Tour v500
ZS
ZSCALER INC
$176.68 +4.74%
$177.00 (+0.18%)🌙
as of 08/10 07:23 PM
8/10 19:23

Option Volume

Detail
Current (08/10) 29,699
Calls: 21,881 (74%)
Puts: 7,818 (26%)
Prior (08/07) 22,498
Calls: 12,758 (57%)
Puts: 9,740 (43%)
Current vs Prior +32.01%
Calls: +71.51% (Calls)
Puts: -19.73% (Puts)
Prior 7-Day Total 119,899
Calls: 75,825 (63%)
Puts: 44,074 (37%)
Prior 7-Day Average 17,128
Calls: 10,832 (63%)
Puts: 6,296 (37%)
Current vs Prior 7-Day Avg +73.39%
Calls: +102.00%
Puts: +24.17%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/10) $27.49M
Calls: $23.12M (84%)
Puts: $4.38M (16%)
Prior (08/07) $14.01M
Calls: $10.54M (75%)
Puts: $3.48M (25%)
Current vs Prior +96.19%
Calls: +119.38%
Puts: +25.88%
Prior 7-Day Total $68.12M
Calls: $49.16M (72%)
Puts: $18.96M (28%)
Prior 7-Day Average $9.73M
Calls: $7.02M (72%)
Puts: $2.71M (28%)
Current vs Prior 7-Day Avg +182.52%
Calls: +229.17%
Puts: +61.57%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/10) 0.36
Prior (08/07) 0.76
Current vs Prior -53.20%
Prior 7-Day Average 0.64
Current vs Prior 7-Day Avg -43.94%
Sentiment BULLISH

Open Interest

Detail
Current (08/10) 155,371
Calls: 93,604 (60%)
Puts: 61,767 (40%)
Prior (08/07) 137,464
Calls: 82,524 (60%)
Puts: 54,940 (40%)
Current vs Prior +13.03%
Prior 7-Day Total 836,187
Calls: 500,724 (60%)
Puts: 335,463 (40%)
Prior 7-Day Average 119,455
Calls: 71,532 (60%)
Puts: 47,923 (40%)
Current vs Prior 7-Day Avg +30.07%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/14) | Next (08/21)Expiry (08/21) | Next (09/18)
Current 5.54% | 8.24%8.24% | 19.70%
Prior 6.30% | 8.67%8.67% | 20.36%
Current vs Prior -12.16% | -4.98%-4.98% | -3.28%
Prior 7-Day Avg 5.36% | 8.35%10.49% | 22.03%
Current vs 7-Day Avg +3.25% | -1.30%-21.41% | -10.59%
Prior 7-Day Eod 6.30% | 8.67%8.67% | 20.36%
Current vs 7-Day Eod -12.16% | -4.98%-4.98% | -3.28%
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 84% of dollar volume in calls ($23.12M) vs puts ($4.38M). Elevated premium activity with dollar volume up 96% vs prior. Dollar volume significantly above 7-day average (183% higher). Extreme bullish P/C ratio of 0.36 - heavy call buying (21,881 calls vs 7,818 puts).

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 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 35 of results (avg 7.6%, best 3.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Sep 1825.1526.05$25.603.5%730.71922
$170.00Sep 1819.3520.20$19.774.3%2050.61491
$190.00Sep 1811.0511.55$11.304.4%1880.421.0K
$155.00Sep 1828.2029.55$28.884.7%450.76400
$165.00Sep 1822.2023.35$22.785.0%270.66456
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Sep 1830.4031.40$30.903.2%30.66833
$210.00Sep 1838.0039.35$38.673.5%30.72--
$190.00Sep 1822.9524.40$23.676.1%650.5745
$175.00Sep 1814.2015.40$14.808.1%140.44235
$165.00Sep 1810.0010.85$10.438.1%1150.34292

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.92, cheapest $0.92)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Aug 280.831.00$0.9218.5%30.0969
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 83 found (avg delta 0.75, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$152.50Aug 1423.5026.15$24.8310.7%30.99--
$155.00Aug 1421.2023.40$22.309.9%180.99495
$142.00Aug 2133.5036.85$35.179.5%20.98--
$150.00Aug 1425.5028.40$26.9510.8%60.9881
$157.50Aug 1418.3521.00$19.6813.5%70.98306
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$185.00Aug 148.7010.25$9.4816.4%40.76--
$210.00Sep 1838.0039.35$38.673.5%30.72--
$200.00Sep 1830.4031.40$30.903.2%30.66833
$180.00Aug 145.357.10$6.2328.1%200.61--
$190.00Sep 420.3523.25$21.8013.3%610.60--

