Tour v504
ZS
ZSCALER INC
$178.55 +1.06%
$178.17 (-0.21%)🌙
as of 08/11 07:24 PM
8/11 19:24

Option Volume

Detail
Current (08/11) 16,442
Calls: 11,546 (70%)
Puts: 4,896 (30%)
Prior (08/10) 29,699
Calls: 21,881 (74%)
Puts: 7,818 (26%)
Current vs Prior -44.64%
Calls: -47.23% (Calls)
Puts: -37.38% (Puts)
Prior 7-Day Total 134,753
Calls: 86,269 (64%)
Puts: 48,484 (36%)
Prior 7-Day Average 19,250
Calls: 12,324 (64%)
Puts: 6,926 (36%)
Current vs Prior 7-Day Avg -14.59%
Calls: -6.31%
Puts: -29.31%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/11) $19.90M
Calls: $17.65M (89%)
Puts: $2.25M (11%)
Prior (08/10) $27.49M
Calls: $23.12M (84%)
Puts: $4.38M (16%)
Current vs Prior -27.61%
Calls: -23.64%
Puts: -48.57%
Prior 7-Day Total $90.17M
Calls: $68.85M (76%)
Puts: $21.32M (24%)
Prior 7-Day Average $12.88M
Calls: $9.84M (76%)
Puts: $3.05M (24%)
Current vs Prior 7-Day Avg +54.52%
Calls: +79.48%
Puts: -26.11%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/11) 0.42
Prior (08/10) 0.36
Current vs Prior +18.68%
Prior 7-Day Average 0.65
Current vs Prior 7-Day Avg -34.35%
Sentiment BULLISH

Open Interest

Detail
Current (08/11) 141,409
Calls: 84,801 (60%)
Puts: 56,608 (40%)
Prior (08/10) 155,371
Calls: 93,604 (60%)
Puts: 61,767 (40%)
Current vs Prior -8.99%
Prior 7-Day Total 869,114
Calls: 522,579 (60%)
Puts: 346,535 (40%)
Prior 7-Day Average 124,159
Calls: 74,654 (60%)
Puts: 49,505 (40%)
Current vs Prior 7-Day Avg +13.89%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/14) | Next (08/21)Expiry (08/21) | Next (09/18)
Current 4.82% | 7.38%7.38% | 18.93%
Prior 5.54% | 8.24%8.24% | 19.70%
Current vs Prior -12.99% | -10.43%-10.43% | -3.89%
Prior 7-Day Avg 5.71% | 8.47%9.98% | 21.53%
Current vs 7-Day Avg -15.61% | -12.83%-26.03% | -12.07%
Prior 7-Day Eod 5.54% | 8.24%8.24% | 19.70%
Current vs 7-Day Eod -12.99% | -10.43%-10.43% | -3.89%
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 89% of dollar volume in calls ($17.65M) vs puts ($2.25M). Dollar volume significantly above 7-day average (55% higher). Below-average activity with volume down 45% vs prior. Extreme bullish P/C ratio of 0.42 - heavy call buying (11,546 calls vs 4,896 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 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 11 of results (avg 8.1%, best 3.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$172.50Aug 219.209.55$9.383.7%240.68--
$143.00Sep 436.1538.85$37.507.2%20.881
$145.00Sep 1835.5538.40$36.977.7%340.85--
$185.00Sep 1812.3013.35$12.838.2%610.471.4K
$155.00Aug 2122.9525.10$24.038.9%90.941.1K
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Sep 1835.9038.20$37.056.2%10.73177
$175.00Sep 1111.7512.75$12.258.2%10.42--
$175.00Sep 1812.8013.95$13.388.6%110.42232

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. 87 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Aug 1426.8029.60$28.209.9%101.0076
$145.00Aug 1431.4535.20$33.3311.3%20.9833
$160.00Aug 1417.0019.70$18.3514.7%190.98243
$155.00Aug 1421.5024.60$23.0513.4%60.98485
$157.50Aug 1419.0022.85$20.9318.4%40.96301
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$195.00Aug 2817.1020.75$18.9319.3%50.77--
$185.00Aug 146.759.00$7.8828.6%100.754
$210.00Sep 1835.9038.20$37.056.2%10.73177
$200.00Sep 2528.3531.95$30.1511.9%10.64--
$190.00Sep 419.1021.95$20.5313.9%40.59--

