Tour v526
ZS
ZSCALER INC
$174.95 -5.23%
$174.65 (-0.17%)🌙
as of 08/20 07:20 PM
8/20 19:20

Option Volume

Detail
Current (08/20) 13,335
Calls: 10,358 (78%)
Puts: 2,977 (22%)
Prior (08/19) 7,919
Calls: 3,442 (43%)
Puts: 4,477 (57%)
Current vs Prior +68.39%
Calls: +200.93% (Calls)
Puts: -33.50% (Puts)
Prior 7-Day Total 100,515
Calls: 62,616 (62%)
Puts: 37,899 (38%)
Prior 7-Day Average 14,359
Calls: 8,945 (62%)
Puts: 5,414 (38%)
Current vs Prior 7-Day Avg -7.13%
Calls: +15.79%
Puts: -45.01%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/20) $11.15M
Calls: $8.53M (76%)
Puts: $2.62M (24%)
Prior (08/19) $6.46M
Calls: $4.02M (62%)
Puts: $2.44M (38%)
Current vs Prior +72.72%
Calls: +112.18%
Puts: +7.66%
Prior 7-Day Total $119.27M
Calls: $97.46M (82%)
Puts: $21.80M (18%)
Prior 7-Day Average $17.04M
Calls: $13.92M (82%)
Puts: $3.11M (18%)
Current vs Prior 7-Day Avg -34.54%
Calls: -38.74%
Puts: -15.75%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/20) 0.29
Prior (08/19) 1.30
Current vs Prior -77.90%
Prior 7-Day Average 0.71
Current vs Prior 7-Day Avg -59.76%
Sentiment BULLISH

Open Interest

Detail
Current (08/20) 126,743
Calls: 73,442 (58%)
Puts: 53,301 (42%)
Prior (08/19) 111,441
Calls: 68,399 (61%)
Puts: 43,042 (39%)
Current vs Prior +13.73%
Prior 7-Day Total 909,884
Calls: 553,557 (61%)
Puts: 356,327 (39%)
Prior 7-Day Average 129,983
Calls: 79,079 (61%)
Puts: 50,903 (39%)
Current vs Prior 7-Day Avg -2.49%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 3.47% | 6.92%3.47% | 17.60%
Prior 4.19% | 7.48%4.19% | 17.80%
Current vs Prior -17.25% | -7.48%-17.25% | -1.10%
Prior 7-Day Avg 4.67% | 7.70%6.03% | 18.70%
Current vs 7-Day Avg -25.73% | -10.20%-42.42% | -5.86%
Prior 7-Day Eod 4.19% | 7.48%4.19% | 17.80%
Current vs 7-Day Eod -17.25% | -7.48%-17.25% | -1.10%
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 76% of dollar volume in calls ($8.53M) vs puts ($2.62M). Elevated premium activity with dollar volume up 73% vs prior. Above-average activity with volume up 68% vs prior. Extreme bullish P/C ratio of 0.29 - heavy call buying (10,358 calls vs 2,977 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 BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
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 7.0%, best 3.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Sep 1816.7517.30$17.023.2%200.61427
$160.00Sep 1822.3023.25$22.784.2%170.72851
$180.00Sep 1812.2012.80$12.504.8%1540.501.4K
$145.00Aug 2129.0530.50$29.784.9%200.98629
$140.00Aug 2134.3036.85$35.587.2%30.95974
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Sep 1816.7017.50$17.104.7%1340.51514
$200.00Sep 1830.3031.80$31.054.8%10.70--
$185.00Sep 1819.2520.45$19.856.0%40.56442
$180.00Oct 217.6518.85$18.256.6%20.5018
$180.00Sep 2517.2018.40$17.806.7%50.5034

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. 77 found (avg delta 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Aug 2123.9526.85$25.4011.4%120.99774
$160.00Aug 2114.3015.60$14.958.7%420.992.6K
$145.00Aug 2129.0530.50$29.784.9%200.98629
$165.00Aug 219.6010.40$10.008.0%640.972.5K
$155.00Aug 2119.7021.45$20.588.5%140.961.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$190.00Aug 2113.7015.75$14.7313.9%121.00152
$187.50Aug 2112.0013.50$12.7511.8%150.9584
$185.00Aug 218.7011.35$10.0226.4%150.93313
$182.50Aug 216.359.00$7.6834.5%160.91227
$192.50Aug 2816.4019.50$17.9517.3%50.8714

