NEW Tour v251
ZS
ZSCALER INC
$146.45 +3.75%
$145.60 (-0.58%)🌙
as of 07/01 07:12 PM
7/1 19:12

Option Volume

Detail
Current (07/01) 31,138
Calls: 20,783 (67%)
Puts: 10,355 (33%)
Prior (06/29) 22,892
Calls: 16,677 (73%)
Puts: 6,215 (27%)
Current vs Prior +36.02%
Calls: +24.62% (Calls)
Puts: +66.61% (Puts)
Prior 7-Day Total 131,202
Calls: 81,522 (62%)
Puts: 49,680 (38%)
Prior 7-Day Average 18,743
Calls: 11,646 (62%)
Puts: 7,097 (38%)
Current vs Prior 7-Day Avg +66.13%
Calls: +78.46%
Puts: +45.90%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/01) $17.62M
Calls: $12.91M (73%)
Puts: $4.71M (27%)
Prior (06/29) $13.48M
Calls: $10.40M (77%)
Puts: $3.08M (23%)
Current vs Prior +30.72%
Calls: +24.12%
Puts: +53.01%
Prior 7-Day Total $86.06M
Calls: $38.59M (45%)
Puts: $47.47M (55%)
Prior 7-Day Average $12.29M
Calls: $5.51M (45%)
Puts: $6.78M (55%)
Current vs Prior 7-Day Avg +43.36%
Calls: +134.25%
Puts: -30.53%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/01) 0.50
Prior (06/29) 0.37
Current vs Prior +33.70%
Prior 7-Day Average 0.62
Current vs Prior 7-Day Avg -20.01%
Sentiment BULLISH

Open Interest

Detail
Current (07/01) 154,621
Calls: 98,130 (63%)
Puts: 56,491 (37%)
Prior (06/29) 132,407
Calls: 78,680 (59%)
Puts: 53,727 (41%)
Current vs Prior +16.78%
Prior 7-Day Total 947,924
Calls: 572,169 (60%)
Puts: 375,755 (40%)
Prior 7-Day Average 135,417
Calls: 81,738 (60%)
Puts: 53,679 (40%)
Current vs Prior 7-Day Avg +14.18%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 7.29% | 11.03%7.29% | 11.03%11.03% | 19.00%
Prior 5.00% | 8.16%-- | ---- | --
Current vs Prior -38.41% | -10.64%-- | ---- | --
Prior 7-Day Avg 5.20% | 8.16%-- | ---- | --
Current vs 7-Day Avg -40.78% | -10.66%-- | ---- | --
Prior 7-Day Eod 5.00% | 8.16%-- | ---- | --
Current vs 7-Day Eod -38.41% | -10.64%-- | ---- | --
Sentiment BULLISH----

Relative Spread

Detail
Expiry | Next
Current 5.54% | 8.33%
Calls: 5.84% | 7.69%
Puts: 5.24% | 8.97%
Prior 5.54% | 8.33%
Calls: 5.84% | 7.69%
Puts: 5.24% | 8.97%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 22.96% | 18.47%
Calls: 21.19% | 18.84%
Puts: 24.74% | 18.10%
Current vs 7-Day Avg -75.88% | -54.90%
Liquidity Pricy
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🤖 AI Insights

Moderately bullish flow with 73% call dollar volume ($12.91M). Extreme bullish P/C ratio of 0.50 - heavy call buying (20,783 calls vs 10,355 puts). P/C ratio rising 34% - increased hedging/bearish positioning. Call-heavy open interest (98,130 calls vs 56,491 puts) suggests bullish positioning.

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 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 22 of results (avg 7.4%, best 4.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Jul 1026.0527.15$26.604.1%11.009
$140.00Jul 3112.6513.40$13.035.8%110.6476
$155.00Jul 245.005.30$5.155.8%390.3884
$150.00Jul 317.958.45$8.206.1%1360.48157
$152.50Jul 245.856.25$6.056.6%160.4343
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$155.00Jul 3113.7514.35$14.054.3%20.60--
$150.00Jul 178.208.65$8.435.3%630.55242
$145.00Jul 175.656.00$5.836.0%420.44163
$141.00Jul 316.306.70$6.506.2%170.372
$150.00Jul 3110.5511.30$10.936.9%50.5227

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. 97 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Jul 1026.0527.15$26.604.1%11.009
$120.00Jul 225.2528.50$26.8812.1%10.98--
$130.00Jul 215.2017.45$16.3313.8%470.98494
$131.00Jul 214.1016.85$15.4817.8%360.9795
$125.00Jul 220.8022.90$21.859.6%120.96--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Jul 212.2514.50$13.3816.8%11.00--
$160.00Jul 1714.8516.20$15.528.7%110.75313
$150.00Jul 23.504.60$4.0527.2%190.7432
$165.00Aug 721.8023.85$22.839.0%20.70--
$160.00Jul 2416.3017.90$17.109.4%30.698

