Tour v340
ZS
ZSCALER INC
$148.19 -2.56%
$148.17 (-0.01%)🌙
as of 07/15 07:22 PM
7/15 19:22

Option Volume

Detail
Current (07/15) 21,809
Calls: 16,190 (74%)
Puts: 5,619 (26%)
Prior (07/14) 49,708
Calls: 42,808 (86%)
Puts: 6,900 (14%)
Current vs Prior -56.13%
Calls: -62.18% (Calls)
Puts: -18.57% (Puts)
Prior 7-Day Total 139,449
Calls: 98,895 (71%)
Puts: 40,554 (29%)
Prior 7-Day Average 19,921
Calls: 14,127 (71%)
Puts: 5,793 (29%)
Current vs Prior 7-Day Avg +9.48%
Calls: +14.60%
Puts: -3.01%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/15) $14.02M
Calls: $7.82M (56%)
Puts: $6.19M (44%)
Prior (07/14) $43.06M
Calls: $39.90M (93%)
Puts: $3.16M (7%)
Current vs Prior -67.45%
Calls: -80.39%
Puts: +95.98%
Prior 7-Day Total $98.64M
Calls: $75.63M (77%)
Puts: $23.01M (23%)
Prior 7-Day Average $14.09M
Calls: $10.80M (77%)
Puts: $3.29M (23%)
Current vs Prior 7-Day Avg -0.52%
Calls: -27.59%
Puts: +88.45%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/15) 0.35
Prior (07/14) 0.16
Current vs Prior +115.32%
Prior 7-Day Average 0.56
Current vs Prior 7-Day Avg -37.73%
Sentiment BULLISH

Open Interest

Detail
Current (07/15) 148,789
Calls: 97,270 (65%)
Puts: 51,519 (35%)
Prior (07/14) 141,889
Calls: 92,765 (65%)
Puts: 49,124 (35%)
Current vs Prior +4.86%
Prior 7-Day Total 891,523
Calls: 574,858 (64%)
Puts: 316,665 (36%)
Prior 7-Day Average 127,360
Calls: 82,122 (64%)
Puts: 45,237 (36%)
Current vs Prior 7-Day Avg +16.83%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 4.68% | 8.21%4.68% | 17.55%
Prior 5.81% | 9.54%5.81% | 18.20%
Current vs Prior -19.45% | -13.99%-19.45% | -3.60%
Prior 7-Day Avg 5.34% | 9.10%7.66% | 18.08%
Current vs 7-Day Avg -12.47% | -9.78%-38.93% | -2.95%
Prior 7-Day Eod 5.81% | 9.54%5.81% | 18.20%
Current vs 7-Day Eod -19.45% | -13.99%-19.45% | -3.60%
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

Light premium activity with dollar volume down 67% vs prior. Below-average activity with volume down 56% vs prior. Extreme bullish P/C ratio of 0.35 - heavy call buying (16,190 calls vs 5,619 puts). P/C ratio rising 115% - increased hedging/bearish 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

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 23 of results (avg 7.2%, best 1.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Aug 2119.1519.45$19.301.6%4540.71809
$130.00Aug 2122.1523.25$22.704.8%1190.771.4K
$145.00Aug 2113.1013.85$13.485.6%130.58649
$140.00Aug 2115.7017.10$16.408.5%940.651.1K
$141.00Jul 249.6010.55$10.079.4%20.71--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Aug 2118.3019.05$18.684.0%110.61718
$155.00Aug 2115.0515.85$15.455.2%100.55383
$155.00Jul 3111.3011.95$11.635.6%150.61440
$152.50Aug 711.2011.90$11.556.1%10.55--
$150.00Aug 2112.1012.95$12.526.8%250.48950

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. 99 found (avg delta 0.70, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Jul 2426.6030.45$28.5313.5%21.00--
$125.00Jul 1721.4025.20$23.3016.3%90.99973
$130.00Jul 1716.4520.20$18.3320.5%150.991.8K
$120.00Jul 1726.4030.20$28.3013.4%40.97347
$134.00Jul 1713.2015.65$14.4317.0%110.9741
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$165.00Jul 1714.9018.25$16.5820.2%11.00--
$160.00Jul 1710.7013.85$12.2725.7%260.94256
$157.50Jul 178.4511.10$9.7727.1%10.882
$155.00Jul 177.308.70$8.0017.5%360.80148
$165.00Jul 3117.5020.30$18.9014.8%50.7710

