Tour v297
ZS
ZSCALER INC
$149.50 -0.61%
$149.28 (-0.15%)🌙
as of 07/07 07:16 PM
7/7 19:16

Option Volume

Detail
Current (07/07) 15,616
Calls: 9,561 (61%)
Puts: 6,055 (39%)
Prior (07/06) 16,412
Calls: 10,106 (62%)
Puts: 6,306 (38%)
Current vs Prior -4.85%
Calls: -5.39% (Calls)
Puts: -3.98% (Puts)
Prior 7-Day Total 140,955
Calls: 91,575 (65%)
Puts: 49,380 (35%)
Prior 7-Day Average 20,136
Calls: 13,082 (65%)
Puts: 7,054 (35%)
Current vs Prior 7-Day Avg -22.45%
Calls: -26.92%
Puts: -14.17%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/07) $12.16M
Calls: $8.97M (74%)
Puts: $3.19M (26%)
Prior (07/06) $11.33M
Calls: $9.11M (80%)
Puts: $2.23M (20%)
Current vs Prior +7.29%
Calls: -1.47%
Puts: +43.14%
Prior 7-Day Total $99.97M
Calls: $54.56M (55%)
Puts: $45.40M (45%)
Prior 7-Day Average $14.28M
Calls: $7.79M (55%)
Puts: $6.49M (45%)
Current vs Prior 7-Day Avg -14.86%
Calls: +15.13%
Puts: -50.89%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/07) 0.63
Prior (07/06) 0.62
Current vs Prior +1.49%
Prior 7-Day Average 0.57
Current vs Prior 7-Day Avg +11.54%
Sentiment BULLISH

Open Interest

Detail
Current (07/07) 141,849
Calls: 92,990 (66%)
Puts: 48,859 (34%)
Prior (07/06) 132,867
Calls: 80,730 (61%)
Puts: 52,137 (39%)
Current vs Prior +6.76%
Prior 7-Day Total 944,336
Calls: 576,918 (61%)
Puts: 367,418 (39%)
Prior 7-Day Average 134,905
Calls: 82,416 (61%)
Puts: 52,488 (39%)
Current vs Prior 7-Day Avg +5.15%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 5.39% | 10.41%10.41% | 18.15%
Prior 6.65% | 10.51%10.51% | 19.07%
Current vs Prior -18.99% | -0.91%-0.91% | -4.82%
Prior 7-Day Avg 5.06% | 8.62%10.51% | 19.07%
Current vs 7-Day Avg +6.52% | +20.85%-0.91% | -4.82%
Prior 7-Day Eod 6.65% | 10.51%-- | --
Current vs 7-Day Eod -18.99% | -0.91%-- | --
Sentiment BULLISHBULLISH

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 17.41% | 13.26%
Calls: 16.21% | 14.09%
Puts: 18.61% | 12.44%
Current vs 7-Day Avg -68.17% | -37.20%
Liquidity Pricy
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🤖 AI Insights

Moderately bullish flow with 74% call dollar volume ($8.97M). Bullish P/C ratio of 0.63. Call-heavy open interest (92,990 calls vs 48,859 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 25 of results (avg 6.0%, best 2.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Aug 2120.9021.50$21.202.8%3860.73557
$130.00Aug 2124.3025.10$24.703.2%5000.791.8K
$155.00Aug 2110.3010.75$10.534.3%420.48997
$125.00Aug 2127.7529.15$28.454.9%750.83305
$160.00Aug 218.509.00$8.755.7%760.432.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Aug 2118.0518.45$18.252.2%260.58687
$155.00Aug 2114.9015.25$15.082.3%610.52383
$150.00Aug 2112.0512.40$12.232.9%750.46827
$172.50Jul 3124.8025.65$25.233.4%20.78--
$145.00Aug 219.6510.00$9.823.6%580.39575

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. 96 found (avg delta 0.72, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Jul 1018.6521.65$20.1514.9%40.98167
$121.00Jul 1027.5530.10$28.838.8%10.984
$120.00Jul 1028.4531.60$30.0310.5%50.975
$120.00Jul 1728.5031.35$29.939.5%50.96345
$133.00Jul 1015.6518.25$16.9515.3%140.96--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Jul 1719.2022.45$20.8315.6%40.87293
$160.00Jul 109.1512.45$10.8030.6%60.87--
$170.00Jul 2420.7023.30$22.0011.8%40.806
$157.50Jul 107.909.75$8.8221.0%20.80--
$172.50Jul 3124.8025.65$25.233.4%20.78--

