Tour v308
ZS
ZSCALER INC
$147.12 +2.49%
$146.05 (-0.73%)🌙
as of 07/09 07:17 PM
7/9 19:17

Option Volume

Detail
Current (07/09) 9,930
Calls: 5,611 (57%)
Puts: 4,319 (43%)
Prior (07/08) 13,976
Calls: 10,502 (75%)
Puts: 3,474 (25%)
Current vs Prior -28.95%
Calls: -46.57% (Calls)
Puts: +24.32% (Puts)
Prior 7-Day Total 140,817
Calls: 94,864 (67%)
Puts: 45,953 (33%)
Prior 7-Day Average 20,116
Calls: 13,552 (67%)
Puts: 6,564 (33%)
Current vs Prior 7-Day Avg -50.64%
Calls: -58.60%
Puts: -34.21%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/09) $9.28M
Calls: $3.92M (42%)
Puts: $5.35M (58%)
Prior (07/08) $8.20M
Calls: $5.44M (66%)
Puts: $2.76M (34%)
Current vs Prior +13.09%
Calls: -27.88%
Puts: +93.89%
Prior 7-Day Total $89.03M
Calls: $61.12M (69%)
Puts: $27.92M (31%)
Prior 7-Day Average $12.72M
Calls: $8.73M (69%)
Puts: $3.99M (31%)
Current vs Prior 7-Day Avg -27.08%
Calls: -55.05%
Puts: +34.16%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/09) 0.77
Prior (07/08) 0.33
Current vs Prior +132.69%
Prior 7-Day Average 0.49
Current vs Prior 7-Day Avg +56.00%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/09) 117,016
Calls: 84,202 (72%)
Puts: 32,814 (28%)
Prior (07/08) 127,829
Calls: 77,891 (61%)
Puts: 49,938 (39%)
Current vs Prior -8.46%
Prior 7-Day Total 967,854
Calls: 601,330 (62%)
Puts: 366,524 (38%)
Prior 7-Day Average 138,264
Calls: 85,904 (62%)
Puts: 52,360 (38%)
Current vs Prior 7-Day Avg -15.37%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 3.00% | 6.76%6.76% | 17.42%
Prior 4.38% | 7.95%7.95% | 18.27%
Current vs Prior -31.59% | -15.00%-15.00% | -4.66%
Prior 7-Day Avg 5.37% | 9.17%9.62% | 18.50%
Current vs 7-Day Avg -44.14% | -26.30%-29.80% | -5.81%
Prior 7-Day Eod 4.38% | 7.95%-- | --
Current vs 7-Day Eod -31.59% | -15.00%-- | --
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 7.65% | 10.75%
Calls: 7.47% | 10.11%
Puts: 7.82% | 11.38%
Current vs 7-Day Avg -27.54% | -22.50%
Liquidity Pricy
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🤖 AI Insights

P/C ratio rising 133% - increased hedging/bearish positioning. Call-heavy open interest (84,202 calls vs 32,814 puts) suggests bullish positioning.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 40 of results (avg 7.4%, best 2.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Aug 2110.4510.70$10.582.4%310.511.1K
$155.00Aug 218.458.70$8.572.9%180.441.0K
$160.00Aug 216.757.00$6.883.6%290.382.6K
$165.00Aug 215.405.60$5.503.6%90.322.5K
$142.00Jul 3111.0011.45$11.234.0%10.62--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Aug 217.658.05$7.855.1%20.362.4K
$145.00Aug 219.6510.25$9.956.0%120.43569
$175.00Aug 2129.7032.05$30.887.6%20.78199
$150.00Aug 2111.9012.85$12.387.7%270.49839
$130.00Aug 214.354.70$4.537.7%400.23--

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. 88 found (avg delta 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Jul 1021.0023.35$22.1810.6%11.00--
$130.00Jul 1015.4518.40$16.9217.4%11.00163
$120.00Jul 1726.2528.35$27.307.7%41.00--
$118.00Jul 2427.6531.30$29.4812.4%10.96--
$138.00Jul 107.8010.25$9.0327.1%240.95110
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Jul 1011.2514.90$13.0827.9%10.986
$165.00Jul 1716.6520.05$18.3518.5%10.91--
$152.50Jul 104.607.25$5.9344.7%60.8728
$160.00Jul 1712.2015.05$13.6320.9%50.84273
$175.00Aug 2129.7032.05$30.887.6%20.78199

