Tour v309
ZS
ZSCALER INC
$139.27 -5.34%
$139.40 (+0.09%)🌙
as of 07/10 07:17 PM
7/10 19:17

Option Volume

Detail
Current (07/10) 21,594
Calls: 13,422 (62%)
Puts: 8,172 (38%)
Prior (07/09) 9,930
Calls: 5,611 (57%)
Puts: 4,319 (43%)
Current vs Prior +117.46%
Calls: +139.21% (Calls)
Puts: +89.21% (Puts)
Prior 7-Day Total 129,255
Calls: 86,841 (67%)
Puts: 42,414 (33%)
Prior 7-Day Average 18,465
Calls: 12,405 (67%)
Puts: 6,059 (33%)
Current vs Prior 7-Day Avg +16.95%
Calls: +8.19%
Puts: +34.87%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/10) $8.41M
Calls: $5.52M (66%)
Puts: $2.89M (34%)
Prior (07/09) $9.28M
Calls: $3.92M (42%)
Puts: $5.35M (58%)
Current vs Prior -9.37%
Calls: +40.64%
Puts: -46.04%
Prior 7-Day Total $83.65M
Calls: $58.79M (70%)
Puts: $24.86M (30%)
Prior 7-Day Average $11.95M
Calls: $8.40M (70%)
Puts: $3.55M (30%)
Current vs Prior 7-Day Avg -29.65%
Calls: -34.28%
Puts: -18.73%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/10) 0.61
Prior (07/09) 0.77
Current vs Prior -20.90%
Prior 7-Day Average 0.52
Current vs Prior 7-Day Avg +16.87%
Sentiment BULLISH

Open Interest

Detail
Current (07/10) 125,157
Calls: 82,213 (66%)
Puts: 42,944 (34%)
Prior (07/09) 117,016
Calls: 84,202 (72%)
Puts: 32,814 (28%)
Current vs Prior +6.96%
Prior 7-Day Total 945,994
Calls: 602,888 (64%)
Puts: 343,106 (36%)
Prior 7-Day Average 135,142
Calls: 86,126 (64%)
Puts: 49,015 (36%)
Current vs Prior 7-Day Avg -7.39%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 1.06% | 6.23%6.23% | 17.66%
Prior 3.00% | 6.76%6.76% | 17.42%
Current vs Prior +107.68% | +41.66%-7.86% | +1.39%
Prior 7-Day Avg 4.92% | 8.87%8.91% | 18.23%
Current vs 7-Day Avg +26.62% | +7.89%-30.11% | -3.09%
Prior 7-Day Eod 3.00% | 6.76%-- | --
Current vs 7-Day Eod +107.68% | +41.66%-- | --
Sentiment BEARISHBULLISH

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 5.54% | 8.33%
Calls: 5.84% | 7.69%
Puts: 5.24% | 8.97%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Pricy
+
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🤖 AI Insights

Moderately bullish flow with 66% call dollar volume ($5.52M). Unusually high activity with volume up 117% vs prior - elevated interest. Bullish P/C ratio of 0.61. P/C ratio dropping 21% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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 19 of results (avg 7.8%, best 4.5%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$146.00Jul 171.751.83$1.794.5%1870.2818
$137.00Jul 175.255.75$5.509.1%80.60--
$150.00Aug 216.657.35$7.0010.0%3150.401.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$147.00Jul 3111.6012.25$11.935.4%20.63--
$145.00Jul 3110.3510.95$10.655.6%20.599
$140.00Aug 2110.7511.45$11.106.3%250.472.4K
$150.00Aug 2116.7517.85$17.306.4%950.60837
$135.00Aug 218.308.85$8.576.4%260.391.5K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.72, cheapest $0.47)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$155.00Jul 170.420.51$0.4719.1%4070.091.9K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Jul 170.881.07$0.9819.4%3810.172.5K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 112 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$132.00Jul 105.759.30$7.5347.1%50.9830
$130.00Jul 107.7511.30$9.5337.3%70.97--
$135.00Jul 103.256.30$4.7863.8%70.97128
$115.00Jul 1723.0526.15$24.6012.6%10.94--
$124.00Jul 1714.0017.75$15.8823.6%10.93--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$141.00Jul 100.443.00$1.72148.8%1061.00140
$150.00Jul 109.4511.75$10.6021.7%141.0077
$165.00Jul 1723.8027.25$25.5313.5%80.97--
$155.00Jul 1014.0517.25$15.6520.4%50.97--
$149.00Jul 108.4011.05$9.7327.2%30.9530