Most actively traded options today. High liquidity = easy entry/exit. 213 active (total vol 7.0K, top 402)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$185.00Aug 141.161.40$1.2818.8%4020.25844
$200.00Sep 187.109.00$8.0523.6%2840.342.5K
$170.00Aug 219.8011.55$10.6816.4%2770.741.4K
$177.50Aug 143.654.80$4.2227.3%2760.56221
$180.00Aug 142.143.60$2.8750.9%1960.45956
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$177.50Aug 142.393.85$3.1246.8%2950.44109
$150.00Aug 140.000.03$0.02150.0%2780.0077
$160.00Aug 210.420.85$0.6467.2%1920.091.1K
$170.00Sep 189.6512.15$10.9022.9%1550.37361
$175.00Aug 141.872.30$2.0920.6%1450.34129

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 1 strikes (avg 5.5%, max 5.5%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$187.50Aug 14Aug 2858.0%55.0%5.5%11559
PUTS (0)
No puts found

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 133 found (best R:R 4.75, avg 3.23)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$185.00$190.00Sep 11$0.87$4.13$0.8746%4.75$185.87
$160.00$170.00Sep 25$5.87$4.13$5.8772%0.70$165.87
$170.00$175.00Sep 25$2.15$2.85$2.1562%1.33$172.15
$185.00$190.00Sep 4$1.35$3.65$1.3546%2.70$186.35
$185.00$190.00Sep 18$1.48$3.52$1.4847%2.38$186.48
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$195.00$180.00Aug 28$10.03$4.97$10.0377%0.50$184.97
$165.00$162.50Aug 28$0.38$2.12$0.3822%5.58$164.62
$155.00$150.00Aug 28$0.27$4.73$0.2710%17.52$154.73
$162.50$160.00Sep 11$0.57$1.93$0.5729%3.39$161.93
$167.50$165.00Aug 21$0.35$2.15$0.3521%6.14$167.15

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 95 found (best R:R 0.82, avg 0.48)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$180.00$182.50Aug 28$1.55$1.55$0.9551%1.63$181.55
$180.00$185.00Sep 11$2.70$2.70$2.3048%1.17$182.70
$182.50$185.00Aug 14$0.87$0.87$1.6365%0.53$183.37
$197.50$200.00Aug 14$0.22$0.22$2.2894%0.10$197.72
$195.00$200.00Aug 21$0.67$0.67$4.3383%0.15$195.67
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$175.00$165.00Sep 11$4.52$4.52$5.4858%0.82$170.48
$165.00$155.00Sep 25$3.45$3.45$6.5567%0.53$161.55
$150.00$145.00Sep 25$1.53$1.53$3.4780%0.44$148.47
$177.50$175.00Sep 11$1.75$1.75$0.7555%2.33$175.75
$170.00$165.00Sep 18$2.33$2.33$2.6763%0.87$167.67

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $2.29, cheapest $2.15)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$182.50Aug 14Aug 21$2.1559.0%51.7%
$177.50Aug 14Aug 21$2.3157.0%50.3%
$175.00Aug 14Aug 21$2.2356.9%51.6%
$180.00Aug 14Aug 21$2.4155.5%51.3%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$177.50Aug 14Aug 21$2.3357.0%50.3%
$175.00Aug 14Aug 21$2.3656.9%51.6%
$180.00Aug 14Aug 21$2.2755.5%51.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 40 found (cheapest 4.06% of stock, avg 11.27%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$180.00Aug 14$2.87$4.38$7.25$172.75$187.254.06%
$177.50Aug 14$4.22$3.12$7.34$170.16$184.844.11%
$175.00Aug 14$5.50$2.09$7.59$167.41$182.594.25%
$172.50Aug 14$7.25$1.44$8.69$163.81$181.194.87%
$185.00Aug 14$1.28$7.88$9.16$175.84$194.165.13%
$170.00Aug 14$9.48$0.64$10.12$159.88$180.125.67%
$167.50Aug 14$11.13$0.55$11.68$155.82$179.186.54%
$180.00Aug 21$5.28$6.65$11.93$168.07$191.936.68%
$177.50Aug 21$6.53$5.45$11.98$165.52$189.486.71%
$175.00Aug 21$7.73$4.45$12.18$162.82$187.186.82%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 160 found (cheapest 0.60% of stock, avg 7.62%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$190.00$167.50Aug 14$0.53$0.55$1.08$166.42$191.08
$190.00$170.00Aug 14$0.53$0.64$1.17$168.83$191.17
$187.50$167.50Aug 14$0.88$0.55$1.43$166.07$188.93
$187.50$170.00Aug 14$0.88$0.64$1.52$168.48$189.02
$185.00$167.50Aug 14$1.28$0.55$1.83$165.67$186.83
$185.00$170.00Aug 14$1.28$0.64$1.92$168.08$186.92
$190.00$172.50Aug 14$0.53$1.44$1.97$170.53$191.97
$187.50$172.50Aug 14$0.88$1.44$2.32$170.18$189.82
$185.00$172.50Aug 14$1.28$1.44$2.72$169.78$187.72
$190.00$175.00Aug 14$0.53$2.09$2.62$172.38$192.62

