ZS - Options Database

ZSCALER INC

$143.55 -3.98%

$143.70 (+0.10%)🌙

as of 07/08 07:17 PM

(7/7 19:16) ◀

Wednesday, July 8, 2026 (7:17pm)

▶ (7/9 19:17)

◀ 7/8 19:17 ▶

Option Volume

Detail

ℹ

Current (07/08) 13,976

Calls: 10,502 (75%)

Puts: 3,474 (25%)

Prior (07/07) 15,616

Calls: 9,561 (61%)

Puts: 6,055 (39%)

Current vs Prior -10.50%

Calls: +9.84% (Calls)

Puts: -42.63% (Puts)

Prior 7-Day Total 145,926

Calls: 94,465 (65%)

Puts: 51,461 (35%)

Prior 7-Day Average 20,846

Calls: 13,495 (65%)

Puts: 7,351 (35%)

Current vs Prior 7-Day Avg -32.96%

Calls: -22.18%

Puts: -52.74%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/08) $8.20M

Calls: $5.44M (66%)

Puts: $2.76M (34%)

Prior (07/07) $12.16M

Calls: $8.97M (74%)

Puts: $3.19M (26%)

Current vs Prior -32.55%

Calls: -39.35%

Puts: -13.37%

Prior 7-Day Total $104.95M

Calls: $59.44M (57%)

Puts: $45.51M (43%)

Prior 7-Day Average $14.99M

Calls: $8.49M (57%)

Puts: $6.50M (43%)

Current vs Prior 7-Day Avg -45.30%

Calls: -35.91%

Puts: -57.56%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/08) 0.33

Prior (07/07) 0.63

Current vs Prior -47.77%

Prior 7-Day Average 0.57

Current vs Prior 7-Day Avg -42.28%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (07/08) 127,829

Calls: 77,891 (61%)

Puts: 49,938 (39%)

Prior (07/07) 141,849

Calls: 92,990 (66%)

Puts: 48,859 (34%)

Current vs Prior -9.88%

Prior 7-Day Total 953,306

Calls: 590,153 (62%)

Puts: 363,153 (38%)

Prior 7-Day Average 136,186

Calls: 84,307 (62%)

Puts: 51,879 (38%)

Current vs Prior 7-Day Avg -6.14%

Sentiment BEARISH

Expected Move

Detail

ℹ

WKMO Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)

Current 4.38% | 7.95%7.95% | 18.27%

Prior 5.39% | 10.41%10.41% | 18.15%

Current vs Prior -18.73% | -23.68%-23.68% | +0.69%

Prior 7-Day Avg 5.20% | 9.03%10.46% | 18.61%

Current vs 7-Day Avg -15.65% | -11.94%-24.03% | -1.80%

Prior 7-Day Eod 5.39% | 10.41%-- | --

Current vs 7-Day Eod -18.73% | -23.68%-- | --

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

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 14.00% | 11.84%

Calls: 13.58% | 12.01%

Puts: 14.41% | 11.68%

Current vs 7-Day Avg -60.42% | -29.67%

Liquidity Pricy

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🤖 AI Insights

Moderately bullish flow with 66% call dollar volume ($5.44M). Extreme bullish P/C ratio of 0.33 - heavy call buying (10,502 calls vs 3,474 puts). P/C ratio dropping 48% - sentiment shifting bullish. Call-heavy open interest (77,891 calls vs 49,938 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

🎯

Tightest Spreads

💰

Best Value <$1

📊

High Delta

⚖️

Ratio Spreads

🛡️

Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 21 of results (avg 6.9%, best 4.2%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$150.00	Aug 21	9.35	9.75	$9.55	4.2%	72	0.46	1.1K
$140.00	Aug 21	13.40	14.20	$13.80	5.8%	36	0.59	1.1K
$145.00	Aug 21	11.15	11.90	$11.53	6.5%	29	0.52	635
$125.00	Aug 21	22.75	24.55	$23.65	7.6%	7	0.77	--
$135.00	Aug 21	16.05	17.60	$16.83	9.2%	13	0.66	655

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$150.00	Jul 31	11.80	12.35	$12.08	4.6%	32	0.58	--
$135.00	Aug 21	7.35	7.70	$7.53	4.6%	15	0.34	1.5K
$152.50	Jul 31	13.50	14.15	$13.83	4.7%	3	0.63	--
$140.00	Aug 21	9.45	9.95	$9.70	5.2%	22	0.41	2.4K
$140.00	Jul 31	6.45	6.80	$6.63	5.3%	7	0.40	42

