Tour v290
ZS
ZSCALER INC
$147.33 +0.60%
$147.05 (-0.19%)🌙
as of 07/02 07:14 PM
7/2 19:14

Option Volume

Detail
Current (07/02) 19,291
Calls: 13,601 (71%)
Puts: 5,690 (29%)
Prior (07/01) 31,138
Calls: 20,783 (67%)
Puts: 10,355 (33%)
Current vs Prior -38.05%
Calls: -34.56% (Calls)
Puts: -45.05% (Puts)
Prior 7-Day Total 133,645
Calls: 85,986 (64%)
Puts: 47,659 (36%)
Prior 7-Day Average 19,092
Calls: 12,283 (64%)
Puts: 6,808 (36%)
Current vs Prior 7-Day Avg +1.04%
Calls: +10.72%
Puts: -16.43%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/02) $11.58M
Calls: $8.02M (69%)
Puts: $3.56M (31%)
Prior (07/01) $17.62M
Calls: $12.91M (73%)
Puts: $4.71M (27%)
Current vs Prior -34.32%
Calls: -37.89%
Puts: -24.52%
Prior 7-Day Total $93.17M
Calls: $48.71M (52%)
Puts: $44.46M (48%)
Prior 7-Day Average $13.31M
Calls: $6.96M (52%)
Puts: $6.35M (48%)
Current vs Prior 7-Day Avg -13.03%
Calls: +15.27%
Puts: -44.02%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/02) 0.42
Prior (07/01) 0.50
Current vs Prior -16.03%
Prior 7-Day Average 0.58
Current vs Prior 7-Day Avg -28.21%
Sentiment BULLISH

Open Interest

Detail
Current (07/02) 139,405
Calls: 90,265 (65%)
Puts: 49,140 (35%)
Prior (07/01) 154,621
Calls: 98,130 (63%)
Puts: 56,491 (37%)
Current vs Prior -9.84%
Prior 7-Day Total 928,388
Calls: 574,414 (61%)
Puts: 364,293 (39%)
Prior 7-Day Average 132,626
Calls: 82,059 (61%)
Puts: 52,041 (39%)
Current vs Prior 7-Day Avg +5.11%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/02) | Next (07/10)Expiry (07/17) | Next (08/21)
Current 0.91% | 6.91%11.02% | 18.79%
Prior 3.08% | 7.29%-- | --
Current vs Prior +124.38% | +51.06%-- | --
Prior 7-Day Avg 4.46% | 7.85%-- | --
Current vs 7-Day Avg +54.90% | +40.34%-- | --
Prior 7-Day Eod 3.08% | 7.29%-- | --
Current vs 7-Day Eod +124.38% | +51.06%-- | --
Sentiment BEARISH--

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 19.37% | 14.54%
Calls: 19.74% | 16.88%
Puts: 23.61% | 14.28%
Current vs 7-Day Avg -71.39% | -42.73%
Liquidity Pricy
+
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🤖 AI Insights

Moderately bullish flow with 69% call dollar volume ($8.02M). Extreme bullish P/C ratio of 0.42 - heavy call buying (13,601 calls vs 5,690 puts). Call-heavy open interest (90,265 calls vs 49,140 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 BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg 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

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 7 of results (avg 8.3%, best 5.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Jul 175.505.80$5.655.3%6270.452.7K
$119.00Jul 1027.2029.25$28.237.3%10.94--
$120.00Jul 1726.6528.95$27.808.3%30.93350
$120.00Jul 1026.2028.55$27.388.6%21.00--
$118.00Jul 1727.9530.65$29.309.2%21.00--
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.61, cheapest $0.61)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$165.00Jul 100.560.65$0.6114.8%3610.10336
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 107 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Jul 1026.2028.55$27.388.6%21.00--
$125.00Jul 1021.3523.60$22.4810.0%41.0032
$118.00Jul 1727.9530.65$29.309.2%21.00--
$126.00Jul 219.4522.55$21.0014.8%11.00--
$127.00Jul 218.8521.55$20.2013.4%211.0038
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Jul 21.703.95$2.8379.5%230.9932
$165.00Jul 1718.2520.65$19.4512.3%10.82--
$160.00Jul 1713.8516.15$15.0015.3%100.74--
$148.00Jul 20.011.36$0.69195.7%100.7218
$160.00Jul 2415.5017.55$16.5212.4%10.707

