Tour v334
ZS
ZSCALER INC
$152.09 +7.24%
$152.33 (+0.16%)🌙
as of 07/14 07:40 PM
7/14 19:40

Option Volume

Detail
Current (07/14) 49,708
Calls: 42,808 (86%)
Puts: 6,900 (14%)
Prior (07/13) 12,213
Calls: 6,885 (56%)
Puts: 5,328 (44%)
Current vs Prior +307.01%
Calls: +521.76% (Calls)
Puts: +29.50% (Puts)
Prior 7-Day Total 109,032
Calls: 69,688 (64%)
Puts: 39,344 (36%)
Prior 7-Day Average 15,576
Calls: 9,955 (64%)
Puts: 5,620 (36%)
Current vs Prior 7-Day Avg +219.13%
Calls: +330.00%
Puts: +22.76%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/14) $43.06M
Calls: $39.90M (93%)
Puts: $3.16M (7%)
Prior (07/13) $6.20M
Calls: $2.76M (45%)
Puts: $3.44M (55%)
Current vs Prior +594.67%
Calls: +1346.21%
Puts: -8.12%
Prior 7-Day Total $67.15M
Calls: $43.75M (65%)
Puts: $23.40M (35%)
Prior 7-Day Average $9.59M
Calls: $6.25M (65%)
Puts: $3.34M (35%)
Current vs Prior 7-Day Avg +348.91%
Calls: +538.48%
Puts: -5.46%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/14) 0.16
Prior (07/13) 0.77
Current vs Prior -79.17%
Prior 7-Day Average 0.59
Current vs Prior 7-Day Avg -72.87%
Sentiment BULLISH

Open Interest

Detail
Current (07/14) 141,889
Calls: 92,765 (65%)
Puts: 49,124 (35%)
Prior (07/13) 104,916
Calls: 64,067 (61%)
Puts: 40,849 (39%)
Current vs Prior +35.24%
Prior 7-Day Total 889,039
Calls: 572,358 (64%)
Puts: 316,681 (36%)
Prior 7-Day Average 127,005
Calls: 81,765 (64%)
Puts: 45,240 (36%)
Current vs Prior 7-Day Avg +11.72%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 5.81% | 9.54%5.81% | 18.20%
Prior 5.94% | 8.93%5.94% | 17.78%
Current vs Prior -2.33% | +6.87%-2.33% | +2.38%
Prior 7-Day Avg 5.50% | 9.31%7.97% | 18.06%
Current vs 7-Day Avg +5.55% | +2.52%-27.12% | +0.79%
Prior 7-Day Eod 5.94% | 8.93%5.94% | 17.78%
Current vs 7-Day Eod -2.33% | +6.87%-2.33% | +2.38%
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

Strong bullish conviction with 93% of dollar volume in calls ($39.90M) vs puts ($3.16M). Massive premium surge with dollar volume up 595% vs prior. Dollar volume significantly above 7-day average (349% higher). Unusually high activity with volume up 307% vs prior - elevated interest.

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 13 of results (avg 6.7%, best 3.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Aug 2129.6030.60$30.103.3%750.86301
$150.00Aug 2113.3013.75$13.533.3%3240.57995
$130.00Aug 2125.3526.55$25.954.6%6030.811.7K
$160.00Aug 219.009.45$9.234.9%1.0K0.442.5K
$165.00Aug 217.357.75$7.555.3%520.392.5K
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Aug 2110.5011.05$10.785.1%830.43922
$146.00Aug 147.708.25$7.986.9%60.383
$165.00Aug 2119.5021.10$20.307.9%230.61324
$175.00Aug 2126.2028.70$27.459.1%10.71198

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. 110 found (avg delta 0.71, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Jul 1725.2028.65$26.9212.8%170.99--
$130.00Jul 1720.6523.00$21.8310.8%580.971.8K
$134.00Jul 1716.2019.85$18.0220.3%30.9643
$136.00Jul 1714.8017.95$16.3819.2%20.9582
$135.00Jul 1715.7018.45$17.0816.1%570.931.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Jul 1716.6019.35$17.9815.3%240.93291
$165.00Jul 1711.9015.50$13.7026.3%290.88132
$170.00Jul 2417.4521.20$19.3319.4%40.83--
$160.00Jul 178.8010.10$9.4513.8%70.77261
$175.00Aug 2126.2028.70$27.459.1%10.71198

