Tour v325
ZS
ZSCALER INC
$141.82 +1.83%
$140.25 (-1.11%)🌙
as of 07/13 07:15 PM
7/13 19:15

Option Volume

Detail
Current (07/13) 12,213
Calls: 6,885 (56%)
Puts: 5,328 (44%)
Prior (07/10) 21,594
Calls: 13,422 (62%)
Puts: 8,172 (38%)
Current vs Prior -43.44%
Calls: -48.70% (Calls)
Puts: -34.80% (Puts)
Prior 7-Day Total 127,957
Calls: 83,586 (65%)
Puts: 44,371 (35%)
Prior 7-Day Average 18,279
Calls: 11,940 (65%)
Puts: 6,338 (35%)
Current vs Prior 7-Day Avg -33.19%
Calls: -42.34%
Puts: -15.95%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/13) $6.20M
Calls: $2.76M (45%)
Puts: $3.44M (55%)
Prior (07/10) $8.41M
Calls: $5.52M (66%)
Puts: $2.89M (34%)
Current vs Prior -26.26%
Calls: -50.01%
Puts: +19.16%
Prior 7-Day Total $78.58M
Calls: $53.90M (69%)
Puts: $24.67M (31%)
Prior 7-Day Average $11.23M
Calls: $7.70M (69%)
Puts: $3.52M (31%)
Current vs Prior 7-Day Avg -44.77%
Calls: -64.17%
Puts: -2.41%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/13) 0.77
Prior (07/10) 0.61
Current vs Prior +27.10%
Prior 7-Day Average 0.55
Current vs Prior 7-Day Avg +39.50%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/13) 104,916
Calls: 64,067 (61%)
Puts: 40,849 (39%)
Prior (07/10) 125,157
Calls: 82,213 (66%)
Puts: 42,944 (34%)
Current vs Prior -16.17%
Prior 7-Day Total 938,744
Calls: 606,421 (65%)
Puts: 332,323 (35%)
Prior 7-Day Average 134,106
Calls: 86,631 (65%)
Puts: 47,474 (35%)
Current vs Prior 7-Day Avg -21.77%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 5.94% | 8.93%5.94% | 17.78%
Prior 6.23% | 9.57%6.23% | 17.66%
Current vs Prior -4.52% | -6.73%-4.52% | +0.64%
Prior 7-Day Avg 5.09% | 9.07%8.37% | 18.11%
Current vs 7-Day Avg +16.75% | -1.61%-28.99% | -1.87%
Prior 7-Day Eod 6.23% | 9.57%6.23% | 17.66%
Current vs 7-Day Eod -4.52% | -6.73%-4.52% | +0.64%
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 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

Below-average activity with volume down 43% vs prior. Call-heavy open interest (64,067 calls vs 40,849 puts) suggests bullish positioning. Declining open interest (down 16%) indicates positions being closed.

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 14 of results (avg 8.2%, best 5.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$145.00Aug 219.7510.30$10.035.5%430.49672
$140.00Aug 2111.8512.60$12.236.1%340.561.1K
$160.00Aug 214.755.10$4.937.1%2560.302.6K
$125.00Aug 2120.1022.00$21.059.0%160.76297
$114.00Jul 1726.1528.80$27.489.6%31.001
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Aug 2130.4532.50$31.486.5%20.78584
$155.00Aug 2118.6520.15$19.407.7%190.63374
$145.00Aug 2112.4513.50$12.988.1%260.51567
$160.00Aug 2121.8523.75$22.808.3%120.69706
$150.00Aug 2115.4516.85$16.158.7%300.57914

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. 84 found (avg delta 0.69, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$114.00Jul 1726.1528.80$27.489.6%31.001
$123.00Jul 1716.9519.85$18.4015.8%11.004
$124.00Jul 1716.0518.90$17.4816.3%11.00--
$125.00Jul 1715.5018.00$16.7514.9%140.95--
$128.00Jul 1712.7015.20$13.9517.9%10.92--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Jul 1718.0019.80$18.909.5%80.95--
$157.50Jul 1714.7518.05$16.4020.1%20.93--
$155.00Jul 1712.9515.40$14.1817.3%30.90130
$165.00Jul 3123.3526.35$24.8512.1%10.85--
$165.00Aug 724.3027.25$25.7811.4%10.80--