Most actively traded options today. High liquidity = easy entry/exit. 273 active (total vol 13.5K, top 1.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$152.50Jul 102.653.10$2.8815.6%1.5K0.35338
$162.50Jul 20.000.01$0.01100.0%8670.001.5K
$150.00Jul 175.505.80$5.655.3%6270.452.7K
$155.00Jul 173.503.90$3.7010.8%5930.341.9K
$160.00Jul 101.031.29$1.1622.4%5070.18228
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$145.00Jul 175.306.35$5.8218.0%5520.43157
$145.00Jul 20.000.09$0.05180.0%2920.061.1K
$146.00Jul 20.050.31$0.18144.4%2440.2042
$139.00Jul 315.156.95$6.0529.8%2240.34--
$130.00Jul 171.071.54$1.3135.9%1660.141.1K

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 1096.5%, max 3383.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$125.00Jul 2Jul 241828.0%62.0%2848.4%786
$132.00Jul 2Jul 241276.0%59.0%2062.7%35210
$134.00Jul 2Jul 171227.0%58.0%2015.5%15151
$133.00Jul 2Jul 171193.0%60.0%1888.3%811
$136.00Jul 2Jul 24995.0%58.0%1615.5%36102
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$121.00Jul 2Aug 72090.0%60.0%3383.3%4152
$123.00Jul 2Aug 71959.0%57.0%3336.8%75191
$122.00Jul 2Jul 312024.0%61.0%3218.0%6158
$124.00Jul 2Aug 71894.0%59.0%3110.2%28104
$125.00Jul 2Aug 71828.0%59.0%2998.3%17154

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 151 found (best R:R 35.36, avg 3.65)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$157.50$160.00Jul 2$0.10$2.40$0.1024.00$157.60
$162.50$165.00Jul 10$0.11$2.39$0.1121.73$162.61
$170.00$175.00Jul 17$0.30$4.70$0.3015.67$170.30
$165.00$167.50Jul 10$0.16$2.34$0.1614.63$165.16
$167.50$170.00Jul 10$0.16$2.34$0.1614.62$167.66
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$124.00$120.00Jul 17$0.11$3.89$0.1135.36$123.89
$122.00$120.00Jul 10$0.12$1.88$0.1215.67$121.88
$127.00$125.00Jul 17$0.17$1.83$0.1710.76$126.83
$125.00$123.00Jul 31$0.20$1.80$0.209.00$124.80
$138.00$137.00Jul 31$0.10$0.90$0.109.00$137.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 191 found (best R:R 49.00, avg 1.71)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$120.00$125.00Jul 10$4.90$4.90$0.1049.00$124.90
$120.00$125.00Jul 17$4.80$4.80$0.2024.00$124.80
$130.00$132.00Jul 17$1.85$1.85$0.1512.33$131.85
$125.00$129.00Jul 17$3.67$3.67$0.3311.12$128.67
$128.00$130.00Jul 10$1.75$1.75$0.257.00$129.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$165.00$160.00Jul 17$4.45$4.45$0.558.09$160.55
$160.00$155.00Jul 17$3.50$3.50$1.502.33$156.50
$136.00$135.00Jul 2$0.68$0.68$0.322.13$135.32
$160.00$155.00Jul 24$3.39$3.39$1.612.11$156.61
$150.00$148.00Jul 10$1.33$1.33$0.671.99$148.67

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 64 found (avg debit $1.68, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$127.00Jul 2Jul 10$0.07747.0%67.0%
$126.00Jul 2Jul 10$0.10731.0%65.0%
$170.00Jul 2Jul 10$0.23881.0%59.0%
$172.50Jul 2Jul 10$0.24890.0%63.0%
$125.00Jul 2Jul 10$0.331828.0%60.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$120.00Jul 2Jul 10$0.051106.0%64.0%
$123.00Jul 2Jul 24$0.141959.0%61.0%
$118.00Jul 2Jul 17$0.261007.0%61.0%
$119.00Jul 2Jul 10$0.29972.0%84.0%
$126.00Jul 2Jul 10$0.29731.0%65.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 85 found (cheapest 0.60% of stock, avg 10.75%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$148.00Jul 2$0.20$0.69$0.89$147.11$148.890.60%
$147.00Jul 2$0.65$0.25$0.90$146.10$147.900.61%
$146.00Jul 2$1.27$0.18$1.45$144.55$147.450.98%
$145.00Jul 2$2.63$0.05$2.68$142.32$147.681.82%
$150.00Jul 2$0.03$2.83$2.86$147.14$152.861.94%
$144.00Jul 2$3.21$0.12$3.33$140.67$147.332.26%
$143.00Jul 2$3.93$0.25$4.18$138.82$147.182.84%
$142.00Jul 2$4.75$0.49$5.24$136.76$147.243.56%
$141.00Jul 2$6.32$1.06$7.38$133.62$148.385.01%
$140.00Jul 2$7.38$0.02$7.40$132.60$147.405.02%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.19% of stock, avg 6.02%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$152.50$146.00Jul 2$0.10$0.18$0.28$145.72$152.78
$157.50$146.00Jul 2$0.14$0.18$0.32$145.68$157.82
$152.50$147.00Jul 2$0.10$0.25$0.35$146.65$152.85
$148.00$146.00Jul 2$0.20$0.18$0.38$145.62$148.38
$157.50$147.00Jul 2$0.14$0.25$0.39$146.61$157.89
$148.00$147.00Jul 2$0.20$0.25$0.45$146.55$148.45
$152.50$142.00Jul 2$0.10$0.49$0.59$141.41$153.09
$157.50$142.00Jul 2$0.14$0.49$0.63$141.37$158.13
$148.00$142.00Jul 2$0.20$0.49$0.69$141.31$148.69
$152.50$134.00Jul 2$0.10$1.03$1.13$132.87$153.63

