Tour v494
ZS
ZSCALER INC
$168.68 +3.74%
$168.67 (-0.01%)🌙
as of 08/07 07:23 PM
8/7 19:23

Option Volume

Detail
Current (08/07) 22,498
Calls: 12,758 (57%)
Puts: 9,740 (43%)
Prior (08/06) 8,279
Calls: 4,914 (59%)
Puts: 3,365 (41%)
Current vs Prior +171.75%
Calls: +159.63% (Calls)
Puts: +189.45% (Puts)
Prior 7-Day Total 107,470
Calls: 70,979 (66%)
Puts: 36,491 (34%)
Prior 7-Day Average 15,352
Calls: 10,139 (66%)
Puts: 5,213 (34%)
Current vs Prior 7-Day Avg +46.54%
Calls: +25.82%
Puts: +86.84%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/07) $14.01M
Calls: $10.54M (75%)
Puts: $3.48M (25%)
Prior (08/06) $5.70M
Calls: $4.29M (75%)
Puts: $1.40M (25%)
Current vs Prior +146.01%
Calls: +145.44%
Puts: +147.76%
Prior 7-Day Total $61.83M
Calls: $44.83M (72%)
Puts: $17.01M (28%)
Prior 7-Day Average $8.83M
Calls: $6.40M (72%)
Puts: $2.43M (28%)
Current vs Prior 7-Day Avg +58.65%
Calls: +64.56%
Puts: +43.08%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/07) 0.76
Prior (08/06) 0.68
Current vs Prior +11.49%
Prior 7-Day Average 0.57
Current vs Prior 7-Day Avg +34.57%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/07) 137,464
Calls: 82,524 (60%)
Puts: 54,940 (40%)
Prior (08/06) 110,906
Calls: 64,476 (58%)
Puts: 46,430 (42%)
Current vs Prior +23.95%
Prior 7-Day Total 805,081
Calls: 484,397 (60%)
Puts: 320,684 (40%)
Prior 7-Day Average 115,011
Calls: 69,199 (60%)
Puts: 45,812 (40%)
Current vs Prior 7-Day Avg +19.52%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 1.65% | 6.30%8.67% | 20.36%
Prior 3.76% | 7.17%9.13% | 21.03%
Current vs Prior +67.71% | +20.95%-5.03% | -3.18%
Prior 7-Day Avg 5.27% | 8.40%11.12% | 22.38%
Current vs 7-Day Avg +19.53% | +3.25%-21.98% | -9.01%
Prior 7-Day Eod 3.76% | 7.17%9.13% | 21.03%
Current vs 7-Day Eod +67.71% | +20.95%-5.03% | -3.18%
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

Strong bullish conviction with 75% of dollar volume in calls ($10.54M) vs puts ($3.48M). Massive premium surge with dollar volume up 146% vs prior. Dollar volume significantly above 7-day average (59% higher). Unusually high activity with volume up 172% 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 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 21 of results (avg 8.0%, best 4.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Aug 216.006.25$6.134.1%3290.481.9K
$150.00Sep 1825.4527.00$26.235.9%440.73859
$200.00Sep 186.006.45$6.237.2%1010.282.0K
$140.00Sep 1832.4535.00$33.737.6%200.82368
$175.00Sep 1813.2014.25$13.737.6%710.49634
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Sep 1835.5537.85$36.706.3%20.72--
$195.00Sep 1831.5533.95$32.757.3%50.68--
$165.00Sep 1813.0014.10$13.558.1%380.42297
$165.00Sep 1112.5013.60$13.058.4%50.42--
$200.00Aug 2130.4033.30$31.859.1%20.94--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.42, cheapest $0.42)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Aug 210.390.45$0.4214.3%6070.063.3K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 103 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Aug 726.9530.70$28.8313.0%141.0079
$141.00Aug 726.0029.60$27.8012.9%21.007
$147.00Aug 719.9523.60$21.7816.8%41.0020
$155.00Aug 712.6515.25$13.9518.6%281.00501
$160.00Aug 77.759.85$8.8023.9%2551.00728
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Aug 2130.4033.30$31.859.1%20.94--
$190.00Aug 2120.4024.05$22.2316.4%20.88--
$170.00Aug 70.142.89$1.52180.9%190.8513
$177.50Aug 149.1511.45$10.3022.3%450.75--
$180.00Aug 2112.5015.05$13.7818.5%20.73--