Most actively traded options today. High liquidity = easy entry/exit. 264 active (total vol 16.0K, top 2.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$165.00Jul 170.050.09$0.0757.1%2.5K0.022.1K
$160.00Jul 170.280.40$0.3435.3%2.3K0.093.3K
$157.50Jul 170.420.70$0.5650.0%1.1K0.142.6K
$155.00Jul 170.641.21$0.9361.3%5770.222.2K
$170.00Jul 311.172.07$1.6255.6%5440.1667
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Aug 141.603.05$2.3362.2%5050.1537
$160.00Aug 715.1516.90$16.0210.9%3940.6716
$150.00Jul 173.554.75$4.1528.9%1850.57415
$147.00Jul 244.705.55$5.1316.6%1810.45444
$120.00Aug 211.802.48$2.1431.8%1220.131.9K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 64 strikes (avg 33.4%, max 152.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$120.00Jul 17Jul 24164.3%71.5%129.9%6347
$175.00Jul 17Aug 21121.4%63.5%91.1%4532.7K
$172.50Jul 17Aug 7118.0%69.7%69.3%1129
$125.00Jul 17Aug 21100.9%62.4%61.7%151.2K
$167.50Jul 17Aug 7100.4%66.9%50.0%76217
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$120.00Jul 17Aug 28164.3%65.2%152.0%201.9K
$126.00Jul 17Aug 7132.5%64.3%106.2%38108
$129.00Jul 17Jul 24118.8%63.4%87.2%5101
$124.00Jul 17Jul 31119.9%65.5%83.1%122112
$128.00Jul 17Jul 31110.6%62.1%78.1%486

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 163 found (best R:R 21.73, avg 3.08)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$162.50$165.00Jul 17$0.11$2.39$0.1121.73$162.61
$167.50$170.00Jul 17$0.14$2.36$0.1416.86$167.64
$160.00$162.50Aug 7$0.15$2.35$0.1515.67$160.15
$160.00$162.50Jul 17$0.16$2.34$0.1614.62$160.16
$165.00$167.50Jul 24$0.19$2.31$0.1912.16$165.19
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$128.00$125.00Jul 31$0.21$2.79$0.2113.29$127.79
$125.00$120.00Aug 14$0.39$4.61$0.3911.82$124.61
$129.00$128.00Jul 17$0.11$0.89$0.118.09$128.89
$133.00$130.00Aug 7$0.34$2.66$0.347.82$132.66
$135.00$132.00Jul 24$0.35$2.65$0.357.57$134.65

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 200 found (best R:R 14.62, avg 1.47)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$120.00$125.00Jul 24$4.68$4.68$0.3214.62$124.68
$130.00$132.00Jul 31$1.85$1.85$0.1512.33$131.85
$125.00$130.00Jul 24$4.62$4.62$0.3812.16$129.62
$130.00$135.00Jul 24$4.55$4.55$0.4510.11$134.55
$137.00$139.00Jul 17$1.78$1.78$0.228.09$138.78
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$165.00$160.00Jul 31$4.40$4.40$0.607.33$160.60
$165.00$160.00Jul 17$4.31$4.31$0.696.25$160.69
$150.00$148.00Aug 14$1.72$1.72$0.286.14$148.28
$155.00$152.50Jul 17$2.05$2.05$0.454.56$152.95
$160.00$157.50Jul 24$2.04$2.04$0.464.43$157.96

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 62 found (avg debit $1.81, cheapest $0.19)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$120.00Jul 17Jul 24$0.23164.3%71.5%
$172.50Jul 17Jul 24$0.45118.0%71.1%
$175.00Jul 17Jul 24$0.46121.4%74.7%
$125.00Jul 17Jul 24$0.55100.9%61.9%
$170.00Jul 17Jul 24$0.6393.4%67.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$125.00Jul 17Jul 24$0.19100.9%61.9%
$129.00Jul 17Jul 24$0.27118.8%63.4%
$128.00Jul 17Jul 24$0.39110.6%66.7%
$123.00Jul 31Aug 7$0.4262.1%58.5%
$132.00Jul 17Jul 24$0.54105.1%62.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 85 found (cheapest 4.14% of stock, avg 11.57%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$148.00Jul 17$3.39$2.75$6.14$141.86$154.144.14%
$147.00Jul 17$3.83$2.51$6.34$140.66$153.344.28%
$146.00Jul 17$4.47$1.89$6.36$139.64$152.364.29%
$149.00Jul 17$2.86$3.54$6.40$142.60$155.404.32%
$150.00Jul 17$2.35$4.15$6.50$143.50$156.504.39%
$145.00Jul 17$5.18$1.65$6.83$138.17$151.834.61%
$143.00Jul 17$6.30$0.96$7.26$135.74$150.264.90%
$144.00Jul 17$5.93$1.39$7.32$136.68$151.324.94%
$152.50Jul 17$1.58$5.95$7.53$144.97$160.035.08%
$142.00Jul 17$6.85$0.96$7.81$134.19$149.815.27%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 165 found (cheapest 1.32% of stock, avg 8.31%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$157.50$144.00Jul 17$0.56$1.39$1.95$142.05$159.45
$157.50$145.00Jul 17$0.56$1.65$2.21$142.79$159.71
$155.00$144.00Jul 17$0.93$1.39$2.32$141.68$157.32
$157.50$146.00Jul 17$0.56$1.89$2.45$143.55$159.95
$155.00$145.00Jul 17$0.93$1.65$2.58$142.42$157.58
$155.00$146.00Jul 17$0.93$1.89$2.82$143.18$157.82
$152.50$144.00Jul 17$1.58$1.39$2.97$141.03$155.47
$157.50$147.00Jul 17$0.56$2.51$3.07$143.93$160.57
$152.50$145.00Jul 17$1.58$1.65$3.23$141.77$155.73
$157.50$148.00Jul 17$0.56$2.75$3.31$144.69$160.81