Most actively traded options today. High liquidity = easy entry/exit. 213 active (total vol 20.8K, top 1.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Aug 142.483.00$2.7419.0%1.6K0.39577
$170.00Aug 219.9011.40$10.6514.1%1.2K0.681.8K
$190.00Aug 212.092.60$2.3421.8%1.2K0.241.3K
$210.00Sep 185.906.40$6.158.1%1.1K0.27932
$180.00Sep 1814.8015.70$15.255.9%9890.521.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Aug 210.050.71$0.38173.7%4880.051.7K
$150.00Sep 184.605.55$5.0718.7%4610.20668
$165.00Aug 211.862.87$2.3742.6%3490.23350
$165.00Aug 140.350.84$0.6081.7%2920.1291
$175.00Aug 142.833.65$3.2425.3%2400.4229

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 17 strikes (avg 16.8%, max 77.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$147.00Aug 14Aug 2899.1%55.8%77.8%1527
$149.00Aug 14Aug 2893.8%55.8%68.1%3--
$150.00Aug 14Sep 1881.9%69.6%17.7%55938
$146.00Aug 21Aug 2862.0%53.7%15.4%79
$192.50Aug 14Aug 2861.5%57.4%7.1%1633
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$142.00Aug 14Sep 1190.7%74.3%22.2%1220
$150.00Aug 14Sep 1881.9%69.6%17.7%529740
$144.00Aug 21Aug 2867.1%57.4%16.9%1224
$190.00Sep 4Sep 1877.7%72.0%8.0%12645
$145.00Aug 14Sep 1876.4%70.9%7.8%137692

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 138 found (best R:R 44.45, avg 3.97)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$195.00$200.00Aug 14$0.15$4.85$0.1532.33$195.15
$205.00$210.00Aug 21$0.26$4.74$0.2618.23$205.26
$200.00$205.00Aug 21$0.27$4.73$0.2717.52$200.27
$187.50$190.00Aug 21$0.16$2.34$0.1614.62$187.66
$192.50$195.00Aug 14$0.21$2.29$0.2110.90$192.71
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$150.00$145.00Aug 14$0.11$4.89$0.1144.45$149.89
$149.00$145.00Aug 28$0.18$3.82$0.1821.22$148.82
$152.50$150.00Aug 28$0.12$2.38$0.1219.83$152.38
$149.00$145.00Sep 11$0.25$3.75$0.2515.00$148.75
$162.50$160.00Aug 14$0.16$2.34$0.1614.62$162.34

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 170 found (best R:R 19.83, avg 1.74)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$152.50$155.00Aug 21$2.38$2.38$0.1219.83$154.88
$147.00$149.00Aug 14$1.90$1.90$0.1019.00$148.90
$157.50$160.00Aug 14$2.35$2.35$0.1515.67$159.85
$160.00$162.50Aug 14$2.35$2.35$0.1515.67$162.35
$165.00$167.50Aug 14$2.35$2.35$0.1515.67$167.35
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$210.00$200.00Sep 18$7.77$7.77$2.233.48$202.23
$182.50$180.00Sep 4$1.92$1.92$0.583.31$180.58
$200.00$190.00Sep 18$7.23$7.23$2.772.61$192.77
$180.00$177.50Aug 14$1.68$1.68$0.822.05$178.32
$190.00$185.00Sep 18$3.29$3.29$1.711.92$186.71