Most actively traded options today. High liquidity = easy entry/exit. 238 active (total vol 7.3K, top 1.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Jul 100.020.05$0.0475.0%6240.02936
$150.00Jul 100.451.20$0.8390.4%3650.281.9K
$175.00Jul 170.120.60$0.36133.3%2840.061.2K
$155.00Jul 100.060.42$0.24150.0%2210.09556
$147.00Jul 101.672.25$1.9629.6%1890.51149
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Jul 170.500.76$0.6341.3%1.6K0.091.1K
$140.00Jul 243.304.65$3.9833.9%3870.3232
$125.00Jul 170.170.45$0.3190.3%1230.051.1K
$125.00Aug 141.992.95$2.4738.9%960.161
$138.00Jul 100.010.21$0.11181.8%620.0572

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 56 strikes (avg 63.4%, max 278.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$120.00Jul 10Aug 21231.5%61.2%278.4%6--
$172.50Jul 10Aug 7200.7%62.5%221.1%6234
$175.00Jul 10Aug 21171.5%58.0%195.8%6858
$125.00Jul 10Aug 21171.8%59.6%188.4%22297
$167.50Jul 10Aug 7154.1%60.2%156.0%47
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$125.00Jul 10Aug 21171.8%59.6%188.4%9298
$137.00Jul 10Jul 31155.5%54.0%188.0%2319
$124.00Jul 10Jul 17201.7%78.9%155.7%870
$126.00Jul 10Jul 17185.4%81.3%128.1%4--
$130.00Jul 10Aug 21129.3%59.3%118.3%58235

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 134 found (best R:R 34.71, avg 3.73)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$170.00$175.00Jul 31$0.25$4.75$0.2519.00$170.25
$155.00$157.50Jul 10$0.16$2.34$0.1614.63$155.16
$165.00$167.50Jul 17$0.17$2.33$0.1713.71$165.17
$160.00$162.50Jul 17$0.19$2.31$0.1912.16$160.19
$167.50$170.00Jul 10$0.20$2.30$0.2011.50$167.70
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$125.00$120.00Aug 14$0.14$4.86$0.1434.71$124.86
$125.00$122.00Aug 7$0.10$2.90$0.1029.00$124.90
$124.00$120.00Jul 17$0.30$3.70$0.3012.33$123.70
$128.00$125.00Jul 31$0.26$2.74$0.2610.54$127.74
$123.00$122.00Jul 24$0.11$0.89$0.118.09$122.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 180 found (best R:R 37.46, avg 2.20)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$120.00$125.00Jul 17$4.87$4.87$0.1337.46$124.87
$121.00$125.00Jul 10$3.85$3.85$0.1525.67$124.85
$130.00$134.00Jul 10$3.84$3.84$0.1624.00$133.84
$132.00$135.00Jul 17$2.87$2.87$0.1322.08$134.87
$134.00$136.00Jul 10$1.88$1.88$0.1215.67$135.88
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$160.00$152.50Jul 10$7.15$7.15$0.3520.43$152.85
$165.00$160.00Jul 17$4.72$4.72$0.2816.86$160.28
$150.00$149.00Jul 31$0.88$0.88$0.127.33$149.12
$152.50$150.00Jul 10$2.18$2.18$0.326.81$150.32
$175.00$170.00Aug 21$4.05$4.05$0.954.26$170.95

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 60 found (avg debit $2.05, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$167.50Jul 10Jul 17$0.10154.1%56.4%
$170.00Jul 10Jul 17$0.23122.5%58.2%
$125.00Jul 10Jul 17$0.25171.8%68.7%
$165.00Jul 10Jul 17$0.25142.3%56.4%
$175.00Jul 10Jul 17$0.25171.5%72.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$125.00Jul 10Jul 17$0.17171.8%68.7%
$124.00Jul 10Jul 17$0.23201.7%78.9%
$129.00Jul 10Jul 17$0.44128.6%64.7%
$137.00Jul 10Jul 17$0.46155.5%61.1%
$120.00Jul 17Jul 24$0.4874.9%71.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 64 found (cheapest 2.63% of stock, avg 10.67%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$147.00Jul 10$1.96$1.91$3.87$143.13$150.872.63%
$148.00Jul 10$1.44$2.45$3.89$144.11$151.892.64%
$149.00Jul 10$1.06$3.07$4.13$144.87$153.132.81%
$146.00Jul 10$2.72$1.46$4.18$141.82$150.182.84%
$145.00Jul 10$3.20$1.30$4.50$140.50$149.503.06%
$150.00Jul 10$0.83$3.75$4.58$145.42$154.583.11%
$144.00Jul 10$3.90$0.95$4.85$139.15$148.853.30%
$143.00Jul 10$4.68$0.59$5.27$137.73$148.273.58%
$152.50Jul 10$0.30$5.93$6.23$146.27$158.734.23%
$142.00Jul 10$5.78$0.58$6.36$135.64$148.364.32%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 170 found (cheapest 0.56% of stock, avg 6.62%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$155.00$143.00Jul 10$0.24$0.59$0.83$142.17$155.83
$152.50$143.00Jul 10$0.30$0.59$0.89$142.11$153.39
$155.00$144.00Jul 10$0.24$0.95$1.19$142.81$156.19
$152.50$144.00Jul 10$0.30$0.95$1.25$142.75$153.75
$150.00$143.00Jul 10$0.83$0.59$1.42$141.58$151.42
$155.00$145.00Jul 10$0.24$1.30$1.54$143.46$156.54
$152.50$145.00Jul 10$0.30$1.30$1.60$143.40$154.10
$149.00$143.00Jul 10$1.06$0.59$1.65$141.35$150.65
$155.00$146.00Jul 10$0.24$1.46$1.70$144.30$156.70
$152.50$146.00Jul 10$0.30$1.46$1.76$144.24$154.26

