Tour v509
ZS
ZSCALER INC
$184.44 +0.46%
$184.40 (-0.02%)🌙
as of 08/17 07:18 PM
8/17 19:18

Option Volume

Detail
Current (08/17) 11,430
Calls: 7,224 (63%)
Puts: 4,206 (37%)
Prior (08/14) 21,155
Calls: 11,244 (53%)
Puts: 9,911 (47%)
Current vs Prior -45.97%
Calls: -35.75% (Calls)
Puts: -57.56% (Puts)
Prior 7-Day Total 133,111
Calls: 87,161 (65%)
Puts: 45,950 (35%)
Prior 7-Day Average 19,015
Calls: 12,451 (65%)
Puts: 6,564 (35%)
Current vs Prior 7-Day Avg -39.89%
Calls: -41.98%
Puts: -35.93%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/17) $14.40M
Calls: $12.03M (84%)
Puts: $2.37M (16%)
Prior (08/14) $17.98M
Calls: $12.56M (70%)
Puts: $5.43M (30%)
Current vs Prior -19.93%
Calls: -4.23%
Puts: -56.26%
Prior 7-Day Total $137.56M
Calls: $113.63M (83%)
Puts: $23.93M (17%)
Prior 7-Day Average $19.65M
Calls: $16.23M (83%)
Puts: $3.42M (17%)
Current vs Prior 7-Day Avg -26.72%
Calls: -25.92%
Puts: -30.56%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/17) 0.58
Prior (08/14) 0.88
Current vs Prior -33.95%
Prior 7-Day Average 0.57
Current vs Prior 7-Day Avg +2.98%
Sentiment BULLISH

Open Interest

Detail
Current (08/17) 123,467
Calls: 79,431 (64%)
Puts: 44,036 (36%)
Prior (08/14) 132,654
Calls: 83,497 (63%)
Puts: 49,157 (37%)
Current vs Prior -6.93%
Prior 7-Day Total 951,663
Calls: 572,132 (60%)
Puts: 379,531 (40%)
Prior 7-Day Average 135,951
Calls: 81,733 (60%)
Puts: 54,218 (40%)
Current vs Prior 7-Day Avg -9.18%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 5.32% | 8.16%5.32% | 18.75%
Prior 6.17% | 8.65%6.17% | 18.78%
Current vs Prior -13.81% | -5.66%-13.81% | -0.17%
Prior 7-Day Avg 4.85% | 7.77%7.70% | 19.60%
Current vs 7-Day Avg +9.61% | +4.97%-30.92% | -4.33%
Prior 7-Day Eod 6.17% | 8.65%6.17% | 18.78%
Current vs 7-Day Eod -13.81% | -5.66%-13.81% | -0.17%
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 ($12.03M) vs puts ($2.37M). Below-average activity with volume down 46% vs prior. Bullish P/C ratio of 0.58. P/C ratio dropping 34% - sentiment shifting bullish.

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 NEUTRAL
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 22 of results (avg 8.1%, best 4.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Sep 1828.9030.90$29.906.7%70.79857
$155.00Aug 2128.7530.85$29.807.0%120.981.1K
$150.00Sep 1836.9039.70$38.307.3%160.86835
$160.00Aug 2124.0025.85$24.937.4%180.982.6K
$150.00Sep 435.5538.40$36.977.7%10.8927
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$185.00Sep 1815.4016.10$15.754.4%1590.46246
$220.00Sep 1838.9041.75$40.337.1%200.75478
$195.00Sep 1820.7522.30$21.537.2%40.5577
$200.00Sep 1824.3526.50$25.438.5%10.60822
$190.00Sep 1818.2520.05$19.159.4%210.51190

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. 67 found (avg delta 0.74, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Aug 2132.9035.80$34.358.4%80.99--
$155.00Aug 2128.7530.85$29.807.0%120.981.1K
$160.00Aug 2124.0025.85$24.937.4%180.982.6K
$157.50Aug 2125.1528.95$27.0514.0%60.98124
$165.00Aug 2118.2521.00$19.6314.0%420.982.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$195.00Aug 2110.4013.65$12.0327.0%110.7932
$200.00Aug 2815.7019.30$17.5020.6%300.7910
$220.00Sep 1838.9041.75$40.337.1%200.75478
$190.00Aug 216.459.15$7.8034.6%10.67--
$192.50Aug 2810.4013.20$11.8023.7%60.665