Most actively traded options today. High liquidity = easy entry/exit. 248 active (total vol 7.7K, top 646)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Jul 175.906.85$6.3814.9%6460.512.5K
$130.00Aug 2124.3025.10$24.703.2%5000.791.8K
$160.00Jul 100.660.84$0.7524.0%4790.16831
$135.00Aug 2120.9021.50$21.202.8%3860.73557
$155.00Jul 101.392.24$1.8246.7%2870.31587
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$138.00Jul 100.180.77$0.48122.9%4470.1038
$145.00Jul 101.262.33$1.8059.4%940.29104
$150.00Aug 2112.0512.40$12.232.9%750.46827
$150.00Jul 103.204.55$3.8834.8%660.4959
$139.00Jul 100.270.87$0.57105.3%650.12109

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 62 strikes (avg 28.9%, max 126.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$120.00Jul 10Aug 21137.4%60.7%126.5%1483
$129.00Jul 10Jul 17110.3%66.6%65.6%1587
$132.00Jul 10Jul 3188.6%60.2%47.2%1457
$175.00Jul 10Aug 2185.4%61.1%39.8%75750
$172.50Jul 10Jul 3191.8%67.0%36.9%8230
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$120.00Jul 10Aug 21137.4%60.7%126.5%421.8K
$128.00Jul 10Jul 31122.6%57.5%113.1%1355
$127.00Jul 10Aug 7107.6%65.3%65.0%7--
$125.00Jul 10Aug 2199.5%62.1%60.2%13952
$131.00Jul 10Jul 3194.0%59.0%59.3%1957

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 145 found (best R:R 21.73, avg 3.45)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$170.00$175.00Jul 17$0.22$4.78$0.2221.73$170.22
$172.50$175.00Jul 10$0.14$2.36$0.1416.86$172.64
$170.00$172.50Jul 31$0.15$2.35$0.1515.67$170.15
$167.50$170.00Jul 10$0.16$2.34$0.1614.62$167.66
$162.50$165.00Jul 10$0.19$2.31$0.1912.16$162.69
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$128.00$126.00Jul 24$0.10$1.90$0.1019.00$127.90
$127.00$125.00Jul 10$0.14$1.86$0.1413.29$126.86
$130.00$128.00Jul 24$0.17$1.83$0.1710.76$129.83
$128.00$126.00Jul 31$0.18$1.82$0.1810.11$127.82
$142.00$141.00Jul 10$0.11$0.89$0.118.09$141.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 185 found (best R:R 29.77, avg 1.68)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$125.00$129.00Jul 17$3.87$3.87$0.1329.77$128.87
$132.00$135.00Jul 31$2.87$2.87$0.1322.08$134.87
$121.00$129.00Jul 10$7.55$7.55$0.4516.78$128.55
$120.00$125.00Jul 17$4.63$4.63$0.3712.51$124.63
$120.00$136.00Jul 24$14.26$14.26$1.748.20$134.26
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$172.50$165.00Jul 31$6.50$6.50$1.006.50$166.00
$170.00$165.00Jul 24$4.17$4.17$0.835.02$165.83
$170.00$160.00Jul 17$8.28$8.28$1.724.81$161.72
$149.00$146.00Aug 14$2.41$2.41$0.594.08$146.59
$160.00$157.50Jul 10$1.98$1.98$0.523.81$158.02