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 261 found (best R:R 35.36, avg credit $1.77)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
119/120125/129Jul 17$3.89$0.1135.36$116.11$128.89
118/119125/129Jul 17$3.78$0.2217.18$115.22$128.78
120/124125/129Jul 17$3.78$0.2217.18$120.22$128.78
125/126128/130Jul 10$1.88$0.1215.67$124.12$129.88
120/122128/130Jul 10$1.87$0.1314.38$120.13$129.87
126/127128/130Jul 10$1.86$0.1413.29$125.14$129.86
128/130136/139Jul 24$2.77$0.2312.04$127.23$138.77
130/131136/139Jul 24$2.77$0.2312.04$128.23$138.77
125/128136/139Jul 24$2.73$0.2710.11$125.27$138.73
123/124125/127Jul 24$1.81$0.199.53$122.19$126.81

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 77 found (best R:R 34.71, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$157.50$160.00$162.50Jul 2$0.07$2.4334.71
$160.00$162.50$165.00Jul 2$0.07$2.4334.71
$165.00$167.50$170.00Jul 24$0.07$2.4334.71
$155.00$160.00$165.00Jul 17$0.17$4.8328.41
$165.00$170.00$175.00Jul 17$0.26$4.7418.23
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$150.00$155.00$160.00Jul 24$0.24$4.7619.83
$143.00$144.00$145.00Jul 2$0.06$0.9415.67
$120.00$121.00$122.00Jul 31$0.06$0.9415.67
$128.00$129.00$130.00Jul 2$0.07$0.9313.29
$150.00$155.00$160.00Jul 17$0.35$4.6513.29

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 94 found (best net $-0.17, 81 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$150.00$160.001:2Jul 31-$1.17$8.83
$155.00$165.001:2Aug 7-$1.83$8.17
$165.00$170.001:2Jul 2-$0.07$4.93
$170.00$175.001:2Jul 17-$0.39$4.61
$165.00$170.001:2Jul 17-$0.43$4.57
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$160.00$144.001:2Aug 14-$0.17$15.83
$150.00$140.001:2Aug 7-$1.91$8.09
$150.00$141.001:2Jul 31-$2.86$6.14
$124.00$120.001:2Jul 17-$0.49$3.51
$145.00$140.001:2Jul 17-$1.84$3.16

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 42 found (best yield 5.80%, avg 2.32%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$149.00Aug 7$8.550.511.1%5.80%6.94%1--
$150.00Aug 7$8.400.491.8%5.70%7.51%40--
$148.00Jul 31$8.200.520.5%5.57%6.02%3--
$150.00Jul 31$7.550.481.8%5.12%6.94%12211
$148.00Jul 24$6.950.500.5%4.72%5.17%2--
$155.00Aug 14$6.800.435.2%4.62%9.82%1--
$155.00Aug 7$6.450.425.2%4.38%9.58%811
$149.00Jul 24$6.400.481.1%4.34%5.48%1133
$150.00Jul 24$6.100.461.8%4.14%5.95%12170
$150.00Jul 17$5.500.451.8%3.73%5.55%6272.7K

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 13,601
Total Puts 5,690
Put/Call Ratio 0.42
Net Difference 7,911

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 85,986
Total Puts 47,659
Average Put/Call Ratio 0.58
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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