Tour v294
ZS
ZSCALER INC
$150.42 +2.10%
$150.59 (+0.11%)🌙
as of 07/06 07:13 PM
7/6 19:13

Option Volume

Detail
Current (07/06) 16,412
Calls: 10,106 (62%)
Puts: 6,306 (38%)
Prior (07/02) 19,291
Calls: 13,601 (71%)
Puts: 5,690 (29%)
Current vs Prior -14.92%
Calls: -25.70% (Calls)
Puts: +10.83% (Puts)
Prior 7-Day Total 124,543
Calls: 81,469 (65%)
Puts: 43,074 (35%)
Prior 7-Day Average 20,757
Calls: 11,638 (65%)
Puts: 6,153 (35%)
Current vs Prior 7-Day Avg -20.93%
Calls: -13.17%
Puts: +2.48%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/06) $11.33M
Calls: $9.11M (80%)
Puts: $2.23M (20%)
Prior (07/02) $11.58M
Calls: $8.02M (69%)
Puts: $3.56M (31%)
Current vs Prior -2.10%
Calls: +13.55%
Puts: -37.41%
Prior 7-Day Total $88.63M
Calls: $45.45M (51%)
Puts: $43.18M (49%)
Prior 7-Day Average $14.77M
Calls: $6.49M (51%)
Puts: $6.17M (49%)
Current vs Prior 7-Day Avg -23.28%
Calls: +40.26%
Puts: -63.92%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/06) 0.62
Prior (07/02) 0.42
Current vs Prior +49.15%
Prior 7-Day Average 0.56
Current vs Prior 7-Day Avg +11.75%
Sentiment BULLISH

Open Interest

Detail
Current (07/06) 132,867
Calls: 80,730 (61%)
Puts: 52,137 (39%)
Prior (07/02) 139,405
Calls: 90,265 (65%)
Puts: 49,140 (35%)
Current vs Prior -4.69%
Prior 7-Day Total 811,469
Calls: 496,188 (61%)
Puts: 315,281 (39%)
Prior 7-Day Average 135,244
Calls: 82,698 (61%)
Puts: 52,546 (39%)
Current vs Prior 7-Day Avg -1.76%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 6.65% | 10.51%10.51% | 19.07%
Prior 6.91% | 11.02%-- | --
Current vs Prior -3.69% | -4.59%-- | --
Prior 7-Day Avg 4.80% | 8.30%-- | --
Current vs 7-Day Avg +38.77% | +26.60%-- | --
Prior 7-Day Eod 6.91% | 11.02%-- | --
Current vs 7-Day Eod -3.69% | -4.59%-- | --
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 19.39% | 14.09%
Calls: 17.93% | 15.16%
Puts: 20.84% | 13.02%
Current vs 7-Day Avg -71.42% | -40.87%
Liquidity Pricy
+
Add Card

🤖 AI Insights

Strong bullish conviction with 80% of dollar volume in calls ($9.11M) vs puts ($2.23M). Bullish P/C ratio of 0.62. P/C ratio rising 49% - increased hedging/bearish positioning. Call-heavy open interest (80,730 calls vs 52,137 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 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 24 of results (avg 7.9%, best 3.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Jul 176.707.05$6.885.1%1570.542.6K
$152.50Jul 103.303.50$3.405.9%1490.451.7K
$155.00Jul 317.658.15$7.906.3%2230.46103
$145.00Jul 179.3010.00$9.657.3%530.66575
$155.00Jul 174.504.85$4.687.5%1660.421.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$155.00Jul 178.759.10$8.933.9%70.58132
$144.00Jul 316.156.55$6.356.3%80.36--
$150.00Jul 175.906.30$6.106.6%720.47371
$143.00Jul 315.756.15$5.956.7%100.35--
$140.00Jul 314.605.00$4.808.3%40.3042

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. 80 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Jul 1024.5026.90$25.709.3%20.9834
$130.00Jul 1019.6021.35$20.488.5%70.97165
$131.00Jul 1018.6521.00$19.8311.9%10.97126
$121.00Jul 1028.5031.45$29.989.8%20.97--
$133.00Jul 1016.7019.10$17.9013.4%10.96--
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Jul 1027.7030.90$29.3010.9%11.00--
$160.00Jul 1711.9013.35$12.6311.5%60.69296
$155.00Jul 178.759.10$8.933.9%70.58132
$152.50Jul 104.905.75$5.3315.9%50.55--

