Tour v344
ZS
ZSCALER INC
$146.43 -1.19%
7/16 19:15

Option Volume

Detail
Current (07/16) 14,218
Calls: 8,011 (56%)
Puts: 6,207 (44%)
Prior (07/15) 21,809
Calls: 16,190 (74%)
Puts: 5,619 (26%)
Current vs Prior -34.81%
Calls: -50.52% (Calls)
Puts: +10.46% (Puts)
Prior 7-Day Total 144,846
Calls: 104,979 (72%)
Puts: 39,867 (28%)
Prior 7-Day Average 20,692
Calls: 14,997 (72%)
Puts: 5,695 (28%)
Current vs Prior 7-Day Avg -31.29%
Calls: -46.58%
Puts: +8.98%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/16) $8.45M
Calls: $2.67M (32%)
Puts: $5.77M (68%)
Prior (07/15) $14.02M
Calls: $7.82M (56%)
Puts: $6.19M (44%)
Current vs Prior -39.75%
Calls: -65.83%
Puts: -6.81%
Prior 7-Day Total $101.32M
Calls: $74.35M (73%)
Puts: $26.98M (27%)
Prior 7-Day Average $14.47M
Calls: $10.62M (73%)
Puts: $3.85M (27%)
Current vs Prior 7-Day Avg -41.65%
Calls: -74.83%
Puts: +49.78%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/16) 0.77
Prior (07/15) 0.35
Current vs Prior +123.25%
Prior 7-Day Average 0.52
Current vs Prior 7-Day Avg +49.62%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/16) 124,161
Calls: 79,702 (64%)
Puts: 44,459 (36%)
Prior (07/15) 148,789
Calls: 97,270 (65%)
Puts: 51,519 (35%)
Current vs Prior -16.55%
Prior 7-Day Total 907,445
Calls: 591,398 (65%)
Puts: 316,047 (35%)
Prior 7-Day Average 129,635
Calls: 84,485 (65%)
Puts: 45,149 (35%)
Current vs Prior 7-Day Avg -4.22%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 3.19% | 7.53%3.19% | 17.23%
Prior 4.68% | 8.21%4.68% | 17.55%
Current vs Prior -31.80% | -8.20%-31.80% | -1.79%
Prior 7-Day Avg 5.06% | 8.77%6.82% | 17.86%
Current vs 7-Day Avg -36.98% | -14.07%-53.27% | -3.53%
Prior 7-Day Eod 4.68% | 8.21%4.68% | 17.55%
Current vs 7-Day Eod -31.80% | -8.20%-31.80% | -1.79%
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

Moderately bearish flow with 68% put dollar volume ($5.77M). P/C ratio rising 123% - increased hedging/bearish positioning. Call-heavy open interest (79,702 calls vs 44,459 puts) suggests bullish positioning. Declining open interest (down 17%) 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 30 of results (avg 7.4%, best 3.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Aug 2110.0010.40$10.203.9%600.491.0K
$155.00Aug 218.058.45$8.254.8%190.421.1K
$160.00Aug 216.356.85$6.607.6%600.362.8K
$155.00Aug 289.109.85$9.487.9%30.446
$147.00Aug 78.409.20$8.809.1%160.513
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Aug 2119.3019.90$19.603.1%8880.64715
$155.00Aug 2115.9016.55$16.234.0%100.57383
$150.00Aug 2112.9513.55$13.254.5%2690.51942
$165.00Aug 2122.3023.60$22.955.7%30.69325
$145.00Aug 2110.2510.85$10.555.7%520.45609

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. 86 found (avg delta 0.70, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Jul 1724.6027.15$25.889.9%70.99343
$136.00Jul 178.7011.30$10.0026.0%210.9676
$125.00Jul 1719.5022.05$20.7812.3%80.96973
$134.00Jul 1710.6013.95$12.2727.3%80.95--
$135.00Jul 179.6512.35$11.0024.5%70.951.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Jul 1712.8015.55$14.1819.4%81.00241
$172.50Jul 1725.4028.00$26.709.7%20.93--
$155.00Jul 178.1010.70$9.4027.7%260.93--
$152.50Jul 175.308.40$6.8545.3%20.9065
$175.00Aug 2130.4532.95$31.707.9%20.78197