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 263 found (best R:R 32.33, avg credit $2.05)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
120/124125/130Jul 17$4.85$0.1532.33$119.15$129.85
150/155165/170Aug 21$4.82$0.1826.78$150.18$169.82
134/135137/140Jul 17$2.84$0.1617.75$132.16$139.84
131/132137/140Jul 17$2.83$0.1716.65$129.17$139.83
129/130137/140Jul 17$2.82$0.1815.67$127.18$139.82
135/136140/142Jul 24$1.83$0.1710.76$134.17$141.83
155/160165/170Aug 21$4.52$0.489.42$155.48$169.52
125/126138/139Jul 10$0.90$0.109.00$125.10$138.90
127/130145/148Aug 7$2.70$0.309.00$127.30$147.70
120/125135/140Aug 21$4.50$0.509.00$120.50$139.50

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 73 found (best R:R 44.45, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$165.00$167.50$170.00Jul 31$0.06$2.4440.67
$125.00$130.00$135.00Aug 21$0.12$4.8840.67
$162.50$165.00$167.50Jul 17$0.09$2.4126.78
$165.00$167.50$170.00Jul 17$0.10$2.4024.00
$165.00$170.00$175.00Aug 21$0.22$4.7821.73
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$160.00$165.00$170.00Aug 21$0.11$4.8944.45
$130.00$135.00$140.00Aug 21$0.22$4.7821.73
$155.00$160.00$165.00Aug 21$0.22$4.7821.73
$125.00$130.00$135.00Aug 21$0.25$4.7519.00
$148.00$149.00$150.00Jul 10$0.06$0.9415.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 92 found (best net $-1.38, 81 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$118.00$134.001:2Jul 24-$1.38$14.62
$152.50$162.501:2Aug 7-$0.34$9.66
$160.00$170.001:2Aug 14-$1.49$8.51
$170.00$175.001:2Jul 24-$0.16$4.84
$165.00$170.001:2Jul 24-$0.22$4.78
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$140.00$131.001:2Aug 14-$1.10$7.90
$140.00$133.001:2Aug 7-$3.07$3.93
$130.00$125.001:2Aug 14-$1.13$3.87
$125.00$120.001:2Aug 21-$1.51$3.49
$144.00$140.001:2Jul 17-$0.76$3.24

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 55 found (best yield 7.10%, avg 2.40%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$150.00Aug 21$10.450.512.0%7.10%9.06%311.1K
$148.00Aug 7$9.050.530.6%6.15%6.75%41
$148.00Aug 14$8.850.530.6%6.02%6.61%1--
$150.00Aug 14$8.500.492.0%5.78%7.74%210
$155.00Aug 21$8.450.445.4%5.74%11.10%181.0K
$150.00Aug 7$8.050.492.0%5.47%7.43%852
$149.00Jul 31$7.350.491.3%5.00%6.27%13
$152.50Aug 14$7.350.463.7%5.00%8.65%16
$152.50Aug 7$7.250.463.7%4.93%8.58%1--
$150.00Jul 31$6.900.472.0%4.69%6.65%9257

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 5,611
Total Puts 4,319
Put/Call Ratio 0.77
Net Difference 1,292

Prior's Put/Call Breakdown

Total Calls 10,502
Total Puts 3,474
Put/Call Ratio 0.33
Net Difference 7,028

Prior 7-Day Put/Call Summary

Total Calls 94,864
Total Puts 45,953
Average Put/Call Ratio 0.49
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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