Most actively traded options today. High liquidity = easy entry/exit. 221 active (total vol 6.6K, top 494)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$155.00Jul 102.242.62$2.4315.6%4940.36266
$160.00Jul 101.051.25$1.1517.4%4460.20564
$150.00Jul 104.355.00$4.6813.9%2480.551.2K
$172.50Jul 100.000.20$0.10200.0%2240.036
$155.00Jul 317.658.15$7.906.3%2230.46103
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Jul 100.070.20$0.1492.9%2360.03315
$133.00Jul 170.931.54$1.2449.2%2120.13--
$145.00Jul 173.754.15$3.9510.1%1890.34565
$140.00Jul 172.212.55$2.3814.3%840.23541
$140.00Jul 100.721.18$0.9548.4%810.15183

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 60 strikes (avg 22.6%, max 79.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$175.00Jul 10Aug 786.0%62.3%38.0%7265
$138.00Jul 10Jul 3177.0%55.9%37.8%13124
$134.00Jul 10Jul 3179.0%57.9%36.4%211
$125.00Jul 10Jul 1795.9%73.3%30.8%121.0K
$132.00Jul 10Jul 3177.6%59.7%30.0%3150
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$121.00Jul 10Aug 7122.4%68.3%79.2%1628
$123.00Jul 10Aug 7114.0%65.7%73.6%748
$124.00Jul 10Jul 24109.0%67.4%61.8%4260
$122.00Jul 10Jul 24108.0%67.2%60.8%923
$125.00Jul 10Jul 2495.9%62.3%54.1%56406

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 137 found (best R:R 21.73, avg 3.71)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$165.00$167.50Jul 10$0.11$2.39$0.1121.73$165.11
$175.00$180.00Jul 10$0.23$4.77$0.2320.74$175.23
$170.00$172.50Jul 10$0.13$2.37$0.1318.23$170.13
$175.00$180.00Aug 7$0.28$4.72$0.2816.86$175.28
$170.00$175.00Jul 17$0.37$4.63$0.3712.51$170.37
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$123.00$121.00Aug 7$0.11$1.89$0.1117.18$122.89
$132.00$131.00Jul 10$0.10$0.90$0.109.00$131.90
$123.00$122.00Jul 10$0.11$0.89$0.118.09$122.89
$129.00$128.00Jul 17$0.11$0.89$0.118.09$128.89
$124.00$122.00Jul 24$0.22$1.78$0.228.09$123.78

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 167 found (best R:R 9.81, avg 1.22)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$128.00$132.00Jul 31$3.63$3.63$0.379.81$131.63
$135.00$138.00Jul 31$2.65$2.65$0.357.57$137.65
$140.00$141.00Jul 10$0.87$0.87$0.136.69$140.87
$149.00$150.00Jul 24$0.86$0.86$0.146.14$149.86
$138.00$139.00Jul 10$0.85$0.85$0.155.67$138.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$144.00$143.00Aug 7$0.88$0.88$0.127.33$143.12
$180.00$152.50Jul 10$23.97$23.97$3.536.79$156.03
$160.00$155.00Jul 17$3.70$3.70$1.302.85$156.30
$152.50$150.00Jul 10$1.53$1.53$0.971.58$150.97
$135.00$134.00Jul 31$0.58$0.58$0.421.38$134.42

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 59 found (avg debit $2.15, cheapest $0.09)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$125.00Jul 10Jul 17$0.2095.9%73.3%
$180.00Jul 10Jul 17$0.3774.0%64.3%
$175.00Jul 10Jul 17$0.5186.0%65.4%
$133.00Jul 10Jul 17$0.6569.8%67.9%
$135.00Jul 10Jul 17$0.6570.6%67.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$121.00Jul 10Jul 17$0.09122.4%76.8%
$122.00Jul 10Jul 17$0.19108.0%73.8%
$124.00Jul 10Jul 17$0.27109.0%75.3%
$125.00Jul 10Jul 17$0.3995.9%73.3%
$126.00Jul 10Jul 17$0.4093.5%71.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 56 found (cheapest 5.64% of stock, avg 11.83%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$150.00Jul 10$4.68$3.80$8.48$141.52$158.485.64%
$149.00Jul 10$5.18$3.53$8.71$140.29$157.715.79%
$152.50Jul 10$3.40$5.33$8.73$143.77$161.235.80%
$148.00Jul 10$5.75$3.13$8.88$139.12$156.885.90%
$147.00Jul 10$6.38$2.71$9.09$137.91$156.096.04%
$146.00Jul 10$7.03$2.48$9.51$136.49$155.516.32%
$145.00Jul 10$7.63$2.09$9.72$135.28$154.726.46%
$144.00Jul 10$8.32$1.83$10.15$133.85$154.156.75%
$143.00Jul 10$9.07$1.57$10.64$132.36$153.647.07%
$142.00Jul 10$9.85$1.22$11.07$130.93$153.077.36%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.56% of stock, avg 7.45%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$175.00$136.00Jul 17$0.79$1.55$2.34$133.66$177.34
$175.00$135.00Jul 17$0.79$1.55$2.34$132.66$177.34
$170.00$136.00Jul 17$1.16$1.55$2.71$133.29$172.71
$170.00$135.00Jul 17$1.16$1.55$2.71$132.29$172.71
$175.00$140.00Jul 17$0.79$2.38$3.17$136.83$178.17
$162.50$146.00Jul 10$0.79$2.48$3.27$142.73$165.77
$165.00$136.00Jul 17$1.93$1.55$3.48$132.52$168.48
$165.00$135.00Jul 17$1.93$1.55$3.48$131.52$168.48
$162.50$147.00Jul 10$0.79$2.71$3.50$143.50$166.00
$170.00$140.00Jul 17$1.16$2.38$3.54$136.46$173.54

