Tour v526
ZS
ZSCALER INC
$181.75 +3.88%
$181.85 (+0.06%)🌙
as of 08/21 07:22 PM
8/21 19:22

Option Volume

Detail
Current (08/21) 14,880
Calls: 9,141 (61%)
Puts: 5,739 (39%)
Prior (08/20) 13,335
Calls: 10,358 (78%)
Puts: 2,977 (22%)
Current vs Prior +11.59%
Calls: -11.75% (Calls)
Puts: +92.78% (Puts)
Prior 7-Day Total 97,408
Calls: 61,428 (63%)
Puts: 35,980 (37%)
Prior 7-Day Average 13,915
Calls: 8,775 (63%)
Puts: 5,140 (37%)
Current vs Prior 7-Day Avg +6.93%
Calls: +4.17%
Puts: +11.65%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/21) $9.03M
Calls: $6.35M (70%)
Puts: $2.68M (30%)
Prior (08/20) $11.15M
Calls: $8.53M (76%)
Puts: $2.62M (24%)
Current vs Prior -19.08%
Calls: -25.56%
Puts: +1.99%
Prior 7-Day Total $110.52M
Calls: $88.34M (80%)
Puts: $22.18M (20%)
Prior 7-Day Average $15.79M
Calls: $12.62M (80%)
Puts: $3.17M (20%)
Current vs Prior 7-Day Avg -42.83%
Calls: -49.69%
Puts: -15.52%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/21) 0.63
Prior (08/20) 0.29
Current vs Prior +118.44%
Prior 7-Day Average 0.69
Current vs Prior 7-Day Avg -9.64%
Sentiment BULLISH

Open Interest

Detail
Current (08/21) 100,584
Calls: 63,129 (63%)
Puts: 37,455 (37%)
Prior (08/20) 126,743
Calls: 73,442 (58%)
Puts: 53,301 (42%)
Current vs Prior -20.64%
Prior 7-Day Total 895,218
Calls: 542,198 (61%)
Puts: 353,020 (39%)
Prior 7-Day Average 127,888
Calls: 77,456 (61%)
Puts: 50,431 (39%)
Current vs Prior 7-Day Avg -21.35%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 1.84% | 6.04%1.84% | 17.98%
Prior 3.47% | 6.92%3.47% | 17.60%
Current vs Prior +74.12% | +118.85%-46.88% | +2.17%
Prior 7-Day Avg 4.48% | 7.63%5.47% | 18.51%
Current vs 7-Day Avg +34.87% | +98.25%-66.28% | -2.84%
Prior 7-Day Eod 3.47% | 6.92%3.47% | 17.60%
Current vs 7-Day Eod +74.12% | +118.85%-46.88% | +2.17%
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

Moderately bullish flow with 70% call dollar volume ($6.35M). Bullish P/C ratio of 0.63. P/C ratio rising 118% - increased hedging/bearish positioning. Call-heavy open interest (63,129 calls vs 37,455 puts) suggests bullish positioning.

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 15 of results (avg 8.2%, best 6.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Sep 188.058.55$8.306.0%1930.362.4K
$180.00Sep 413.5514.40$13.986.1%200.55219
$150.00Aug 2830.6032.75$31.686.8%160.9841
$150.00Sep 1834.0036.85$35.428.0%10.85--
$152.50Sep 430.6533.25$31.958.1%40.85--
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$177.50Sep 1111.2512.00$11.636.4%30.4218
$175.00Sep 1810.9011.95$11.439.2%9460.39370
$175.00Sep 49.2010.10$9.659.3%120.3969

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. 61 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Aug 2130.4033.05$31.738.4%321.00767
$160.00Aug 2120.4023.00$21.7012.0%751.002.5K
$162.50Aug 2117.9021.10$19.5016.4%31.00181
$165.00Aug 2115.4018.05$16.7315.8%1591.002.5K
$167.50Aug 2113.4515.00$14.2310.9%91.00174
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$195.00Aug 2111.9514.60$13.2720.0%20.9826
$185.00Aug 212.164.50$3.3370.3%590.98298
$187.50Aug 214.457.10$5.7845.8%320.89--
$182.50Aug 210.012.85$1.43198.6%440.82220
$190.00Aug 288.9511.60$10.2725.8%40.72--