Most actively traded options today. High liquidity = easy entry/exit. 260 active (total vol 16.5K, top 1.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Aug 70.020.20$0.11163.6%1.0K0.151.6K
$190.00Aug 210.721.23$0.9852.0%8660.12713
$165.00Aug 73.004.40$3.7037.8%8000.981.3K
$200.00Aug 210.390.45$0.4214.3%6070.063.3K
$180.00Aug 141.091.41$1.2525.6%5630.19210
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Sep 186.757.80$7.2814.4%5930.27311
$167.50Aug 143.254.70$3.9836.4%4360.445
$140.00Sep 184.004.75$4.3817.1%4090.18884
$135.00Aug 210.100.51$0.31132.3%3300.041.5K
$150.00Aug 210.761.05$0.9131.9%3260.111.6K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 45 strikes (avg 1148.2%, max 3429.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$142.00Aug 7Aug 281813.3%57.0%3080.2%1144
$135.00Aug 7Sep 182206.5%70.7%3022.0%28528
$146.00Aug 7Aug 281591.0%56.7%2706.4%819
$136.00Aug 7Aug 142149.8%85.3%2419.1%1811
$145.00Aug 7Sep 181646.5%69.9%2254.8%29238
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$138.00Aug 7Aug 281995.6%56.5%3429.3%207
$144.00Aug 7Aug 281702.0%56.5%2910.8%19504
$146.00Aug 7Aug 281591.0%56.7%2706.4%2150
$148.00Aug 7Aug 281480.1%53.8%2651.7%1156
$145.00Aug 7Sep 181646.5%69.9%2254.8%90797

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 133 found (best R:R 18.23, avg 3.20)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$190.00$192.50Aug 14$0.13$2.37$0.1318.23$190.13
$195.00$200.00Aug 21$0.26$4.74$0.2618.23$195.26
$187.50$190.00Aug 14$0.15$2.35$0.1515.67$187.65
$190.00$195.00Aug 21$0.30$4.70$0.3015.67$190.30
$182.50$185.00Aug 14$0.24$2.26$0.249.42$182.74
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$167.50$165.00Aug 7$0.15$2.35$0.1515.67$167.35
$150.00$148.00Aug 21$0.12$1.88$0.1215.67$149.88
$157.50$155.00Aug 14$0.21$2.29$0.2110.90$157.29
$137.00$136.00Aug 21$0.11$0.89$0.118.09$136.89
$141.00$140.00Aug 7$0.12$0.88$0.127.33$140.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 175 found (best R:R 25.32, avg 1.88)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$152.50$155.00Aug 14$2.40$2.40$0.1024.00$154.90
$142.00$145.00Aug 7$2.82$2.82$0.1815.67$144.82
$160.00$162.50Aug 7$2.35$2.35$0.1515.67$162.35
$138.00$140.00Aug 28$1.87$1.87$0.1314.38$139.87
$142.00$146.00Aug 14$3.70$3.70$0.3012.33$145.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$200.00$190.00Aug 21$9.62$9.62$0.3825.32$190.38
$190.00$180.00Aug 21$8.45$8.45$1.555.45$181.55
$200.00$195.00Sep 18$3.95$3.95$1.053.76$196.05
$177.50$175.00Aug 14$1.87$1.87$0.632.97$175.63
$172.50$170.00Sep 4$1.77$1.77$0.732.42$170.73

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 39 found (avg debit $1.40, cheapest $0.11)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$136.00Aug 7Aug 14$0.122149.8%85.3%
$190.00Aug 7Aug 14$0.26595.9%52.1%
$147.00Aug 7Aug 14$0.32637.7%64.1%
$200.00Aug 14Aug 21$0.3456.7%53.9%
$149.00Aug 14Aug 21$0.3759.8%53.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$139.00Aug 14Aug 21$0.1172.9%56.3%
$141.00Aug 7Aug 14$0.121202.6%74.3%
$135.00Aug 14Aug 21$0.1582.2%64.7%
$140.00Aug 7Aug 14$0.18842.9%72.8%
$142.00Aug 14Aug 21$0.2167.7%54.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 88 found (cheapest 0.87% of stock, avg 13.29%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$167.50Aug 7$1.27$0.20$1.47$166.03$168.970.87%
$170.00Aug 7$0.11$1.52$1.63$168.37$171.630.97%
$165.00Aug 7$3.70$0.05$3.75$161.25$168.752.22%
$162.50Aug 7$6.45$1.07$7.52$154.98$170.024.46%
$160.00Aug 7$8.80$0.01$8.81$151.19$168.815.22%
$170.00Aug 14$4.08$5.25$9.33$160.67$179.335.53%
$167.50Aug 14$5.38$3.98$9.36$158.14$176.865.55%
$165.00Aug 14$6.60$2.95$9.55$155.45$174.555.66%
$172.50Aug 14$3.10$6.75$9.85$162.65$182.355.84%
$162.50Aug 14$8.38$1.92$10.30$152.20$172.806.11%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 160 found (cheapest 0.18% of stock, avg 7.80%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$170.00$167.50Aug 7$0.11$0.20$0.31$167.19$170.31
$170.00$150.00Aug 7$0.11$0.98$1.09$148.91$171.09
$170.00$162.50Aug 7$0.11$1.07$1.18$161.32$171.18
$170.00$152.50Aug 7$0.11$1.07$1.18$151.32$171.18
$170.00$148.00Aug 7$0.11$1.07$1.18$146.82$171.18
$182.50$167.50Aug 7$1.07$0.20$1.27$166.23$183.77
$182.50$150.00Aug 7$1.07$0.98$2.05$147.95$184.55
$180.00$157.50Aug 14$1.25$0.84$2.09$155.41$182.09
$182.50$162.50Aug 7$1.07$1.07$2.14$160.36$184.64
$182.50$152.50Aug 7$1.07$1.07$2.14$150.36$184.64