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. 87 found (avg delta 0.68, highest 0.97)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$129.00	Jul 10	13.60	16.30	$14.95	18.1%	15	0.97	95
$130.00	Jul 10	12.75	15.25	$14.00	17.9%	2	0.96	163
$125.00	Jul 17	18.40	21.15	$19.77	13.9%	3	0.93	986
$133.00	Jul 10	9.80	12.40	$11.10	23.4%	5	0.91	--
$122.00	Jul 24	21.40	24.55	$22.98	13.7%	2	0.90	--

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$170.00	Jul 17	24.80	27.80	$26.30	11.4%	1	0.92	297
$165.00	Jul 17	20.25	22.85	$21.55	12.1%	5	0.89	--
$152.50	Jul 10	7.90	10.55	$9.23	28.7%	24	0.86	40
$160.00	Jul 17	15.90	17.90	$16.90	11.8%	11	0.85	--
$150.00	Jul 10	6.35	8.00	$7.18	23.0%	11	0.79	86

Most actively traded options today. High liquidity = easy entry/exit. 254 active (total vol 9.9K, top 1.5K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$150.00	Jul 10	0.68	1.03	$0.86	40.7%	1.5K	0.21	1.2K
$152.50	Jul 10	0.36	0.65	$0.51	56.9%	1.5K	0.13	1.7K
$170.00	Jul 10	0.03	0.45	$0.24	175.0%	950	0.04	358
$155.00	Jul 17	1.47	2.01	$1.74	31.0%	548	0.23	1.9K
$170.00	Aug 21	3.25	4.75	$4.00	37.5%	361	0.24	1.6K

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$138.00	Jul 10	0.62	1.14	$0.88	59.1%	443	0.21	447
$140.00	Jul 17	3.50	4.05	$3.78	14.6%	71	0.38	507
$148.00	Jul 17	7.55	8.25	$7.90	8.9%	71	0.61	--
$149.00	Jul 17	7.65	9.05	$8.35	16.8%	71	0.63	--
$145.00	Aug 21	12.00	12.85	$12.43	6.8%	70	0.48	587

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 63 strikes (avg 34.5%, max 151.3%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$170.00	Jul 10	Aug 21	132.8%	61.4%	116.3%	1.3K	2.0K
$167.50	Jul 10	Jul 24	109.9%	66.1%	66.3%	4	163
$162.50	Jul 10	Jul 24	104.7%	63.4%	65.1%	58	151
$160.00	Jul 10	Aug 21	92.2%	63.0%	46.5%	159	3.6K
$165.00	Jul 10	Aug 21	91.2%	62.9%	44.9%	212	3.3K

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$115.00	Jul 10	Aug 21	154.8%	61.6%	151.3%	53	1.4K
$121.00	Jul 10	Jul 17	151.8%	69.2%	119.3%	7	30
$120.00	Jul 10	Aug 21	130.7%	61.0%	114.3%	46	2.1K
$122.00	Jul 10	Aug 7	126.0%	59.6%	111.4%	7	349
$123.00	Jul 10	Jul 24	128.6%	66.6%	93.1%	11	70

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 159 found (best R:R 19.83, avg 3.44)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$160.00	$162.50	Jul 17	$0.13	$2.37	$0.13	18.23	$160.13
$152.50	$155.00	Jul 10	$0.18	$2.32	$0.18	12.89	$152.68
$162.50	$165.00	Jul 10	$0.18	$2.32	$0.18	12.89	$162.68
$162.50	$165.00	Jul 17	$0.18	$2.32	$0.18	12.89	$162.68
$152.50	$155.00	Aug 7	$0.18	$2.32	$0.18	12.89	$152.68

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$120.00	$115.00	Jul 24	$0.24	$4.76	$0.24	19.83	$119.76
$122.00	$120.00	Jul 24	$0.14	$1.86	$0.14	13.29	$121.86
$128.00	$127.00	Jul 10	$0.10	$0.90	$0.10	9.00	$127.90
$119.00	$118.00	Jul 17	$0.10	$0.90	$0.10	9.00	$118.90
$128.00	$126.00	Jul 17	$0.20	$1.80	$0.20	9.00	$127.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 195 found (best R:R 22.08, avg 1.38)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$125.00	$128.00	Jul 17	$2.87	$2.87	$0.13	22.08	$127.87
$133.00	$135.00	Jul 17	$1.80	$1.80	$0.20	9.00	$134.80
$144.00	$145.00	Aug 7	$0.89	$0.89	$0.11	8.09	$144.89
$122.00	$129.00	Jul 24	$6.00	$6.00	$1.00	6.00	$128.00
$145.00	$146.00	Aug 14	$0.85	$0.85	$0.15	5.67	$145.85