Most actively traded options today. High liquidity = easy entry/exit. 185 active (total vol 7.2K, top 779)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$190.00Aug 211.663.00$2.3357.5%7790.331.5K
$187.50Aug 284.456.95$5.7043.9%3770.4521
$195.00Aug 211.141.60$1.3733.6%3580.211.4K
$200.00Aug 210.450.78$0.6253.2%3410.113.2K
$210.00Aug 210.150.32$0.2470.8%3390.04504
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$165.00Aug 210.000.19$0.10190.0%2880.021.5K
$175.00Aug 282.803.15$2.9711.8%2310.2780
$185.00Aug 213.755.00$4.3828.5%2170.51151
$185.00Sep 1815.4016.10$15.754.4%1590.46246
$155.00Aug 210.020.19$0.11154.5%1340.02548

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

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 124 found (best R:R 0.93, avg 4.13)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$167.50$187.50Sep 25$10.37$9.63$10.3770%0.93$177.87
$175.00$180.00Sep 18$1.90$3.10$1.9064%1.63$176.90
$172.50$180.00Sep 4$3.90$3.60$3.9068%0.92$176.40
$170.00$177.50Sep 11$4.21$3.29$4.2170%0.78$174.21
$170.00$175.00Sep 18$2.62$2.38$2.6269%0.91$172.62
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$177.50$175.00Sep 4$0.48$2.02$0.4838%4.21$177.02
$195.00$190.00Sep 18$2.38$2.62$2.3855%1.10$192.62
$185.00$182.50Aug 21$0.87$1.63$0.8750%1.87$184.13
$175.00$172.50Sep 11$0.68$1.82$0.6836%2.68$174.32
$180.00$177.50Aug 28$0.71$1.79$0.7138%2.52$179.29

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 98 found (best R:R 0.56, avg 0.44)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$197.50$200.00Sep 4$1.29$1.29$1.2160%1.07$198.79
$197.50$200.00Aug 28$0.71$0.71$1.7974%0.40$198.21
$195.00$197.50Aug 21$0.54$0.54$1.9679%0.28$195.54
$190.00$192.50Aug 28$1.05$1.05$1.4560%0.72$191.05
$215.00$220.00Aug 28$0.40$0.40$4.6091%0.09$215.40
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$170.00$160.00Sep 25$3.60$3.60$6.4068%0.56$166.40
$160.00$150.00Sep 25$2.50$2.50$7.5078%0.33$157.50
$165.00$160.00Sep 18$1.92$1.92$3.0874%0.62$163.08
$175.00$172.50Sep 4$1.47$1.47$1.0365%1.43$173.53
$180.00$177.50Sep 4$1.57$1.57$0.9359%1.69$178.43

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 11 found (avg debit $4.16, cheapest $2.39)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$182.50Aug 21Aug 28$2.4259.0%53.7%
$190.00Aug 21Aug 28$2.5058.6%56.5%
$187.50Aug 21Aug 28$2.6556.6%55.8%
$180.00Aug 21Aug 28$2.7553.2%52.8%
$185.00Aug 21Aug 28$2.7555.4%55.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$182.50Aug 21Aug 28$2.3959.0%53.7%
$180.00Aug 21Aug 28$2.5553.2%52.8%
$185.00Aug 21Aug 28$2.8255.4%55.6%
$190.00Aug 21Sep 4$9.2258.6%84.2%
$187.50Aug 21Sep 4$9.1756.6%84.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 40 found (cheapest 4.56% of stock, avg 11.68%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$185.00Aug 21$4.03$4.38$8.41$176.59$193.414.56%
$182.50Aug 21$5.43$3.51$8.94$173.56$191.444.85%
$180.00Aug 21$6.93$2.13$9.06$170.94$189.064.91%
$187.50Aug 21$3.05$6.10$9.15$178.35$196.654.96%
$190.00Aug 21$2.33$7.80$10.13$179.87$200.135.49%
$177.50Aug 21$8.65$1.59$10.24$167.26$187.745.55%
$175.00Aug 21$10.77$1.14$11.91$163.09$186.916.46%
$172.50Aug 21$12.45$0.70$13.15$159.35$185.657.13%
$195.00Aug 21$1.37$12.03$13.40$181.60$208.407.27%
$182.50Aug 28$7.85$5.90$13.75$168.75$196.257.45%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 145 found (cheapest 1.12% of stock, avg 8.67%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$195.00$172.50Aug 21$1.37$0.70$2.07$170.43$197.07
$195.00$175.00Aug 21$1.37$1.14$2.51$172.49$197.51
$192.50$172.50Aug 21$1.63$0.70$2.33$170.17$194.83
$192.50$175.00Aug 21$1.63$1.14$2.77$172.23$195.27
$195.00$177.50Aug 21$1.37$1.59$2.96$174.54$197.96
$192.50$177.50Aug 21$1.63$1.59$3.22$174.28$195.72
$190.00$172.50Aug 21$2.33$0.70$3.03$169.47$193.03
$195.00$180.00Aug 21$1.37$2.13$3.50$176.50$198.50
$192.50$180.00Aug 21$1.63$2.13$3.76$176.24$196.26
$190.00$175.00Aug 21$2.33$1.14$3.47$171.53$193.47