Most actively traded options today. High liquidity = easy entry/exit. 207 active (total vol 8.1K, top 985)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$182.50Aug 210.010.40$0.21185.7%9850.09284
$195.00Aug 210.010.23$0.12183.3%8470.031.3K
$200.00Aug 210.010.02$0.0250.0%7250.013.2K
$185.00Aug 210.100.22$0.1675.0%5290.06435
$190.00Aug 210.000.09$0.05180.0%3800.021.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$172.50Aug 283.604.50$4.0522.2%1760.4078
$180.00Aug 287.358.85$8.1018.5%1610.62127
$180.00Sep 1816.7017.50$17.104.7%1340.51514
$160.00Aug 210.010.05$0.03133.3%770.011.1K
$177.50Aug 285.957.30$6.6320.4%740.55152

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. 136 found (best R:R 1.16, avg 2.87)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$165.00$175.00Sep 25$4.63$5.37$4.6366%1.16$169.63
$170.00$180.00Oct 2$4.25$5.75$4.2561%1.35$174.25
$185.00$195.00Oct 2$2.95$7.05$2.9546%2.39$187.95
$180.00$185.00Sep 18$1.27$3.73$1.2750%2.94$181.27
$170.00$175.00Sep 18$1.84$3.16$1.8461%1.72$171.84
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$187.50$185.00Aug 28$1.55$0.95$1.5579%0.61$185.95
$177.50$175.00Aug 21$1.27$1.23$1.2768%0.97$176.23
$182.50$180.00Sep 25$1.10$1.40$1.1053%1.27$181.40
$146.00$143.00Sep 11$0.25$2.75$0.2514%11.00$145.75
$160.00$157.50Sep 4$0.53$1.97$0.5327%3.72$159.47

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 95 found (best R:R 0.57, avg 0.48)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$205.00$207.50Sep 4$0.88$0.88$1.6276%0.54$205.88
$197.50$200.00Aug 21$0.27$0.27$2.2395%0.12$197.77
$202.50$205.00Aug 28$0.34$0.34$2.1692%0.16$202.84
$182.50$185.00Aug 28$0.92$0.92$1.5867%0.58$183.42
$175.00$177.50Aug 21$1.22$1.22$1.2849%0.95$176.22
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$155.00$150.00Sep 11$1.82$1.82$3.1877%0.57$153.18
$149.00$145.00Aug 21$0.95$0.95$3.0590%0.31$148.05
$165.00$160.00Sep 18$2.38$2.38$2.6266%0.91$162.62
$157.50$155.00Sep 4$1.32$1.32$1.1875%1.12$156.18
$149.00$143.00Sep 4$1.36$1.36$4.6484%0.29$147.64

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $3.18, cheapest $2.88)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$175.00Aug 21Aug 28$3.2865.9%51.8%
$177.50Aug 21Aug 28$3.5360.2%54.8%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$175.00Aug 21Aug 28$2.8865.9%51.8%
$177.50Aug 21Aug 28$3.0460.2%54.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 52 found (cheapest 2.65% of stock, avg 11.62%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$175.00Aug 21$2.32$2.32$4.64$170.36$179.642.65%
$172.50Aug 21$3.75$0.94$4.69$167.81$177.192.68%
$177.50Aug 21$1.10$3.59$4.69$172.81$182.192.68%
$170.00Aug 21$5.10$0.46$5.56$164.44$175.563.18%
$180.00Aug 21$0.52$5.58$6.10$173.90$186.103.49%
$182.50Aug 21$0.21$7.68$7.89$174.61$190.394.51%
$167.50Aug 21$7.78$0.15$7.93$159.57$175.434.53%
$165.00Aug 21$10.00$0.06$10.06$154.94$175.065.75%
$185.00Aug 21$0.16$10.02$10.18$174.82$195.185.82%
$175.00Aug 28$5.60$5.20$10.80$164.20$185.806.17%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 160 found (cheapest 0.38% of stock, avg 8.43%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$182.50$170.00Aug 21$0.21$0.46$0.67$169.33$183.17
$192.50$170.00Aug 21$0.32$0.46$0.78$169.22$193.28
$180.00$170.00Aug 21$0.52$0.46$0.98$169.02$180.98
$182.50$141.00Aug 21$0.21$1.07$1.28$139.72$183.78
$182.50$149.00Aug 21$0.21$1.07$1.28$147.72$183.78
$207.50$170.00Aug 21$0.77$0.46$1.23$168.77$208.73
$192.50$141.00Aug 21$0.32$1.07$1.39$139.61$193.89
$192.50$149.00Aug 21$0.32$1.07$1.39$147.61$193.89
$182.50$172.50Aug 21$0.21$0.94$1.15$171.35$183.65
$192.50$172.50Aug 21$0.32$0.94$1.26$171.24$193.76