Most actively traded options today. High liquidity = easy entry/exit. 300 active (total vol 17.2K, top 1.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$149.00Jul 170.971.28$1.1327.4%1.4K0.2079
$160.00Jul 170.200.25$0.2321.7%1.1K0.05876
$140.00Jul 100.020.55$0.29182.8%9680.35164
$150.00Jul 170.951.15$1.0519.0%6620.182.5K
$141.00Jul 100.000.25$0.13192.3%6260.1646
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Jul 170.120.22$0.1758.8%1.4K0.04729
$140.00Jul 100.271.19$0.73126.0%6440.73223
$136.00Jul 315.456.00$5.739.6%4220.4017
$130.00Jul 170.881.07$0.9819.4%3810.172.5K
$140.00Jul 174.254.70$4.4710.1%2680.51497

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 814.6%, max 2879.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$120.00Jul 10Aug 211741.6%58.4%2879.8%676
$165.00Jul 10Aug 211609.3%60.0%2583.6%1453.3K
$115.00Jul 10Jul 172090.0%82.3%2440.8%217
$127.00Jul 10Jul 241014.0%59.7%1599.5%4--
$157.50Jul 10Jul 24926.6%59.6%1454.4%129236
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$120.00Jul 10Aug 211741.6%58.4%2879.8%662.1K
$126.00Jul 10Aug 71324.3%55.3%2292.7%3055
$125.00Jul 10Aug 211077.9%58.2%1751.0%42666
$127.00Jul 10Aug 71014.0%56.2%1704.4%392
$152.50Jul 10Jul 17859.6%57.3%1399.4%1625

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 152 found (best R:R 24.00, avg 3.27)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$157.50$160.00Jul 10$0.13$2.37$0.1318.23$157.63
$162.50$165.00Jul 17$0.13$2.37$0.1318.23$162.63
$162.50$165.00Jul 24$0.20$2.30$0.2011.50$162.70
$152.50$155.00Jul 10$0.22$2.28$0.2210.36$152.72
$150.00$152.50Aug 7$0.22$2.28$0.2210.36$150.22
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$119.00$112.00Jul 24$0.28$6.72$0.2824.00$118.72
$120.00$115.00Aug 7$0.26$4.74$0.2618.23$119.74
$135.00$133.00Jul 24$0.11$1.89$0.1117.18$134.89
$117.00$115.00Jul 17$0.16$1.84$0.1611.50$116.84
$126.00$125.00Aug 7$0.10$0.90$0.109.00$125.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 204 found (best R:R 34.71, avg 1.98)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$115.00$124.00Jul 17$8.72$8.72$0.2831.14$123.72
$127.00$130.00Jul 10$2.74$2.74$0.2610.54$129.74
$138.00$139.00Jul 31$0.90$0.90$0.109.00$138.90
$131.00$132.00Jul 17$0.87$0.87$0.136.69$131.87
$125.00$128.00Jul 17$2.60$2.60$0.406.50$127.60
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$165.00$160.00Jul 17$4.86$4.86$0.1434.71$160.14
$160.00$155.00Jul 17$4.77$4.77$0.2320.74$155.23
$165.00$160.00Jul 31$4.77$4.77$0.2320.74$160.23
$134.00$132.00Aug 14$1.78$1.78$0.228.09$132.22
$147.00$146.00Jul 10$0.87$0.87$0.136.69$146.13