Most actively traded options today. High liquidity = easy entry/exit. 291 active (total vol 34.4K, top 7.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$157.50Jul 171.741.98$1.8612.9%7.8K0.31118
$160.00Jul 171.251.38$1.329.8%3.7K0.231.8K
$175.00Aug 214.705.30$5.0012.0%2.3K0.28745
$165.00Jul 170.520.65$0.5922.0%2.1K0.12962
$180.00Jul 170.060.13$0.1070.0%1.4K0.02839
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$155.00Jul 318.6010.90$9.7523.6%5460.526
$127.00Aug 70.502.65$1.58136.1%3040.125
$138.00Jul 312.143.55$2.8549.5%2320.2211
$135.00Jul 240.801.37$1.0952.3%2310.1275
$147.00Jul 243.154.85$4.0042.5%2090.35355

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 65 strikes (avg 27.4%, max 88.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$125.00Jul 17Aug 21100.0%63.8%56.8%92301
$130.00Jul 17Aug 2198.3%63.6%54.6%6613.5K
$135.00Jul 17Aug 2893.6%62.3%50.3%581.1K
$180.00Jul 17Aug 2890.8%66.2%37.2%1.4K839
$134.00Jul 17Jul 2483.7%64.4%29.9%443
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$123.00Jul 17Jul 31122.8%65.2%88.4%4149
$124.00Jul 17Jul 31128.5%70.0%83.7%104102
$127.00Jul 17Aug 7118.6%64.8%82.9%3075
$122.00Jul 17Jul 24128.9%73.6%75.1%941
$128.00Jul 17Jul 31113.0%66.0%71.3%2057

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 196 found (best R:R 24.00, avg 2.93)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$167.50$170.00Jul 17$0.13$2.37$0.1318.23$167.63
$170.00$172.50Jul 17$0.13$2.37$0.1318.23$170.13
$165.00$167.50Jul 17$0.15$2.35$0.1515.67$165.15
$162.50$165.00Jul 17$0.19$2.31$0.1912.16$162.69
$177.50$180.00Jul 24$0.19$2.31$0.1912.16$177.69
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$135.00$130.00Aug 14$0.20$4.80$0.2024.00$134.80
$133.00$131.00Jul 31$0.15$1.85$0.1512.33$132.85
$127.00$126.00Jul 17$0.10$0.90$0.109.00$126.90
$134.00$133.00Jul 17$0.10$0.90$0.109.00$133.90
$126.00$125.00Jul 17$0.11$0.89$0.118.09$125.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 235 found (best R:R 20.05, avg 1.26)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$130.00$134.00Jul 17$3.81$3.81$0.1920.05$133.81
$127.00$129.00Aug 7$1.80$1.80$0.209.00$128.80
$125.00$130.00Aug 21$4.15$4.15$0.854.88$129.15
$138.00$140.00Jul 31$1.65$1.65$0.354.71$139.65
$148.00$149.00Aug 14$0.82$0.82$0.184.56$148.82
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$141.00$140.00Aug 7$0.87$0.87$0.136.69$140.13
$170.00$165.00Jul 17$4.28$4.28$0.725.94$165.72
$165.00$160.00Jul 17$4.25$4.25$0.755.67$160.75
$170.00$160.00Jul 24$8.20$8.20$1.804.56$161.80
$160.00$155.00Jul 17$4.00$4.00$1.004.00$156.00

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 63 found (avg debit $1.72, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$180.00Jul 17Jul 24$0.3990.8%66.4%
$175.00Jul 17Jul 24$0.5880.9%63.1%
$136.00Jul 17Jul 24$0.6478.6%66.5%
$172.50Jul 17Jul 24$0.9379.1%66.5%
$134.00Jul 17Jul 24$0.9683.7%64.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$122.00Jul 17Jul 24$0.06128.9%73.6%
$128.00Jul 17Jul 24$0.14113.0%67.2%
$125.00Jul 17Jul 24$0.18100.0%67.5%
$129.00Jul 17Jul 24$0.21113.2%68.7%
$123.00Jul 17Jul 24$0.22122.8%78.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 95 found (cheapest 4.85% of stock, avg 12.84%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$152.50Jul 17$3.55$3.83$7.38$145.12$159.884.85%
$150.00Jul 17$5.00$2.85$7.85$142.15$157.855.16%
$155.00Jul 17$2.76$5.45$8.21$146.79$163.215.40%
$149.00Jul 17$5.70$2.66$8.36$140.64$157.365.50%
$148.00Jul 17$6.33$2.08$8.41$139.59$156.415.53%
$147.00Jul 17$7.03$1.74$8.77$138.23$155.775.77%
$146.00Jul 17$7.65$1.54$9.19$136.81$155.196.04%
$145.00Jul 17$8.30$1.18$9.48$135.52$154.486.23%
$144.00Jul 17$9.27$1.09$10.36$133.64$154.366.81%
$160.00Jul 17$1.32$9.45$10.77$149.23$170.777.08%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 1.53% of stock, avg 8.47%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$162.50$146.00Jul 17$0.78$1.54$2.32$143.68$164.82
$162.50$147.00Jul 17$0.78$1.74$2.52$144.48$165.02
$160.00$146.00Jul 17$1.32$1.54$2.86$143.14$162.86
$162.50$148.00Jul 17$0.78$2.08$2.86$145.14$165.36
$160.00$147.00Jul 17$1.32$1.74$3.06$143.94$163.06
$157.50$146.00Jul 17$1.86$1.54$3.40$142.60$160.90
$160.00$148.00Jul 17$1.32$2.08$3.40$144.60$163.40
$162.50$149.00Jul 17$0.78$2.66$3.44$145.56$165.94
$157.50$147.00Jul 17$1.86$1.74$3.60$143.40$161.10
$162.50$150.00Jul 17$0.78$2.85$3.63$146.37$166.13