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 191 found (best R:R 15.67, avg credit $2.12)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
130/131133/135Jul 17$1.88$0.1215.67$129.12$134.88
123/124133/135Jul 17$1.86$0.1413.29$122.14$134.86
127/128133/135Jul 17$1.85$0.1512.33$126.15$134.85
143/144148/150Aug 7$1.85$0.1512.33$142.15$149.85
123/124127/130Jul 17$2.76$0.2411.50$121.24$129.76
131/132133/135Jul 17$1.84$0.1611.50$130.16$134.84
122/124143/145Jul 24$1.82$0.1810.11$122.18$144.82
133/134137/138Jul 10$0.90$0.109.00$133.10$137.90
127/128135/136Jul 17$0.90$0.109.00$127.10$135.90
131/132135/136Jul 17$0.89$0.118.09$131.11$135.89

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 60 found (best R:R 40.67, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$152.50$155.00$157.50Jul 31$0.06$2.4440.67
$167.50$170.00$172.50Jul 10$0.08$2.4230.25
$162.50$165.00$167.50Jul 31$0.11$2.3921.73
$160.00$162.50$165.00Jul 10$0.12$2.3819.83
$155.00$157.50$160.00Aug 7$0.12$2.3819.83
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$124.00$125.00$126.00Jul 10$0.11$0.898.09
$130.00$131.00$132.00Jul 10$0.11$0.898.09
$140.00$145.00$150.00Jul 17$0.58$4.427.62
$126.00$127.00$128.00Jul 10$0.13$0.876.69
$144.00$145.00$146.00Jul 10$0.13$0.876.69

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 $-0.98, 71 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$175.00$180.001:2Jul 17-$0.05$4.95
$165.00$170.001:2Jul 17-$0.39$4.61
$170.00$175.001:2Jul 17-$0.42$4.58
$160.00$165.001:2Jul 17-$0.79$4.21
$175.00$180.001:2Jul 24-$0.81$4.19
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$130.00$123.001:2Aug 7-$0.98$6.02
$145.00$140.001:2Jul 17-$0.81$4.19
$140.00$134.001:2Aug 7-$1.97$4.03
$130.00$126.001:2Jul 24-$0.15$3.85
$140.00$136.001:2Jul 17-$0.72$3.28

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 51 found (best yield 6.52%, avg 2.56%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$152.50Aug 14$9.800.511.4%6.52%7.90%6--
$155.00Aug 14$9.050.483.0%6.02%9.06%91
$152.50Aug 7$8.650.511.4%5.75%7.13%10--
$155.00Aug 7$8.250.473.0%5.48%8.53%719
$152.50Jul 31$8.100.491.4%5.38%6.77%6--
$155.00Jul 31$7.650.463.0%5.09%8.13%223103
$160.00Aug 14$7.450.426.4%4.95%11.32%1--
$152.50Jul 24$7.100.481.4%4.72%6.10%4355
$157.50Aug 7$7.050.444.7%4.69%9.39%5--
$157.50Jul 31$6.650.424.7%4.42%9.13%2--

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 10,106
Total Puts 6,306
Put/Call Ratio 0.62
Net Difference 3,800

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 81,469
Total Puts 43,074
Average Put/Call Ratio 0.56
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All