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 48 found (avg debit $1.53, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$146.00Aug 21Aug 28$0.0862.0%53.7%
$142.00Aug 21Aug 28$0.2365.2%63.3%
$152.50Aug 14Aug 21$0.2561.1%57.0%
$210.00Aug 14Aug 21$0.2972.8%58.2%
$155.00Aug 14Aug 21$0.4057.8%54.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$142.00Aug 14Aug 21$0.1390.7%65.2%
$145.00Aug 14Aug 21$0.1576.4%60.1%
$144.00Aug 21Aug 28$0.1867.1%57.4%
$143.00Aug 14Aug 21$0.2381.1%67.8%
$150.00Aug 14Aug 21$0.2481.9%59.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 75 found (cheapest 4.75% of stock, avg 13.99%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$177.50Aug 14$3.85$4.55$8.40$169.10$185.904.75%
$175.00Aug 14$5.23$3.24$8.47$166.53$183.474.79%
$180.00Aug 14$2.74$6.23$8.97$171.03$188.975.08%
$172.50Aug 14$6.65$2.38$9.03$163.47$181.535.11%
$170.00Aug 14$8.38$1.54$9.92$160.08$179.925.61%
$185.00Aug 14$1.46$9.48$10.94$174.06$195.946.19%
$167.50Aug 14$10.48$0.91$11.39$156.11$178.896.45%
$172.50Aug 21$8.82$4.30$13.12$159.38$185.627.43%
$177.50Aug 21$6.32$6.83$13.15$164.35$190.657.44%
$175.00Aug 21$7.73$5.58$13.31$161.69$188.317.53%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.91% of stock, avg 8.42%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$187.50$165.00Aug 14$1.00$0.60$1.60$163.40$189.10
$187.50$167.50Aug 14$1.00$0.91$1.91$165.59$189.41
$185.00$165.00Aug 14$1.46$0.60$2.06$162.94$187.06
$185.00$167.50Aug 14$1.46$0.91$2.37$165.13$187.37
$187.50$170.00Aug 14$1.00$1.54$2.54$167.46$190.04
$182.50$165.00Aug 14$2.11$0.60$2.71$162.29$185.21
$185.00$170.00Aug 14$1.46$1.54$3.00$167.00$188.00
$182.50$167.50Aug 14$2.11$0.91$3.02$164.48$185.52
$180.00$165.00Aug 14$2.74$0.60$3.34$161.66$183.34
$187.50$172.50Aug 14$1.00$2.38$3.38$169.12$190.88

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 190 found (best R:R 44.45, avg credit $2.83)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
170/175180/185Sep 18$4.89$0.1144.45$170.11$184.89
160/165170/175Sep 18$4.83$0.1728.41$160.17$174.83
165/168172/175Sep 4$2.36$0.1416.86$165.14$174.86
149/150155/158Aug 28$2.34$0.1614.62$147.66$157.34
144/145155/158Aug 28$2.32$0.1812.89$142.68$157.32
150/152155/158Aug 28$2.32$0.1812.89$150.18$157.32
155/160165/170Sep 18$4.64$0.3612.89$155.36$169.64
160/165180/185Sep 18$4.60$0.4011.50$160.40$184.60
149/150158/160Aug 28$2.29$0.2110.90$147.71$159.79
144/145158/160Aug 28$2.27$0.239.87$142.73$159.77

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 78 found (best R:R 70.43, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$175.00$180.00$185.00Sep 11$0.07$4.9370.43
$185.00$187.50$190.00Aug 28$0.07$2.4334.71
$200.00$205.00$210.00Aug 28$0.17$4.8328.41
$145.00$150.00$155.00Sep 18$0.17$4.8328.41
$155.00$160.00$165.00Sep 4$0.19$4.8125.32
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$150.00$155.00$160.00Sep 18$0.13$4.8737.46
$152.50$155.00$157.50Aug 21$0.08$2.4230.25
$155.00$157.50$160.00Aug 21$0.08$2.4230.25
$157.50$160.00$162.50Aug 28$0.08$2.4230.25
$152.50$155.00$157.50Aug 28$0.09$2.4126.78

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 75 found (best net $-2.27, 70 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$200.00$210.001:2Sep 11-$2.27$7.73
$200.00$210.001:2Sep 4-$3.60$6.40
$200.00$210.001:2Sep 18-$3.90$6.10
$205.00$210.001:2Aug 21-$0.09$4.91
$195.00$200.001:2Aug 21-$0.28$4.72
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$160.00$152.501:2Sep 11-$2.30$5.20
$149.00$145.001:2Aug 28-$0.40$3.60
$150.00$145.001:2Sep 4-$1.83$3.17
$157.50$155.001:2Aug 14$0.00$2.50
$155.00$152.501:2Aug 14-$0.03$2.47

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 49 found (best yield 8.38%, avg 3.01%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$180.00Sep 18$14.800.521.9%8.38%10.26%9891.1K
$177.50Sep 4$13.150.540.5%7.44%7.91%8--
$180.00Sep 11$12.850.521.9%7.27%9.15%412
$185.00Sep 18$12.200.474.7%6.91%11.61%671.4K
$180.00Sep 4$11.850.511.9%6.71%8.59%140111
$190.00Sep 18$11.050.427.5%6.25%13.79%1881.0K
$182.50Sep 4$10.800.493.3%6.11%9.41%251
$185.00Sep 11$10.750.464.7%6.08%10.79%77
$185.00Sep 4$9.850.464.7%5.58%10.28%2380
$195.00Sep 18$9.350.3810.4%5.29%15.66%24414

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 21,881
Total Puts 7,818
Put/Call Ratio 0.36
Net Difference 14,063

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 75,825
Total Puts 44,074
Average Put/Call Ratio 0.64
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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