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 150 found (best R:R 2.16, avg credit $1.20)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
175/178198/200Aug 28$1.71$0.7942%2.16$175.79$199.21
160/162198/200Aug 28$1.01$1.4965%0.68$161.49$198.51
170/172198/200Aug 28$1.31$1.1952%1.10$171.19$198.81
165/168198/200Aug 28$1.09$1.4160%0.77$166.41$198.59
172/175198/200Aug 28$1.36$1.1447%1.19$173.64$198.86
165/168195/198Aug 21$0.67$1.8374%0.37$166.83$195.67
170/172195/198Aug 21$0.85$1.6567%0.52$171.65$195.85
172/175195/198Aug 21$0.98$1.5261%0.64$174.02$195.98
168/170195/198Aug 21$0.70$1.8071%0.39$169.30$195.70
175/178195/198Aug 28$1.55$0.9537%1.63$175.95$196.55

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 75 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$160.00$165.00$170.00Sep 11$0.06$4.949%82.33
$180.00$182.50$185.00Aug 21$0.10$2.4019%24.00
$200.00$205.00$210.00Sep 4$0.12$4.888%40.67
$172.50$175.00$177.50Aug 28$0.05$2.4510%49.00
$150.00$155.00$160.00Sep 18$0.14$4.867%34.71
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$170.00$175.00$180.00Sep 18$0.05$4.9510%99.00
$170.00$175.00$180.00Sep 25$0.06$4.9410%82.33
$185.00$192.50$200.00Aug 28$1.10$6.4030%5.82
$175.00$177.50$180.00Aug 21$0.09$2.4113%26.78
$180.00$182.50$185.00Aug 28$0.08$2.4212%30.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 62 found (best net $-5.16, 59 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$167.50$187.501:2Sep 25-$5.16$14.84
$215.00$220.001:2Aug 28-$0.05$4.95
$205.00$210.001:2Aug 28-$0.43$4.57
$210.00$220.001:2Sep 11-$2.25$7.75
$210.00$215.001:2Aug 21$0.00$5.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$220.00$200.001:2Sep 18-$10.53$9.47
$192.50$185.001:2Aug 28-$2.60$4.90
$160.00$150.001:2Sep 25-$0.93$9.07
$195.00$190.001:2Aug 21-$3.57$1.43
$170.00$160.001:2Sep 25-$2.33$7.67

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 49 found (best yield 6.10%, avg 3.21%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$195.00Sep 25$11.250.455.7%6.10%11.82%1--
$200.00Sep 25$9.500.418.4%5.15%13.59%1--
$190.00Sep 25$13.050.493.0%7.08%10.09%35
$195.00Sep 18$10.850.455.7%5.88%11.61%29381
$187.50Sep 25$14.000.521.7%7.59%9.25%1--
$200.00Sep 18$9.300.408.4%5.04%13.48%1332.3K
$190.00Sep 18$12.800.493.0%6.94%9.95%511.1K
$210.00Sep 25$6.800.3313.9%3.69%17.55%132
$185.00Sep 18$14.900.540.3%8.08%8.38%281.6K
$210.00Sep 18$6.800.3213.9%3.69%17.55%161.7K

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 7,224
Total Puts 4,206
Put/Call Ratio 0.58
Net Difference 3,018

Prior's Put/Call Breakdown

Total Calls 11,244
Total Puts 9,911
Put/Call Ratio 0.88
Net Difference 1,333

Prior 7-Day Put/Call Summary

Total Calls 87,161
Total Puts 45,950
Average Put/Call Ratio 0.57
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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