Most actively traded options today. High liquidity = easy entry/exit. 247 active (total vol 10.4K, top 1.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Jul 170.040.05$0.0520.0%1.4K0.023.4K
$157.50Jul 170.050.10$0.0862.5%7020.032.4K
$157.50Jul 241.321.92$1.6237.0%4800.2251
$150.00Jul 170.601.04$0.8253.7%3620.262.3K
$152.50Jul 170.020.46$0.24183.3%3150.11405
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Aug 2119.3019.90$19.603.1%8880.64715
$150.00Jul 246.957.70$7.3310.2%7140.59132
$150.00Aug 2112.9513.55$13.254.5%2690.51942
$139.00Jul 313.354.20$3.7822.5%2390.32249
$137.00Jul 241.682.05$1.8619.9%2350.2319

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 66.3%, max 303.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$172.50Jul 17Jul 31196.7%62.4%215.3%20423
$170.00Jul 17Aug 21176.6%64.8%172.5%1292.6K
$167.50Jul 17Aug 14162.6%60.4%169.2%69215
$120.00Jul 17Jul 31179.2%70.6%154.0%8343
$130.00Jul 17Aug 21155.7%62.5%149.1%473.1K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$124.00Jul 17Jul 24278.5%69.0%303.5%111141
$121.00Jul 17Jul 31227.6%64.7%251.5%7163
$125.00Jul 17Aug 28184.4%63.8%188.9%100988
$120.00Jul 17Aug 28179.2%62.8%185.3%7216
$130.00Jul 17Aug 21155.7%62.5%149.1%704.0K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 153 found (best R:R 24.00, avg 3.13)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$162.50$165.00Jul 17$0.10$2.40$0.1024.00$162.60
$170.00$172.50Jul 24$0.11$2.39$0.1121.73$170.11
$155.00$157.50Jul 17$0.12$2.38$0.1219.83$155.12
$167.50$170.00Jul 24$0.13$2.37$0.1318.23$167.63
$170.00$172.50Jul 31$0.23$2.27$0.239.87$170.23
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$128.00$125.00Aug 7$0.22$2.78$0.2212.64$127.78
$130.00$128.00Jul 17$0.16$1.84$0.1611.50$129.84
$134.00$130.00Jul 24$0.38$3.62$0.389.53$133.62
$128.00$127.00Jul 31$0.10$0.90$0.109.00$127.90
$128.00$127.00Jul 24$0.13$0.87$0.136.69$127.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 187 found (best R:R 21.73, avg 1.53)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$128.00$131.00Jul 24$2.82$2.82$0.1815.67$130.82
$124.00$128.00Jul 24$3.65$3.65$0.3510.43$127.65
$130.00$132.00Jul 17$1.80$1.80$0.209.00$131.80
$120.00$130.00Jul 31$8.92$8.92$1.088.26$128.92
$144.00$145.00Aug 14$0.88$0.88$0.127.33$144.88
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$160.00$155.00Jul 17$4.78$4.78$0.2221.73$155.22
$170.00$165.00Aug 21$4.55$4.55$0.4510.11$165.45
$152.50$150.00Jul 17$2.22$2.22$0.287.93$150.28
$141.00$140.00Aug 7$0.88$0.88$0.127.33$140.12
$149.00$148.00Jul 17$0.86$0.86$0.146.14$148.14

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 56 found (avg debit $1.95, cheapest $0.17)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$170.00Jul 17Jul 24$0.17176.6%67.2%
$175.00Jul 17Jul 24$0.20157.9%69.1%
$167.50Jul 17Jul 24$0.30162.6%66.3%
$165.00Jul 17Jul 24$0.61100.8%62.5%
$133.00Jul 17Jul 24$0.78129.2%63.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$121.00Jul 17Jul 24$0.18227.6%85.2%
$120.00Jul 17Jul 24$0.27179.2%81.6%
$125.00Jul 17Jul 24$0.31184.4%75.1%
$130.00Jul 17Jul 24$0.42155.7%65.6%
$128.00Jul 17Jul 24$0.44148.3%67.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 70 found (cheapest 2.71% of stock, avg 11.06%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$147.00Jul 17$1.64$2.33$3.97$143.03$150.972.71%
$146.00Jul 17$2.34$1.82$4.16$141.84$150.162.84%
$145.00Jul 17$2.94$1.25$4.19$140.81$149.192.86%
$148.00Jul 17$1.42$2.92$4.34$143.66$152.342.96%
$144.00Jul 17$3.56$1.05$4.61$139.39$148.613.15%
$149.00Jul 17$0.97$3.78$4.75$144.25$153.753.24%
$143.00Jul 17$4.28$0.78$5.06$137.94$148.063.46%
$150.00Jul 17$0.82$4.63$5.45$144.55$155.453.72%
$142.00Jul 17$5.03$0.60$5.63$136.37$147.633.84%
$140.00Jul 17$6.60$0.35$6.95$133.05$146.954.75%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.57% of stock, avg 7.81%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$152.50$142.00Jul 17$0.24$0.60$0.84$141.16$153.34
$152.50$143.00Jul 17$0.24$0.78$1.02$141.98$153.52
$152.50$144.00Jul 17$0.24$1.05$1.29$142.71$153.79
$150.00$142.00Jul 17$0.82$0.60$1.42$140.58$151.42
$152.50$145.00Jul 17$0.24$1.25$1.49$143.51$153.99
$149.00$142.00Jul 17$0.97$0.60$1.57$140.43$150.57
$150.00$143.00Jul 17$0.82$0.78$1.60$141.40$151.60
$149.00$143.00Jul 17$0.97$0.78$1.75$141.25$150.75
$150.00$144.00Jul 17$0.82$1.05$1.87$142.13$151.87
$148.00$142.00Jul 17$1.42$0.60$2.02$139.98$150.02