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 126 found (best R:R 7.33, avg credit $1.16)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
155/158205/208Sep 4$2.20$0.3051%7.33$155.30$207.20
145/149198/200Aug 21$1.22$2.7885%0.44$147.78$198.72
145/149192/195Aug 21$1.15$2.8584%0.40$147.85$193.65
140/141198/200Aug 21$0.72$1.7887%0.40$140.28$198.22
155/158192/195Sep 4$1.79$0.7141%2.52$155.71$194.29
140/141192/195Aug 21$0.65$1.8585%0.35$140.35$193.15
162/165202/205Aug 28$0.98$1.5271%0.64$164.02$203.48
140/141205/208Sep 4$1.07$1.4366%0.75$139.93$206.07
162/165182/185Aug 28$1.56$0.9446%1.66$163.44$184.06
160/162198/200Aug 21$0.47$2.0388%0.23$162.03$197.97

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 80 found (best R:R 10.90, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$172.50$175.00$177.50Aug 21$0.21$2.2938%10.90
$150.00$155.00$160.00Sep 18$0.12$4.8810%40.67
$177.50$180.00$182.50Aug 21$0.27$2.2324%8.26
$145.00$150.00$155.00Sep 18$0.18$4.829%26.78
$140.00$145.00$150.00Sep 18$0.18$4.828%26.78
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$177.50$180.00$182.50Aug 21$0.11$2.3924%21.73
$145.00$150.00$155.00Sep 18$0.07$4.939%70.43
$167.50$170.00$172.50Aug 21$0.17$2.3323%13.71
$165.00$170.00$175.00Sep 18$0.14$4.8611%34.71
$150.00$155.00$160.00Sep 25$0.12$4.8810%40.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 76 found (best net $-0.89, 64 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$172.50$175.001:2Aug 21-$0.89$1.61
$185.00$187.501:2Aug 21$0.00$2.50
$182.50$185.001:2Aug 21-$0.11$2.39
$192.50$195.001:2Aug 28-$0.22$2.28
$187.50$190.001:2Aug 21-$0.02$2.48
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$149.00$143.001:2Sep 4-$0.21$5.79
$177.50$175.001:2Aug 21-$1.05$1.45
$180.00$177.501:2Aug 21-$1.60$0.90
$160.00$157.501:2Aug 28-$0.15$2.35
$155.00$152.501:2Aug 28-$0.09$2.41

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 50 found (best yield 7.66%, avg 3.61%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$180.00Oct 2$13.400.512.9%7.66%10.55%2--
$195.00Oct 2$8.100.3811.5%4.63%16.09%11
$185.00Oct 2$10.900.465.7%6.23%11.97%2--
$185.00Sep 25$10.850.465.7%6.20%11.95%1--
$180.00Sep 25$12.850.502.9%7.34%10.23%136
$202.50Oct 2$6.400.3215.8%3.66%19.41%2--
$190.00Sep 25$8.950.418.6%5.12%13.72%1--
$175.00Sep 25$14.700.560.0%8.40%8.43%1516
$180.00Sep 18$12.200.502.9%6.97%9.86%1541.4K
$185.00Sep 18$10.200.455.7%5.83%11.57%531.6K

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 10,358
Total Puts 2,977
Put/Call Ratio 0.29
Net Difference 7,381

Prior's Put/Call Breakdown

Total Calls 3,442
Total Puts 4,477
Put/Call Ratio 1.30
Net Difference -1,035

Prior 7-Day Put/Call Summary

Total Calls 62,616
Total Puts 37,899
Average Put/Call Ratio 0.71
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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