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 63 found (avg debit $1.70, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$115.00Jul 10Jul 17$0.052090.0%82.3%
$120.00Jul 10Jul 24$0.151741.6%61.1%
$160.00Jul 10Jul 17$0.18836.6%59.6%
$162.50Jul 10Jul 17$0.20916.0%66.1%
$157.50Jul 10Jul 17$0.31926.6%64.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$155.00Jul 10Jul 17$0.25803.7%57.4%
$152.50Jul 10Jul 17$0.37859.6%57.3%
$119.00Jul 17Jul 24$0.4960.6%60.0%
$122.00Jul 17Jul 24$0.4964.1%57.0%
$124.00Jul 17Jul 24$0.8057.6%57.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 100 found (cheapest 0.70% of stock, avg 10.21%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$139.00Jul 10$0.75$0.23$0.98$138.02$139.980.70%
$140.00Jul 10$0.29$0.73$1.02$138.98$141.020.73%
$141.00Jul 10$0.13$1.72$1.85$139.15$142.851.33%
$138.00Jul 10$1.75$0.16$1.91$136.09$139.911.37%
$142.00Jul 10$0.52$2.28$2.80$139.20$144.802.01%
$137.00Jul 10$2.90$0.19$3.09$133.91$140.092.22%
$136.00Jul 10$3.43$0.32$3.75$132.25$139.752.69%
$143.00Jul 10$0.34$3.74$4.08$138.92$147.082.93%
$135.00Jul 10$4.78$0.03$4.81$130.19$139.813.45%
$144.00Jul 10$0.39$5.10$5.49$138.51$149.493.94%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.32% of stock, avg 7.58%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$140.00$138.00Jul 10$0.29$0.16$0.45$137.55$140.45
$140.00$137.00Jul 10$0.29$0.19$0.48$136.52$140.48
$143.00$138.00Jul 10$0.34$0.16$0.50$137.50$143.50
$140.00$139.00Jul 10$0.29$0.23$0.52$138.48$140.52
$143.00$137.00Jul 10$0.34$0.19$0.53$136.47$143.53
$144.00$138.00Jul 10$0.39$0.16$0.55$137.45$144.55
$143.00$139.00Jul 10$0.34$0.23$0.57$138.43$143.57
$144.00$137.00Jul 10$0.39$0.19$0.58$136.42$144.58
$140.00$136.00Jul 10$0.29$0.32$0.61$135.39$140.61
$144.00$139.00Jul 10$0.39$0.23$0.62$138.38$144.62

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 320 found (best R:R 19.00, avg credit $1.82)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
125/126130/132Jul 24$1.90$0.1019.00$124.10$131.90
130/131138/140Jul 24$1.90$0.1019.00$129.10$139.90
120/121125/128Jul 17$2.83$0.1716.65$118.17$127.83
122/123138/140Jul 24$1.88$0.1215.67$121.12$139.88
132/133145/147Jul 24$1.88$0.1215.67$131.12$146.88
136/137142/144Aug 14$1.88$0.1215.67$135.12$143.88
125/126138/140Jul 24$1.85$0.1512.33$124.15$139.85
126/127132/135Jul 24$2.77$0.2312.04$124.23$134.77
130/133152/155Aug 7$2.77$0.2312.04$130.23$155.27
115/117125/128Jul 17$2.76$0.2411.50$114.24$127.76

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 103 found (best R:R 54.56, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$160.00$162.50$165.00Jul 24$0.05$2.4549.00
$155.00$157.50$160.00Jul 24$0.06$2.4440.67
$150.00$152.50$155.00Jul 17$0.10$2.4024.00
$157.50$160.00$162.50Jul 10$0.13$2.3718.23
$143.00$144.00$145.00Jul 17$0.06$0.9415.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$155.00$160.00$165.00Jul 17$0.09$4.9154.56
$142.00$143.00$144.00Jul 17$0.05$0.9519.00
$146.00$147.00$148.00Jul 17$0.05$0.9519.00
$125.00$130.00$135.00Aug 21$0.32$4.6814.62
$131.00$132.00$133.00Jul 17$0.07$0.9313.29

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 $-0.97, 78 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$155.00$165.001:2Aug 14-$0.97$9.03
$160.00$165.001:2Jul 31-$0.75$4.25
$155.00$160.001:2Jul 31-$0.83$4.17
$155.00$160.001:2Aug 7-$1.98$3.02
$160.00$162.501:2Jul 10-$0.05$2.45
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$119.00$112.001:2Jul 24-$0.06$6.94
$120.00$115.001:2Aug 7-$0.95$4.05
$132.00$127.001:2Jul 10-$1.05$3.95
$125.00$120.001:2Aug 14-$1.12$3.88
$120.00$115.001:2Aug 21-$1.19$3.81

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 70 found (best yield 7.72%, avg 2.67%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$140.00Aug 21$10.750.540.5%7.72%8.24%901.1K
$145.00Aug 21$8.500.474.1%6.10%10.22%98638
$140.00Aug 14$8.200.550.5%5.89%6.41%1136
$142.00Aug 14$8.200.522.0%5.89%7.85%44
$141.00Aug 14$7.750.531.2%5.56%6.81%11--
$140.00Aug 7$7.200.520.5%5.17%5.69%525
$142.00Aug 7$7.200.482.0%5.17%7.13%61
$140.00Jul 31$6.800.520.5%4.88%5.41%1278
$150.00Aug 21$6.650.407.7%4.77%12.48%3151.1K
$141.00Aug 7$6.600.501.2%4.74%5.98%23

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 13,422
Total Puts 8,172
Put/Call Ratio 0.61
Net Difference 5,250

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 86,841
Total Puts 42,414
Average Put/Call Ratio 0.52
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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