 21.972.64$2.3129.0%5410.41726
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Jul 100.380.79$0.5969.5%2360.08111
$120.00Jul 20.000.17$0.09188.9%2260.02846
$115.00Jul 170.600.96$0.7846.2%2060.091.6K
$135.00Jul 175.055.50$5.288.5%1880.41353
$120.00Jul 171.121.46$1.2926.4%1860.131.0K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 68 strikes (avg 25.9%, max 95.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$165.00Jul 2Jul 3190.3%57.6%56.7%24149
$120.00Jul 2Jul 3179.0%56.6%39.5%677
$157.50Jul 2Jul 1077.4%56.8%36.2%12236
$160.00Jul 2Aug 778.0%57.5%35.7%116232
$126.00Jul 2Jul 1773.4%54.8%33.8%278
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$113.00Jul 2Jul 31115.0%59.0%95.0%1268
$115.00Jul 2Aug 7108.3%57.1%89.5%122228
$114.00Jul 2Jul 31109.9%59.9%83.4%7114
$116.00Jul 2Jul 31104.6%59.6%75.3%7--
$118.00Jul 2Jul 3196.3%57.0%69.1%46--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 169 found (best R:R 24.00, avg 3.24)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$150.00$152.50Jul 2$0.10$2.40$0.1024.00$150.10
$160.00$165.00Jul 10$0.25$4.75$0.2519.00$160.25
$155.00$157.50Jul 10$0.15$2.35$0.1515.67$155.15
$160.00$165.00Jul 17$0.30$4.70$0.3015.67$160.30
$157.50$160.00Jul 10$0.20$2.30$0.2011.50$157.70
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$122.00$120.00Jul 10$0.12$1.88$0.1215.67$121.88
$118.00$116.00Jul 31$0.13$1.87$0.1314.38$117.87
$129.00$128.00Jul 10$0.10$0.90$0.109.00$128.90
$118.00$117.00Jul 24$0.10$0.90$0.109.00$117.90
$130.00$129.00Jul 24$0.10$0.90$0.109.00$129.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 207 found (best R:R 24.00, avg 1.37)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$115.00$120.00Jul 17$4.52$4.52$0.489.42$119.52
$128.00$130.00Jul 17$1.75$1.75$0.257.00$129.75
$120.00$127.00Jul 10$5.82$5.82$1.184.93$125.82
$130.00$131.00Jul 10$0.83$0.83$0.174.88$130.83
$136.00$137.00Aug 7$0.83$0.83$0.174.88$136.83
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$160.00$152.50Jul 2$7.20$7.20$0.3024.00$152.80
$150.00$148.00Jul 2$1.86$1.86$0.1413.29$148.14
$146.00$145.00Jul 2$0.90$0.90$0.109.00$145.10
$148.00$146.00Jul 2$1.74$1.74$0.266.69$146.26
$152.50$147.00Jul 10$4.77$4.77$0.736.53$147.73

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 69 found (avg debit $1.47, cheapest $0.09)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$165.00Jul 2Jul 10$0.0990.3%53.7%
$160.00Jul 2Jul 10$0.3478.0%56.0%
$157.50Jul 2Jul 10$0.4977.4%56.8%
$155.00Jul 2Jul 10$0.6865.2%55.0%
$120.00Jul 2Jul 10$0.7079.0%60.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$114.00Jul 2Jul 10$0.12109.9%64.3%
$115.00Jul 2Jul 10$0.13108.3%63.3%
$117.00Jul 2Jul 10$0.1899.5%60.6%
$113.00Jul 2Jul 10$0.20115.0%70.6%
$118.00Jul 2Jul 10$0.2796.3%61.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 80 found (cheapest 4.47% of stock, avg 10.12%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$137.00Jul 2$3.53$2.62$6.15$130.85$143.154.47%
$136.00Jul 2$4.05$2.38$6.43$129.57$142.434.67%
$139.00Jul 2$2.58$3.88$6.46$132.54$145.464.69%
$138.00Jul 2$3.22$3.35$6.57$131.43$144.574.77%
$140.00Jul 2$2.31$4.50$6.81$133.19$146.814.95%
$135.00Jul 2$4.82$2.13$6.95$128.05$141.955.05%
$134.00Jul 2$5.50$1.65$7.15$126.85$141.155.20%
$142.00Jul 2$1.42$5.83$7.25$134.75$149.255.27%
$133.00Jul 2$6.03$1.44$7.47$125.53$140.475.43%
$132.00Jul 2$6.78$1.10$7.88$124.12$139.885.73%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 145 found (cheapest 2.19% of stock, avg 7.10%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$143.00$134.00Jul 2$1.36$1.65$3.01$130.99$146.01
$142.00$134.00Jul 2$1.42$1.65$3.07$130.93$145.07
$143.00$135.00Jul 2$1.36$2.13$3.49$131.51$146.49
$142.00$135.00Jul 2$1.42$2.13$3.55$131.45$145.55
$141.00$134.00Jul 2$1.94$1.65$3.59$130.41$144.59
$143.00$136.00Jul 2$1.36$2.38$3.74$132.26$146.74
$142.00$136.00Jul 2$1.42$2.38$3.80$132.20$145.80
$140.00$134.00Jul 2$2.31$1.65$3.96$130.04$143.96
$143.00$137.00Jul 2$1.36$2.62$3.98$133.02$146.98
$142.00$137.00Jul 2$1.42$2.62$4.04$132.96$146.04