Most actively traded options today. High liquidity = easy entry/exit. 263 active (total vol 21.5K, top 2.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Jul 20.700.97$0.8432.1%2.4K0.271.8K
$162.50Jul 20.000.25$0.13192.3%1.5K0.0464
$142.00Jul 24.706.90$5.8037.9%9900.841.7K
$149.00Jul 20.701.42$1.0667.9%8960.33267
$150.00Jul 175.205.65$5.438.3%8600.453.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$145.00Jul 20.881.47$1.1850.0%1.2K0.3632
$140.00Jul 20.180.28$0.2343.5%5250.09119
$125.00Jul 170.690.99$0.8435.7%5200.09942
$142.00Jul 102.413.65$3.0340.9%3410.3444
$142.00Jul 20.170.64$0.41114.6%3200.1648

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 64 strikes (avg 97.7%, max 278.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$120.00Jul 2Jul 24203.2%59.7%240.5%4--
$128.00Jul 2Jul 17172.0%56.7%203.5%1338
$125.00Jul 2Jul 17182.1%60.6%200.6%46994
$129.00Jul 2Jul 10161.0%55.6%189.7%3--
$132.00Jul 2Jul 31132.8%56.2%136.2%55244
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$118.00Jul 2Jul 17249.6%65.9%278.6%87245
$121.00Jul 2Aug 7216.1%59.9%260.8%272117
$122.00Jul 2Aug 7200.9%56.8%254.0%115144
$123.00Jul 2Aug 7192.5%56.2%242.9%91180
$120.00Jul 2Aug 7203.2%60.1%238.3%35732

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 147 found (best R:R 22.08, avg 3.27)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$170.00$175.00Jul 24$0.25$4.75$0.2519.00$170.25
$152.50$155.00Jul 2$0.18$2.32$0.1812.89$152.68
$165.00$170.00Jul 10$0.38$4.62$0.3812.16$165.38
$160.00$165.00Jul 10$0.40$4.60$0.4011.50$160.40
$170.00$175.00Jul 17$0.43$4.57$0.4310.63$170.43
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$125.00$122.00Jul 17$0.13$2.87$0.1322.08$124.87
$125.00$123.00Jul 10$0.13$1.87$0.1314.38$124.87
$127.00$125.00Jul 31$0.18$1.82$0.1810.11$126.82
$125.00$122.00Jul 31$0.29$2.71$0.299.34$124.71
$141.00$140.00Jul 2$0.10$0.90$0.109.00$140.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 186 found (best R:R 14.38, avg 1.60)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$126.00$128.00Jul 10$1.87$1.87$0.1314.38$127.87
$120.00$124.00Jul 17$3.67$3.67$0.3311.12$123.67
$128.00$129.00Jul 2$0.90$0.90$0.109.00$128.90
$143.00$144.00Jul 2$0.90$0.90$0.109.00$143.90
$125.00$128.00Jul 17$2.67$2.67$0.338.09$127.67
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$160.00$150.00Jul 2$9.33$9.33$0.6713.93$150.67
$155.00$150.00Jul 17$3.72$3.72$1.282.91$151.28
$149.00$148.00Jul 2$0.74$0.74$0.262.85$148.26
$160.00$152.50Jul 24$5.47$5.47$2.032.69$154.53
$132.00$131.00Jul 31$0.69$0.69$0.312.23$131.31