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 263 found (best R:R 26.78, avg credit $2.03)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
150/155170/175Aug 21$4.82$0.1826.78$150.18$174.82
125/126138/140Jul 24$1.90$0.1019.00$124.10$139.90
129/130138/140Jul 24$1.89$0.1117.18$128.11$139.89
134/135138/140Jul 24$1.86$0.1413.29$133.14$139.86
125/127135/137Aug 7$1.85$0.1512.33$125.15$136.85
136/137138/140Jul 31$1.84$0.1611.50$135.16$139.84
130/135140/145Aug 28$4.58$0.4210.90$130.42$144.58
140/142148/149Aug 14$1.82$0.1810.11$140.18$149.82
130/135140/145Aug 21$4.54$0.469.87$130.46$144.54
128/129138/140Jul 31$1.81$0.199.53$127.19$139.81

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 101 found (best R:R 49.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$157.50$160.00$162.50Jul 31$0.05$2.4549.00
$170.00$172.50$175.00Jul 17$0.07$2.4334.71
$152.50$155.00$157.50Jul 31$0.12$2.3819.83
$145.00$146.00$147.00Jul 24$0.06$0.9415.67
$155.00$157.50$160.00Jul 31$0.15$2.3515.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$155.00$157.50$160.00Jul 24$0.06$2.4440.67
$125.00$130.00$135.00Aug 21$0.13$4.8737.46
$155.00$160.00$165.00Jul 17$0.25$4.7519.00
$140.00$145.00$150.00Aug 21$0.25$4.7519.00
$130.00$135.00$140.00Aug 28$0.27$4.7317.52

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 $-2.93, 91 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$170.00$180.001:2Aug 28-$3.10$6.90
$175.00$180.001:2Jul 17-$0.08$4.92
$175.00$180.001:2Jul 31-$0.33$4.67
$175.00$180.001:2Aug 7-$1.32$3.68
$175.00$180.001:2Aug 14-$1.55$3.45
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$170.00$160.001:2Jul 24-$2.93$7.07
$160.00$155.001:2Jul 17-$1.45$3.55
$130.00$125.001:2Aug 21-$1.45$3.55
$130.00$125.001:2Aug 28-$1.84$3.16
$162.50$155.001:2Jul 31-$4.65$2.85

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 66 found (best yield 7.92%, avg 2.83%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$152.50Aug 28$12.050.540.3%7.92%8.19%2--
$155.00Aug 28$11.550.511.9%7.59%9.51%4--
$155.00Aug 21$10.950.511.9%7.20%9.11%1041.1K
$152.50Aug 14$9.350.530.3%6.15%6.42%19--
$152.50Aug 7$9.150.530.3%6.02%6.29%3--
$160.00Aug 21$9.000.445.2%5.92%11.12%1.0K2.5K
$160.00Aug 28$8.800.465.2%5.79%10.99%184
$155.00Aug 14$8.450.491.9%5.56%7.47%914
$162.50Aug 28$8.300.436.8%5.46%12.30%33
$152.50Jul 31$7.950.530.3%5.23%5.50%3947

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 42,808
Total Puts 6,900
Put/Call Ratio 0.16
Net Difference 35,908

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 69,688
Total Puts 39,344
Average Put/Call Ratio 0.59
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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