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 290 found (best R:R 40.67, avg credit $2.29)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
150/155160/165Aug 21$4.88$0.1240.67$150.12$164.88
126/127130/135Jul 24$4.81$0.1925.32$122.19$134.81
120/121132/135Jul 31$2.88$0.1224.00$118.12$134.88
146/148152/155Aug 7$2.39$0.1121.73$145.61$154.89
120/125130/135Aug 14$4.77$0.2320.74$120.23$134.77
125/128132/135Jul 31$2.86$0.1420.43$125.14$134.86
140/145150/155Aug 21$4.73$0.2717.52$140.27$154.73
128/129137/139Jul 17$1.89$0.1117.18$127.11$138.89
133/135150/152Aug 7$2.36$0.1416.86$132.64$152.36
136/137138/140Jul 24$1.87$0.1314.38$135.13$139.87

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 82 found (best R:R 82.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$120.00$125.00$130.00Jul 24$0.06$4.9482.33
$125.00$130.00$135.00Jul 24$0.07$4.9370.43
$165.00$170.00$175.00Aug 21$0.07$4.9370.43
$160.00$162.50$165.00Jul 17$0.05$2.4549.00
$162.50$165.00$167.50Jul 24$0.05$2.4549.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$150.00$155.00$160.00Jul 31$0.12$4.8840.67
$145.00$150.00$155.00Aug 21$0.29$4.7116.24
$136.00$137.00$138.00Jul 17$0.06$0.9415.67
$150.00$155.00$160.00Aug 21$0.30$4.7015.67
$140.00$145.00$150.00Aug 21$0.31$4.6915.13

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 85 found (best net $-2.84, 78 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$160.00$170.001:2Aug 28-$2.84$7.16
$160.00$162.501:2Jul 17-$0.02$2.48
$157.50$160.001:2Jul 17-$0.12$2.38
$172.50$175.001:2Jul 17-$0.13$2.37
$155.00$157.501:2Jul 17-$0.19$2.31
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$125.00$120.001:2Jul 24-$0.14$4.86
$160.00$149.001:2Aug 28-$6.51$4.49
$135.00$130.001:2Jul 31-$0.63$4.37
$140.00$134.001:2Aug 14-$2.26$3.74
$125.00$120.001:2Aug 21-$1.34$3.66

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 60 found (best yield 7.63%, avg 2.60%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$150.00Aug 28$11.300.521.2%7.63%8.85%24
$150.00Aug 21$10.500.521.2%7.09%8.31%261.1K
$155.00Aug 28$9.250.474.6%6.24%10.84%2--
$149.00Aug 14$8.900.530.6%6.01%6.55%1237
$155.00Aug 21$8.250.454.6%5.57%10.16%961.1K
$149.00Aug 7$7.950.510.6%5.36%5.91%1033
$160.00Aug 28$7.800.418.0%5.26%13.23%1118
$150.00Aug 7$7.300.491.2%4.93%6.15%859
$152.50Aug 14$7.250.472.9%4.89%7.80%21918
$160.00Aug 21$7.000.398.0%4.72%12.69%1182.7K

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 16,190
Total Puts 5,619
Put/Call Ratio 0.35
Net Difference 10,571

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 98,895
Total Puts 40,554
Average Put/Call Ratio 0.56
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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