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 61 found (avg debit $2.35, cheapest $0.09)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$129.00Jul 10Jul 17$0.15110.3%66.6%
$130.00Jul 10Jul 17$0.5578.6%66.8%
$175.00Jul 10Jul 17$0.6185.4%68.9%
$170.00Jul 10Jul 17$0.7777.4%64.0%
$135.00Jul 10Jul 17$0.9782.5%64.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$120.00Jul 10Jul 17$0.09137.4%78.9%
$128.00Jul 10Jul 17$0.11122.6%69.0%
$124.00Jul 17Jul 24$0.1477.4%62.3%
$125.00Jul 10Jul 17$0.2199.5%65.6%
$122.00Jul 17Jul 24$0.2974.5%65.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 83 found (cheapest 4.88% of stock, avg 12.72%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$149.00Jul 10$4.18$3.12$7.30$141.70$156.304.88%
$148.00Jul 10$4.68$2.65$7.33$140.67$155.334.90%
$147.00Jul 10$5.20$2.34$7.54$139.46$154.545.04%
$150.00Jul 10$3.65$3.88$7.53$142.47$157.535.04%
$146.00Jul 10$5.83$1.95$7.78$138.22$153.785.20%
$152.50Jul 10$2.53$5.30$7.83$144.67$160.335.24%
$145.00Jul 10$6.65$1.80$8.45$136.55$153.455.65%
$144.00Jul 10$7.20$1.45$8.65$135.35$152.655.79%
$155.00Jul 10$1.82$7.00$8.82$146.18$163.825.90%
$143.00Jul 10$8.03$1.23$9.26$133.74$152.266.19%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 1.35% of stock, avg 7.81%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$175.00$135.00Jul 17$0.71$1.31$2.02$132.98$177.02
$170.00$135.00Jul 17$0.93$1.31$2.24$132.76$172.24
$175.00$136.00Jul 17$0.71$1.57$2.28$133.72$177.28
$162.50$146.00Jul 10$0.55$1.95$2.50$143.50$165.00
$170.00$136.00Jul 17$0.93$1.57$2.50$133.50$172.50
$160.00$146.00Jul 10$0.75$1.95$2.70$143.30$162.70
$162.50$147.00Jul 10$0.55$2.34$2.89$144.11$165.39
$165.00$135.00Jul 17$1.61$1.31$2.92$132.08$167.92
$157.50$146.00Jul 10$1.14$1.95$3.09$142.91$160.59
$160.00$147.00Jul 10$0.75$2.34$3.09$143.91$163.09

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 306 found (best R:R 26.78, avg credit $2.15)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
140/145150/155Aug 21$4.82$0.1826.78$140.18$154.82
131/135140/145Jul 31$4.81$0.1925.32$130.19$144.81
135/138140/145Jul 31$4.75$0.2519.00$133.25$144.75
146/147150/152Jul 31$2.37$0.1318.23$144.63$152.37
134/135136/138Jul 24$1.89$0.1117.18$133.11$137.89
130/135140/145Aug 21$4.72$0.2816.86$130.28$144.72
120/125130/135Aug 21$4.67$0.3314.15$120.33$134.67
125/127130/133Jul 17$2.79$0.2113.29$124.21$132.79
138/140155/158Aug 7$2.28$0.2210.36$137.72$157.28
146/149158/160Aug 14$2.73$0.2710.11$146.27$160.23

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 86 found (best R:R 82.33, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$160.00$165.00$170.00Aug 7$0.06$4.9482.33
$160.00$165.00$170.00Aug 21$0.14$4.8634.71
$165.00$170.00$175.00Aug 21$0.23$4.7720.74
$160.00$165.00$170.00Jul 17$0.24$4.7619.83
$125.00$130.00$135.00Aug 21$0.25$4.7519.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$120.00$125.00$130.00Aug 21$0.06$4.9482.33
$150.00$155.00$160.00Jul 17$0.12$4.8840.67
$126.00$128.00$130.00Jul 24$0.07$1.9327.57
$125.00$130.00$135.00Aug 21$0.19$4.8125.32
$152.50$155.00$157.50Jul 10$0.12$2.3819.83

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 $-0.11, 82 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$130.00$147.001:2Aug 7-$0.11$16.89
$120.00$136.001:2Jul 24-$2.26$13.74
$160.00$170.001:2Aug 14-$1.80$8.20
$165.00$170.001:2Jul 17-$0.25$4.75
$170.00$175.001:2Jul 17-$0.49$4.51
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$170.00$160.001:2Jul 17-$4.27$5.73
$125.00$120.001:2Jul 10-$0.37$4.63
$145.00$140.001:2Jul 17-$0.94$4.06
$125.00$120.001:2Aug 21-$0.96$4.04
$150.00$145.001:2Jul 17-$1.59$3.41

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 53 found (best yield 8.29%, avg 2.97%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$150.00Aug 21$12.400.550.3%8.29%8.63%1101.1K
$155.00Aug 21$10.300.483.7%6.89%10.57%42997
$150.00Aug 14$10.150.530.3%6.79%7.12%54
$152.50Aug 14$9.050.502.0%6.05%8.06%66
$150.00Aug 7$9.000.530.3%6.02%6.35%1052
$160.00Aug 21$8.500.437.0%5.69%12.71%762.6K
$150.00Jul 31$8.050.520.3%5.38%5.72%13247
$155.00Aug 14$8.000.473.7%5.35%9.03%210
$152.50Aug 7$7.900.492.0%5.28%7.29%119
$157.50Aug 14$7.400.435.3%4.95%10.30%1--

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 9,561
Total Puts 6,055
Put/Call Ratio 0.63
Net Difference 3,506

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 91,575
Total Puts 49,380
Average Put/Call Ratio 0.57
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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