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 197 found (best R:R 27.57, avg credit $2.83)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
143/144146/150Aug 28$3.86$0.1427.57$140.14$149.86
155/160175/180Sep 18$4.81$0.1925.32$155.19$179.81
135/136158/160Sep 4$2.40$0.1024.00$133.60$159.90
160/165175/180Sep 18$4.80$0.2024.00$160.20$179.80
135/140145/150Sep 18$4.77$0.2320.74$135.23$149.77
150/152155/158Aug 21$2.38$0.1219.83$150.12$157.38
150/152158/160Sep 4$2.38$0.1219.83$150.12$159.88
152/155158/160Aug 28$2.37$0.1318.23$152.63$159.87
136/137158/160Sep 4$2.37$0.1318.23$134.63$159.87
145/150155/160Sep 18$4.73$0.2717.52$145.27$159.73

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 87 found (best R:R 61.50, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$180.00$185.00$190.00Aug 21$0.08$4.9261.50
$152.50$155.00$157.50Aug 21$0.07$2.4334.71
$157.50$160.00$162.50Aug 7$0.10$2.4024.00
$170.00$172.50$175.00Aug 7$0.10$2.4024.00
$190.00$192.50$195.00Aug 14$0.10$2.4024.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$160.00$162.50$165.00Aug 21$0.06$2.4440.67
$150.00$152.50$155.00Aug 21$0.09$2.4126.78
$150.00$152.50$155.00Aug 28$0.13$2.3718.23
$152.50$155.00$157.50Aug 14$0.14$2.3616.86
$165.00$170.00$175.00Sep 18$0.28$4.7216.86

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 109 found (best net $-5.91, 95 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$190.00$200.001:2Sep 4-$2.70$7.30
$180.00$190.001:2Sep 11-$4.83$5.17
$195.00$200.001:2Aug 14-$0.05$4.95
$195.00$200.001:2Aug 21-$0.16$4.84
$185.00$190.001:2Aug 21-$0.21$4.79
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$195.00$175.001:2Sep 18-$5.91$14.09
$165.00$152.501:2Sep 11-$2.45$10.05
$190.00$180.001:2Aug 21-$5.33$4.67
$150.00$143.001:2Sep 11-$2.73$4.27
$145.00$140.001:2Sep 4-$1.85$3.15

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 49 found (best yield 8.92%, avg 3.26%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$170.00Sep 18$15.050.540.8%8.92%9.70%90478
$170.00Sep 11$13.500.530.8%8.00%8.79%112
$175.00Sep 18$13.200.493.8%7.83%11.57%71634
$172.50Sep 11$12.450.502.3%7.38%9.65%1--
$170.00Sep 4$12.000.530.8%7.11%7.90%2579
$172.50Sep 4$11.600.502.3%6.88%9.14%45
$175.00Sep 11$11.200.483.8%6.64%10.39%3169
$177.50Sep 11$10.300.455.2%6.11%11.34%1--
$180.00Sep 18$10.300.446.7%6.11%12.82%531.1K
$180.00Sep 11$9.750.436.7%5.78%12.49%5--

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 12,758
Total Puts 9,740
Put/Call Ratio 0.76
Net Difference 3,018

Prior's Put/Call Breakdown

Total Calls 4,914
Total Puts 3,365
Put/Call Ratio 0.68
Net Difference 1,549

Prior 7-Day Put/Call Summary

Total Calls 70,979
Total Puts 36,491
Average Put/Call Ratio 0.57
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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