Most actively traded options today. High liquidity = easy entry/exit. 182 active (total vol 10.7K, top 1.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$195.00Aug 281.071.32$1.2020.8%1.4K0.1888
$180.00Aug 211.302.55$1.9265.1%6251.001.2K
$190.00Aug 281.922.39$2.1621.8%5100.28289
$180.00Aug 285.206.35$5.7819.9%3100.58194
$177.50Aug 212.885.50$4.1962.5%2861.00250
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Aug 280.050.48$0.27159.3%1.0K0.04204
$175.00Sep 1810.9011.95$11.439.2%9460.39370
$175.00Aug 210.000.59$0.30196.7%3290.11265
$180.00Aug 210.000.31$0.16193.8%1830.20393
$150.00Sep 41.992.52$2.2623.5%1680.1385

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 5 strikes (avg 459.6%, max 1178.3%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$182.50Aug 21Sep 4101.4%93.2%8.8%2351.0K
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$170.00Aug 21Sep 25885.9%69.3%1178.3%72754
$172.50Aug 21Oct 2751.0%65.8%1040.6%38181
$180.00Aug 21Oct 2104.2%64.6%61.3%186410
$182.50Aug 21Sep 4101.4%93.2%8.8%45220

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 114 found (best R:R 0.65, avg 3.30)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$160.00$177.50Sep 25$10.61$6.89$10.6175%0.65$170.61
$160.00$172.50Sep 11$8.03$4.47$8.0377%0.56$168.03
$180.00$190.00Sep 25$4.27$5.73$4.2756%1.34$184.27
$172.50$187.50Oct 2$7.60$7.40$7.6062%0.97$180.10
$200.00$210.00Sep 18$2.27$7.73$2.2736%3.41$202.27
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$187.50$185.00Sep 4$1.08$1.42$1.0854%1.31$186.42
$160.00$157.50Oct 2$0.38$2.12$0.3825%5.58$159.62
$182.50$180.00Aug 28$0.95$1.55$0.9550%1.63$181.55
$170.00$167.50Aug 28$0.19$2.31$0.1916%12.16$169.81
$175.00$172.50Oct 2$0.84$1.66$0.8440%1.98$174.16

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 85 found (best R:R 0.72, avg 0.49)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$197.50$200.00Aug 21$1.06$1.06$1.4485%0.74$198.56
$192.50$195.00Aug 21$1.04$1.04$1.4682%0.71$193.54
$187.50$190.00Sep 4$1.52$1.52$0.9854%1.55$189.02
$205.00$207.50Sep 4$0.95$0.95$1.5571%0.61$205.95
$200.00$202.50Sep 11$1.08$1.08$1.4266%0.76$201.08
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$175.00$165.00Sep 11$4.20$4.20$5.8061%0.72$170.80
$165.00$155.00Sep 25$3.20$3.20$6.8071%0.47$161.80
$170.00$167.50Aug 21$0.99$0.99$1.5184%0.66$169.01
$172.50$165.00Oct 2$3.23$3.23$4.2763%0.76$169.27
$167.50$160.00Sep 4$2.50$2.50$5.0071%0.50$165.00

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

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 38 found (cheapest 0.87% of stock, avg 10.02%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$182.50Aug 21$0.15$1.43$1.58$180.92$184.080.87%
$180.00Aug 21$1.92$0.16$2.08$177.92$182.081.14%
$185.00Aug 21$0.01$3.33$3.34$181.66$188.341.84%
$177.50Aug 21$4.19$0.17$4.36$173.14$181.862.40%
$187.50Aug 21$0.25$5.78$6.03$181.47$193.533.32%
$175.00Aug 21$6.85$0.30$7.15$167.85$182.153.93%
$180.00Aug 28$5.78$4.25$10.03$169.97$190.035.52%
$182.50Aug 28$4.85$5.20$10.05$172.45$192.555.53%
$172.50Aug 21$9.23$1.07$10.30$162.20$182.805.67%
$177.50Aug 28$7.28$3.34$10.62$166.88$188.125.84%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 145 found (cheapest 0.17% of stock, avg 8.11%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$182.50$180.00Aug 21$0.15$0.16$0.31$179.69$182.81
$182.50$177.50Aug 21$0.15$0.17$0.32$177.18$182.82
$187.50$177.50Aug 21$0.25$0.17$0.42$177.08$187.92
$187.50$180.00Aug 21$0.25$0.16$0.41$179.59$187.91
$182.50$175.00Aug 21$0.15$0.30$0.45$174.55$182.95
$187.50$175.00Aug 21$0.25$0.30$0.55$174.45$188.05
$182.50$172.50Aug 21$0.15$1.07$1.22$171.28$183.72
$192.50$180.00Aug 21$1.07$0.16$1.23$178.77$193.73
$182.50$170.00Aug 21$0.15$1.07$1.22$168.78$183.72
$197.50$177.50Aug 21$1.07$0.17$1.24$176.26$198.74