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 113 found (best R:R 0.69, avg credit $1.35)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
170/172198/200Aug 14$1.02$1.4869%0.69$171.48$198.52
160/162198/200Aug 14$0.58$1.9286%0.30$161.92$198.08
145/146190/192Aug 21$1.04$1.4667%0.71$144.96$191.04
145/146192/195Aug 21$0.89$1.6172%0.55$145.11$193.39
170/172182/185Aug 14$1.67$0.8340%2.01$170.83$184.17
160/162182/185Aug 14$1.23$1.2757%0.97$161.27$183.73
170/172192/195Aug 14$0.94$1.5666%0.60$171.56$193.44
160/162192/195Aug 14$0.50$2.0084%0.25$162.00$193.00
146/147198/200Aug 14$0.32$2.1890%0.15$146.68$197.82
170/172188/190Aug 14$1.15$1.3557%0.85$171.35$188.65

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 81 found (best R:R 32.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$175.00$180.00$185.00Sep 18$0.13$4.8710%37.46
$185.00$187.50$190.00Aug 14$0.05$2.4513%49.00
$180.00$182.50$185.00Aug 21$0.06$2.4413%40.67
$167.50$170.00$172.50Aug 28$0.09$2.4110%26.78
$160.00$165.00$170.00Sep 18$0.24$4.7610%19.83
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$165.00$170.00$175.00Sep 18$0.15$4.8511%32.33
$175.00$177.50$180.00Aug 14$0.23$2.2722%9.87
$160.00$162.50$165.00Aug 21$0.06$2.448%40.67
$155.00$160.00$165.00Sep 18$0.21$4.799%22.81
$155.00$160.00$165.00Sep 4$0.25$4.7510%19.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 82 found (best net $-0.99, 74 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$185.00$200.001:2Sep 25-$3.55$11.45
$200.00$210.001:2Sep 4-$1.91$8.09
$200.00$210.001:2Sep 11-$2.25$7.75
$185.00$190.001:2Aug 21-$1.10$3.90
$182.50$185.001:2Aug 14-$0.41$2.09
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$210.00$185.001:2Sep 18-$0.99$24.01
$185.00$180.001:2Aug 14-$0.88$4.12
$175.00$165.001:2Sep 11-$3.21$6.79
$157.50$155.001:2Aug 14-$0.02$2.48
$175.00$170.001:2Aug 28-$1.70$3.30

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 48 found (best yield 7.34%, avg 3.09%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$185.00Sep 25$13.100.483.6%7.34%10.95%2--
$180.00Sep 25$14.950.530.8%8.37%9.19%2213
$185.00Sep 18$12.300.473.6%6.89%10.50%611.4K
$182.50Sep 25$13.350.502.2%7.48%9.69%5--
$190.00Sep 18$10.400.436.4%5.82%12.24%441.1K
$195.00Sep 18$8.800.389.2%4.93%14.14%5--
$200.00Sep 25$7.300.3512.0%4.09%16.10%71
$180.00Sep 18$14.000.520.8%7.84%8.65%781.4K
$190.00Sep 11$9.700.426.4%5.43%11.85%2669
$200.00Sep 18$7.100.3412.0%3.98%15.99%2842.5K

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 11,546
Total Puts 4,896
Put/Call Ratio 0.42
Net Difference 6,650

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 86,269
Total Puts 48,484
Average Put/Call Ratio 0.65
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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