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 62 found (avg debit $1.62, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$170.00Jul 2Jul 10$0.31136.5%60.6%
$129.00Jul 2Jul 10$0.42161.0%55.6%
$175.00Jul 10Jul 17$0.4269.1%61.2%
$134.00Jul 2Jul 10$0.63119.7%55.1%
$165.00Jul 2Jul 10$0.65122.2%61.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$120.00Jul 2Jul 10$0.06203.2%69.5%
$125.00Jul 2Jul 10$0.08182.1%62.1%
$121.00Jul 2Jul 10$0.09216.1%73.6%
$128.00Jul 2Jul 10$0.09172.0%57.9%
$129.00Jul 2Jul 10$0.12161.0%55.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 86 found (cheapest 2.68% of stock, avg 10.72%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$146.00Jul 2$2.30$1.62$3.92$142.08$149.922.68%
$145.00Jul 2$2.88$1.18$4.06$140.94$149.062.77%
$147.00Jul 2$1.89$2.21$4.10$142.90$151.102.80%
$148.00Jul 2$1.36$2.86$4.22$143.78$152.222.88%
$144.00Jul 2$3.53$0.82$4.35$139.65$148.352.97%
$149.00Jul 2$1.06$3.60$4.66$144.34$153.663.18%
$150.00Jul 2$0.84$4.05$4.89$145.11$154.893.34%
$143.00Jul 2$4.43$0.58$5.01$137.99$148.013.42%
$142.00Jul 2$5.80$0.41$6.21$135.79$148.214.24%
$141.00Jul 2$6.35$0.33$6.68$134.32$147.684.56%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.54% of stock, avg 6.18%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$152.50$142.00Jul 2$0.38$0.41$0.79$141.21$153.29
$152.50$143.00Jul 2$0.38$0.58$0.96$142.04$153.46
$152.50$144.00Jul 2$0.38$0.82$1.20$142.80$153.70
$150.00$142.00Jul 2$0.84$0.41$1.25$140.75$151.25
$150.00$143.00Jul 2$0.84$0.58$1.42$141.58$151.42
$149.00$142.00Jul 2$1.06$0.41$1.47$140.53$150.47
$152.50$145.00Jul 2$0.38$1.18$1.56$143.44$154.06
$149.00$143.00Jul 2$1.06$0.58$1.64$141.36$150.64
$150.00$144.00Jul 2$0.84$0.82$1.66$142.34$151.66
$148.00$142.00Jul 2$1.36$0.41$1.77$140.23$149.77

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 241 found (best R:R 25.67, avg credit $1.96)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
120/123136/140Jul 24$3.85$0.1525.67$119.15$139.85
135/139140/145Aug 7$4.80$0.2024.00$134.20$144.80
125/127138/140Jul 31$1.88$0.1215.67$125.12$139.88
123/124127/130Jul 24$2.80$0.2014.00$121.20$129.80
127/130136/140Jul 24$3.72$0.2813.29$126.28$139.72
125/127136/140Jul 24$3.65$0.3510.43$123.35$139.65
129/130134/135Jul 17$0.90$0.109.00$129.10$134.90
132/133135/136Jul 17$0.90$0.109.00$132.10$135.90
129/130137/138Jul 31$0.90$0.109.00$129.10$137.90
127/129134/136Jul 31$1.79$0.218.52$127.21$135.79

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 92 found (best R:R 54.56, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$160.00$165.00$170.00Jul 24$0.09$4.9154.56
$165.00$170.00$175.00Jul 31$0.09$4.9154.56
$150.00$155.00$160.00Aug 7$0.12$4.8840.67
$160.00$165.00$170.00Aug 7$0.13$4.8737.46
$157.50$160.00$162.50Jul 2$0.08$2.4230.25
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$125.00$127.00$129.00Jul 31$0.06$1.9432.33
$143.00$145.00$147.00Jul 24$0.08$1.9224.00
$146.00$147.00$148.00Jul 2$0.06$0.9415.67
$127.00$128.00$129.00Jul 10$0.06$0.9415.67
$130.00$131.00$132.00Jul 2$0.07$0.9313.29

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 111 found (best net $-2.37, 107 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$165.00$170.001:2Jul 2-$0.02$4.98
$160.00$165.001:2Jul 10-$0.35$4.65
$170.00$175.001:2Jul 10-$0.35$4.65
$170.00$175.001:2Jul 17-$0.35$4.65
$165.00$170.001:2Jul 17-$0.73$4.27
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$165.00$150.001:2Aug 7-$2.37$12.63
$130.00$125.001:2Aug 7-$1.38$3.62
$145.00$140.001:2Jul 17-$1.61$3.39
$140.00$136.001:2Jul 17-$1.22$2.78
$123.00$120.001:2Jul 24-$0.28$2.72

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 45 found (best yield 5.50%, avg 2.19%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$150.00Aug 7$8.050.482.4%5.50%7.92%3016
$150.00Jul 31$7.950.482.4%5.43%7.85%136157
$147.00Jul 24$7.200.530.4%4.92%5.29%3310
$148.00Jul 24$7.000.511.1%4.78%5.84%3818
$149.00Jul 24$6.800.491.7%4.64%6.38%22024
$150.00Jul 24$6.750.482.4%4.61%7.03%30161
$155.00Aug 7$6.650.425.8%4.54%10.38%137
$155.00Jul 31$6.100.405.8%4.17%10.00%1891
$152.50Jul 24$5.850.434.1%3.99%8.13%1643
$150.00Jul 17$5.200.452.4%3.55%5.97%8603.1K

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 20,783
Total Puts 10,355
Put/Call Ratio 0.50
Net Difference 10,428

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 81,522
Total Puts 49,680
Average Put/Call Ratio 0.62
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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Chart Title

Price — Past 7 Days

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