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 267 found (best R:R 19.00, avg credit $1.53)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
117/118128/130Jul 17$1.90$0.1019.00$116.10$129.90
124/125126/128Jul 17$1.89$0.1117.18$123.11$127.89
130/133138/140Jul 31$2.75$0.2511.00$130.25$140.75
130/133141/145Jul 31$3.65$0.3510.43$129.35$144.65
127/128135/136Jul 10$0.90$0.109.00$127.10$135.90
119/120126/128Jul 17$1.80$0.209.00$118.20$127.80
114/115128/129Jul 31$0.90$0.109.00$114.10$128.90
121/122126/128Jul 17$1.79$0.218.52$120.21$127.79
124/125128/129Jul 10$0.89$0.118.09$124.11$128.89
124/125131/132Jul 10$0.89$0.118.09$124.11$131.89

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 90 found (best R:R 70.43, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$140.00$145.00$150.00Aug 7$0.07$4.9370.43
$155.00$160.00$165.00Jul 31$0.14$4.8634.71
$145.00$150.00$155.00Aug 7$0.22$4.7821.73
$152.50$155.00$157.50Jul 2$0.12$2.3819.83
$152.50$155.00$157.50Jul 10$0.12$2.3819.83
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$140.00$145.00$150.00Jul 17$0.20$4.8024.00
$145.00$150.00$155.00Jul 17$0.24$4.7619.83
$130.00$131.00$132.00Jul 2$0.05$0.9519.00
$119.00$120.00$121.00Jul 2$0.06$0.9415.67
$146.00$148.00$150.00Jul 2$0.12$1.8815.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 88 found (best net $-3.66, 83 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$155.00$160.001:2Jul 17-$0.49$4.51
$160.00$165.001:2Jul 17-$0.52$4.48
$155.00$160.001:2Jul 24-$0.59$4.41
$150.00$155.001:2Jul 17-$0.81$4.19
$160.00$165.001:2Jul 24-$0.81$4.19
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$150.00$140.001:2Jul 31-$3.66$6.34
$120.00$115.001:2Aug 7-$1.01$3.99
$135.00$130.001:2Jul 24-$2.02$2.98
$130.00$125.001:2Jul 31-$2.79$2.21
$122.00$120.001:2Jul 10-$0.47$1.53

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 66 found (best yield 6.58%, avg 2.43%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$138.00Aug 7$9.050.530.3%6.58%6.87%42
$139.00Aug 7$9.000.521.0%6.54%7.56%3--
$138.00Jul 31$8.800.530.3%6.40%6.69%4241
$140.00Aug 7$8.150.501.7%5.92%7.67%46
$138.00Jul 24$7.950.530.3%5.78%6.07%972
$139.00Jul 24$7.450.521.0%5.41%6.43%10--
$141.00Jul 31$7.250.492.5%5.27%7.74%1--
$140.00Jul 31$7.200.501.7%5.23%6.98%2451
$140.00Jul 24$7.050.501.7%5.12%6.87%2133
$141.00Jul 24$6.300.482.5%4.58%7.05%1153

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 16,677
Total Puts 6,215
Put/Call Ratio 0.37
Net Difference 10,462

Prior's Put/Call Breakdown

Total Calls 13,634
Total Puts 7,858
Put/Call Ratio 0.58
Net Difference 5,776

Prior 7-Day Put/Call Summary

Total Calls 77,780
Total Puts 61,390
Average Put/Call Ratio 0.77
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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