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$170.00	$165.00	Jul 17	$4.75	$4.75	$0.25	19.00	$165.25
$165.00	$160.00	Jul 17	$4.65	$4.65	$0.35	13.29	$160.35
$148.00	$147.00	Jul 17	$0.85	$0.85	$0.15	5.67	$147.15
$152.50	$150.00	Jul 10	$2.05	$2.05	$0.45	4.56	$150.45
$150.00	$149.00	Jul 10	$0.80	$0.80	$0.20	4.00	$149.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 64 found (avg debit $1.88, cheapest $0.08)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$170.00	Jul 10	Jul 17	$0.15	132.8%	67.8%
$167.50	Jul 10	Jul 17	$0.49	109.9%	70.2%
$162.50	Jul 10	Jul 17	$0.63	104.7%	65.9%
$165.00	Jul 10	Jul 17	$0.63	91.2%	67.1%
$160.00	Jul 10	Jul 17	$0.79	92.2%	62.7%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$115.00	Jul 10	Jul 17	$0.08	154.8%	77.9%
$123.00	Jul 10	Jul 17	$0.10	128.6%	63.9%
$119.00	Jul 10	Jul 17	$0.14	135.1%	71.3%
$118.00	Jul 10	Jul 17	$0.15	113.3%	68.0%
$122.00	Jul 10	Jul 17	$0.15	126.0%	65.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 72 found (cheapest 4.03% of stock, avg 11.19%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$144.00	Jul 10	$2.69	$3.09	$5.78	$138.22	$149.78	4.03%
$143.00	Jul 10	$3.20	$2.61	$5.81	$137.19	$148.81	4.05%
$145.00	Jul 10	$2.19	$3.68	$5.87	$139.13	$150.87	4.09%
$142.00	Jul 10	$3.70	$2.18	$5.88	$136.12	$147.88	4.10%
$146.00	Jul 10	$1.88	$4.25	$6.13	$139.87	$152.13	4.27%
$141.00	Jul 10	$4.35	$1.80	$6.15	$134.85	$147.15	4.28%
$140.00	Jul 10	$5.03	$1.46	$6.49	$133.51	$146.49	4.52%
$147.00	Jul 10	$1.57	$4.95	$6.52	$140.48	$153.52	4.54%
$139.00	Jul 10	$5.80	$1.16	$6.96	$132.04	$145.96	4.85%
$149.00	Jul 10	$1.05	$6.38	$7.43	$141.57	$156.43	5.18%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 170 found (cheapest 1.68% of stock, avg 7.48%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$148.00	$139.00	Jul 10	$1.25	$1.16	$2.41	$136.59	$150.41
$148.00	$140.00	Jul 10	$1.25	$1.46	$2.71	$137.29	$150.71
$147.00	$139.00	Jul 10	$1.57	$1.16	$2.73	$136.27	$149.73
$147.00	$140.00	Jul 10	$1.57	$1.46	$3.03	$136.97	$150.03
$146.00	$139.00	Jul 10	$1.88	$1.16	$3.04	$135.96	$149.04
$148.00	$141.00	Jul 10	$1.25	$1.80	$3.05	$137.95	$151.05
$145.00	$139.00	Jul 10	$2.19	$1.16	$3.35	$135.65	$148.35
$146.00	$140.00	Jul 10	$1.88	$1.46	$3.34	$136.66	$149.34
$147.00	$141.00	Jul 10	$1.57	$1.80	$3.37	$137.63	$150.37
$148.00	$142.00	Jul 10	$1.25	$2.18	$3.43	$138.57	$151.43