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 330 found (best R:R 39.00, avg credit $2.25)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
121/122124/128Jul 24$3.90$0.1039.00$118.10$127.90
120/125130/135Aug 21$4.81$0.1925.32$120.19$134.81
120/121124/128Jul 24$3.80$0.2019.00$117.20$127.80
135/136142/144Jul 31$1.83$0.1710.76$134.17$143.83
120/121136/140Jul 17$3.64$0.3610.11$117.36$139.64
135/136140/142Jul 24$1.82$0.1810.11$134.18$141.82
120/121140/142Jul 17$1.81$0.199.53$119.19$141.81
134/135140/142Jul 24$1.81$0.199.53$133.19$141.81
140/141148/150Aug 7$1.81$0.199.53$139.19$149.81
121/122140/142Jul 24$1.80$0.209.00$120.20$141.80

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 72 found (best R:R 61.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$165.00$170.00$175.00Aug 21$0.08$4.9261.50
$167.50$170.00$172.50Jul 17$0.05$2.4549.00
$120.00$125.00$130.00Jul 17$0.12$4.8840.67
$160.00$162.50$165.00Aug 7$0.07$2.4334.71
$155.00$157.50$160.00Jul 17$0.09$2.4126.78
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$120.00$125.00$130.00Aug 21$0.12$4.8840.67
$130.00$132.00$134.00Jul 31$0.10$1.9019.00
$125.00$130.00$135.00Aug 21$0.25$4.7519.00
$145.00$150.00$155.00Aug 21$0.28$4.7216.86
$139.00$140.00$141.00Jul 17$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. 93 found (best net $-1.66, 84 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$162.50$175.001:2Aug 28-$1.85$10.65
$165.00$170.001:2Jul 31-$0.54$4.46
$152.50$160.001:2Aug 14-$3.67$3.83
$165.00$170.001:2Aug 7-$1.56$3.44
$170.00$175.001:2Aug 21-$2.34$2.66
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$172.50$160.001:2Jul 17-$1.66$10.84
$136.00$125.001:2Aug 28-$0.42$10.58
$125.00$120.001:2Aug 21-$0.82$4.18
$134.00$130.001:2Jul 24-$0.34$3.66
$125.00$120.001:2Aug 28-$1.47$3.53

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 57 found (best yield 7.65%, avg 2.56%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$148.00Aug 28$11.200.521.1%7.65%8.72%326
$150.00Aug 21$10.000.492.4%6.83%9.27%601.0K
$152.50Aug 28$9.400.474.2%6.42%10.56%1--
$155.00Aug 28$9.100.445.8%6.21%12.07%36
$147.00Aug 7$8.400.510.4%5.74%6.13%163
$147.00Aug 14$8.250.530.4%5.63%6.02%191
$155.00Aug 21$8.050.425.8%5.50%11.35%191.1K
$148.00Aug 7$7.850.491.1%5.36%6.43%1345
$160.00Aug 28$7.200.389.3%4.92%14.18%225
$150.00Aug 7$6.850.462.4%4.68%7.12%1--

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 8,011
Total Puts 6,207
Put/Call Ratio 0.77
Net Difference 1,804

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 104,979
Total Puts 39,867
Average Put/Call Ratio 0.52
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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