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 88 found (best R:R 4.56, avg credit $1.20)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
168/170198/200Aug 21$2.05$0.4569%4.56$167.95$199.55
168/170192/195Aug 21$2.03$0.4766%4.32$167.97$194.53
168/170188/190Aug 21$1.23$1.2773%0.97$168.77$188.73
168/170205/208Sep 4$2.03$0.4739%4.32$167.97$207.03
150/152205/208Sep 4$1.49$1.0156%1.48$151.01$206.49
152/155205/208Sep 4$1.39$1.1154%1.25$153.61$206.39
168/170182/185Aug 21$1.13$1.3764%0.82$168.87$183.63
165/168195/198Aug 28$0.99$1.5169%0.66$166.51$195.99
148/150200/202Sep 11$1.44$1.0651%1.36$148.56$201.44
155/158205/208Sep 4$1.39$1.1152%1.25$156.11$206.39

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 67 found (best R:R 4.00, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$177.50$180.00$182.50Aug 21$0.50$2.0080%4.00
$180.00$182.50$185.00Aug 21$1.63$0.8798%0.53
$150.00$155.00$160.00Sep 18$0.10$4.908%49.00
$185.00$190.00$195.00Sep 18$0.19$4.8110%25.32
$170.00$172.50$175.00Aug 21$0.12$2.3810%19.83
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$180.00$182.50$185.00Aug 21$0.63$1.8779%2.97
$177.50$180.00$182.50Aug 21$1.28$1.2271%0.95
$170.00$172.50$175.00Aug 28$0.11$2.3912%21.73
$185.00$187.50$190.00Aug 28$0.15$2.3514%15.67
$172.50$175.00$177.50Aug 28$0.15$2.3513%15.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 71 found (best net $-7.41, 56 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$160.00$177.501:2Sep 25-$7.41$10.09
$172.50$187.501:2Oct 2-$6.38$8.62
$175.00$177.501:2Aug 21-$1.53$0.97
$195.00$197.501:2Aug 28-$0.10$2.40
$190.00$192.501:2Aug 28-$0.66$1.84
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$187.50$185.001:2Aug 21-$0.88$1.62
$175.00$165.001:2Sep 11-$2.18$7.82
$165.00$155.001:2Sep 11-$1.28$8.72
$165.00$155.001:2Sep 25-$1.85$8.15
$167.50$165.001:2Aug 28-$0.04$2.46

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 42 found (best yield 6.93%, avg 3.27%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$187.50Oct 2$12.600.483.2%6.93%10.10%11
$190.00Sep 25$10.850.464.5%5.97%10.51%39
$200.00Sep 18$8.050.3610.0%4.43%14.47%1932.4K
$195.00Sep 25$9.000.417.3%4.95%12.24%1--
$200.00Sep 25$7.450.3710.0%4.10%14.14%1122
$185.00Sep 18$12.200.511.8%6.71%8.50%651.6K
$202.50Sep 25$6.750.3411.4%3.71%15.13%4--
$210.00Oct 2$5.350.2915.5%2.94%18.49%7--
$190.00Sep 18$9.750.454.5%5.36%9.90%471.2K
$195.00Sep 18$8.150.407.3%4.48%11.77%29420

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 9,141
Total Puts 5,739
Put/Call Ratio 0.63
Net Difference 3,402

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 61,428
Total Puts 35,980
Average Put/Call Ratio 0.69
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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