Most actively traded options today. High liquidity = easy entry/exit. 240 active (total vol 8.5K, top 884)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$155.00Jul 170.360.52$0.4436.4%7270.101.8K
$150.00Jul 171.011.26$1.1421.9%6580.212.6K
$160.00Jul 170.150.23$0.1942.1%3640.051.6K
$160.00Aug 214.755.10$4.937.1%2560.302.6K
$152.50Jul 170.650.80$0.7320.5%2420.1530
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Aug 217.608.80$8.2014.6%8840.371.5K
$140.00Aug 77.9510.00$8.9822.8%4360.4444
$130.00Jul 170.400.89$0.6575.4%1460.122.4K
$130.00Jul 241.552.45$2.0045.0%1270.21206
$133.00Jul 170.781.28$1.0348.5%970.18278

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 11.0%, max 57.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$162.50Jul 17Jul 3180.1%62.7%27.7%22915
$170.00Jul 17Aug 2178.0%63.4%23.0%1072.4K
$128.00Jul 17Jul 3174.4%60.8%22.5%26
$125.00Jul 17Aug 2174.9%62.3%20.3%30297
$124.00Jul 17Jul 3172.3%61.2%18.1%2--
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$115.00Jul 17Aug 2199.1%62.8%57.9%1083.0K
$120.00Jul 17Aug 2179.4%63.0%26.2%1103.8K
$128.00Jul 17Jul 3174.4%60.8%22.5%619
$125.00Jul 17Aug 2174.9%62.3%20.3%731.7K
$126.00Jul 17Jul 3175.7%64.7%17.0%19100

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 162 found (best R:R 19.83, avg 3.28)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$167.50$170.00Aug 14$0.12$2.38$0.1219.83$167.62
$160.00$162.50Jul 24$0.14$2.36$0.1416.86$160.14
$155.00$157.50Jul 17$0.15$2.35$0.1515.67$155.15
$165.00$170.00Jul 24$0.33$4.67$0.3314.15$165.33
$162.50$165.00Jul 17$0.17$2.33$0.1713.71$162.67
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$124.00$120.00Jul 24$0.25$3.75$0.2515.00$123.75
$125.00$120.00Jul 31$0.44$4.56$0.4410.36$124.56
$127.00$125.00Aug 7$0.18$1.82$0.1810.11$126.82
$121.00$120.00Jul 17$0.10$0.90$0.109.00$120.90
$117.00$115.00Jul 24$0.20$1.80$0.209.00$116.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 196 found (best R:R 28.41, avg 1.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$125.00$128.00Jul 17$2.80$2.80$0.2014.00$127.80
$136.00$137.00Jul 17$0.87$0.87$0.136.69$136.87
$128.00$129.00Jul 17$0.85$0.85$0.155.67$128.85
$130.00$132.00Jul 17$1.67$1.67$0.335.06$131.67
$128.00$130.00Jul 31$1.65$1.65$0.354.71$129.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$155.00$150.00Jul 17$4.83$4.83$0.1728.41$150.17
$170.00$165.00Aug 21$4.68$4.68$0.3214.62$165.32
$157.50$155.00Jul 17$2.22$2.22$0.287.93$155.28
$165.00$155.00Jul 31$8.58$8.58$1.426.04$156.42
$150.00$149.00Jul 24$0.82$0.82$0.184.56$149.18

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 64 found (avg debit $1.78, cheapest $0.17)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$170.00Jul 17Jul 24$0.2478.0%61.5%
$125.00Jul 17Jul 24$0.3874.9%65.0%
$124.00Jul 17Jul 24$0.4272.3%64.3%
$165.00Jul 17Jul 24$0.5471.0%63.4%
$162.50Jul 17Jul 24$0.5980.1%63.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$115.00Jul 17Jul 24$0.1799.1%70.1%
$118.00Jul 24Jul 31$0.3368.0%61.2%
$119.00Jul 24Jul 31$0.3470.7%62.4%
$114.00Jul 31Aug 7$0.4469.5%67.4%
$120.00Jul 17Jul 24$0.5179.4%69.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 70 found (cheapest 5.52% of stock, avg 11.80%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$142.00Jul 17$3.70$4.13$7.83$134.17$149.835.52%
$140.00Jul 17$4.80$3.13$7.93$132.07$147.935.59%
$144.00Jul 17$2.89$5.20$8.09$135.91$152.095.70%
$139.00Jul 17$5.43$2.78$8.21$130.79$147.215.79%
$145.00Jul 17$2.48$5.78$8.26$136.74$153.265.82%
$138.00Jul 17$6.13$2.32$8.45$129.55$146.455.96%
$146.00Jul 17$2.16$6.55$8.71$137.29$154.716.14%
$137.00Jul 17$6.68$2.04$8.72$128.28$145.726.15%
$136.00Jul 17$7.55$1.74$9.29$126.71$145.296.55%
$135.00Jul 17$8.00$1.48$9.48$125.52$144.486.68%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 2.75% of stock, avg 8.28%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$146.00$136.00Jul 17$2.16$1.74$3.90$132.10$149.90
$146.00$137.00Jul 17$2.16$2.04$4.20$132.80$150.20
$145.00$136.00Jul 17$2.48$1.74$4.22$131.78$149.22
$146.00$138.00Jul 17$2.16$2.32$4.48$133.52$150.48
$145.00$137.00Jul 17$2.48$2.04$4.52$132.48$149.52
$144.00$136.00Jul 17$2.89$1.74$4.63$131.37$148.63
$145.00$138.00Jul 17$2.48$2.32$4.80$133.20$149.80
$144.00$137.00Jul 17$2.89$2.04$4.93$132.07$148.93
$146.00$139.00Jul 17$2.16$2.78$4.94$134.06$150.94
$143.00$136.00Jul 17$3.30$1.74$5.04$130.96$148.04