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 358 found (best R:R 19.00, avg credit $1.94)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
118/119	133/135	Jul 17	$1.90	$0.10	19.00	$117.10	$134.90
122/123	140/142	Jul 24	$1.89	$0.11	17.18	$121.11	$141.89
150/155	165/170	Aug 21	$4.61	$0.39	11.82	$150.39	$169.61
150/155	160/165	Aug 21	$4.58	$0.42	10.90	$150.42	$164.58
138/139	140/142	Jul 31	$1.83	$0.17	10.76	$137.17	$141.83
140/145	150/155	Aug 21	$4.55	$0.45	10.11	$140.45	$154.55
125/126	128/130	Jul 17	$1.81	$0.19	9.53	$124.19	$129.81
122/123	146/147	Jul 24	$0.90	$0.10	9.00	$122.10	$146.90
125/128	137/140	Jul 31	$2.69	$0.31	8.68	$125.31	$139.69
115/120	122/129	Jul 24	$6.24	$0.76	8.21	$113.76	$128.24

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 80 found (best R:R 49.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$145.00	$150.00	$155.00	Jul 31	$0.12	$4.88	40.67
$157.50	$160.00	$162.50	Jul 10	$0.07	$2.43	34.71
$152.50	$155.00	$157.50	Jul 17	$0.08	$2.42	30.25
$145.00	$150.00	$155.00	Aug 21	$0.16	$4.84	30.25
$162.50	$165.00	$167.50	Jul 17	$0.10	$2.40	24.00

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$160.00	$165.00	$170.00	Jul 17	$0.10	$4.90	49.00
$120.00	$125.00	$130.00	Aug 21	$0.12	$4.88	40.67
$140.00	$145.00	$150.00	Aug 21	$0.24	$4.76	19.83
$120.00	$121.00	$122.00	Jul 17	$0.05	$0.95	19.00
$120.00	$122.00	$124.00	Jul 31	$0.11	$1.89	17.18

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 $-1.18, 89 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$160.00	$170.00	1:2	Aug 7	-$1.20	$8.80
$152.50	$160.00	1:2	Aug 14	-$2.86	$4.64
$155.00	$160.00	1:2	Jul 24	-$0.94	$4.06
$160.00	$165.00	1:2	Jul 31	-$1.25	$3.75
$165.00	$170.00	1:2	Jul 31	-$1.32	$3.68

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$150.00	$140.00	1:2	Jul 31	-$1.18	$8.82
$122.00	$115.00	1:2	Aug 7	-$0.27	$6.73
$160.00	$150.00	1:2	Jul 24	-$3.68	$6.32
$120.00	$115.00	1:2	Jul 24	-$0.20	$4.80
$120.00	$115.00	1:2	Aug 21	-$1.18	$3.82

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 66 found (best yield 7.77%, avg 2.61%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$145.00	Aug 21	$11.15	0.52	1.0%	7.77%	8.78%	29	635
$150.00	Aug 21	$9.35	0.46	4.5%	6.51%	11.01%	72	1.1K
$145.00	Aug 14	$9.25	0.53	1.0%	6.44%	7.45%	1	--
$146.00	Aug 14	$9.00	0.52	1.7%	6.27%	7.98%	1	2
$144.00	Aug 7	$8.70	0.53	0.3%	6.06%	6.37%	3	--
$145.00	Aug 7	$8.40	0.52	1.0%	5.85%	6.86%	12	27
$144.00	Jul 31	$8.20	0.53	0.3%	5.71%	6.03%	14	2
$150.00	Aug 14	$8.00	0.46	4.5%	5.57%	10.07%	5	5
$148.00	Aug 14	$7.75	0.49	3.1%	5.40%	8.50%	3	1
$145.00	Jul 31	$7.20	0.51	1.0%	5.02%	6.03%	25	204

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 10,502

Total Puts 3,474

Put/Call Ratio 0.33

Net Difference 7,028

Prior's Put/Call Breakdown

Total Calls 9,561

Total Puts 6,055

Put/Call Ratio 0.63

Net Difference 3,506

Prior 7-Day Put/Call Summary

Total Calls 94,465

Total Puts 51,461

Average Put/Call Ratio 0.57

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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Option Volume

Dollar Volume

Put/Call Ratio

Open Interest

Expected Move

Relative Spread

🤖 AI Insights

📈 Options Analysis

Current 5-Minute Volume Snapshots

Prior's 5-Minute Volume Snapshots

Current Put/Call Breakdown

Prior's Put/Call Breakdown

Prior 7-Day Put/Call Summary

Daily Put/Call History (Last 7 Days)

Upcoming Earnings - 2 Weeks Prior

Upcoming Earnings - 1 Week Prior

Earnings This Week

Earnings - Day Before / Day After

Options Activity Around Earnings

Chart Title

Price — Past 7 Days

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