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 317 found (best R:R 37.46, avg credit $2.06)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
143/148150/155Aug 14$4.87$0.1337.46$143.13$154.87
126/127128/130Jul 31$1.88$0.1215.67$125.12$129.88
145/150155/160Aug 21$4.69$0.3115.13$145.31$159.69
130/131134/136Jul 31$1.86$0.1413.29$129.14$135.86
141/143149/150Aug 14$1.83$0.1710.76$141.17$150.83
118/119128/130Jul 31$1.82$0.1810.11$117.18$129.82
125/130135/140Aug 21$4.52$0.489.42$125.48$139.52
127/128130/132Jul 17$1.80$0.209.00$126.20$131.80
119/120134/136Jul 31$1.80$0.209.00$118.20$135.80
132/133134/136Jul 31$1.79$0.218.52$131.21$135.79

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 75 found (best R:R 61.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$155.00$157.50$160.00Jul 17$0.05$2.4549.00
$150.00$152.50$155.00Jul 24$0.05$2.4549.00
$150.00$155.00$160.00Aug 21$0.13$4.8737.46
$155.00$157.50$160.00Jul 24$0.09$2.4126.78
$150.00$152.50$155.00Jul 17$0.12$2.3819.83
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$145.00$150.00$155.00Aug 21$0.08$4.9261.50
$150.00$155.00$160.00Aug 21$0.15$4.8532.33
$115.00$120.00$125.00Aug 14$0.17$4.8328.41
$140.00$142.00$144.00Jul 17$0.07$1.9327.57
$135.00$140.00$145.00Aug 21$0.18$4.8226.78

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 78 found (best net $-1.32, 74 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$120.00$135.001:2Aug 7-$1.32$13.68
$165.00$170.001:2Jul 17-$0.02$4.98
$165.00$170.001:2Jul 31-$0.68$4.32
$165.00$170.001:2Aug 7-$0.81$4.19
$160.00$165.001:2Aug 7-$1.60$3.40
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$125.00$120.001:2Jul 31-$0.79$4.21
$120.00$115.001:2Aug 14-$0.79$4.21
$120.00$115.001:2Aug 21-$1.08$3.92
$120.00$116.001:2Jul 17-$0.09$3.91
$124.00$120.001:2Jul 24-$0.35$3.65

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 64 found (best yield 6.87%, avg 2.39%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$145.00Aug 21$9.750.492.2%6.87%9.12%43672
$142.00Aug 14$8.500.530.1%5.99%6.12%1--
$142.00Aug 7$7.950.530.1%5.61%5.73%264
$145.00Aug 14$7.950.482.2%5.61%7.85%1--
$144.00Aug 7$7.300.501.5%5.15%6.68%35
$150.00Aug 21$7.200.425.8%5.08%10.84%57997
$142.00Jul 31$6.750.520.1%4.76%4.89%24
$143.00Jul 31$6.550.500.8%4.62%5.45%36
$149.00Aug 14$6.450.435.1%4.55%9.61%2401
$150.00Aug 14$6.400.415.8%4.51%10.28%1410

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 6,885
Total Puts 5,328
Put/Call Ratio 0.77
Net Difference 1,557

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 83,586
Total Puts 44,371
Average Put/Call Ratio 0.55
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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